PortfoliosLab logoPortfoliosLab logo
EGUS vs. ACSI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EGUS vs. ACSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares ESG Aware MSCI USA Growth ETF (EGUS) and American Customer Satisfaction ETF (ACSI). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EGUS vs. ACSI - Yearly Performance Comparison


2026 (YTD)202520242023
EGUS
Ishares ESG Aware MSCI USA Growth ETF
-9.75%19.02%32.85%27.00%
ACSI
American Customer Satisfaction ETF
-3.29%10.70%22.51%7.19%

Returns By Period

In the year-to-date period, EGUS achieves a -9.75% return, which is significantly lower than ACSI's -3.29% return.


EGUS

1D
3.68%
1M
-4.17%
YTD
-9.75%
6M
-7.37%
1Y
21.29%
3Y*
21.47%
5Y*
10Y*

ACSI

1D
2.22%
1M
-4.94%
YTD
-3.29%
6M
-2.09%
1Y
9.48%
3Y*
14.24%
5Y*
7.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EGUS vs. ACSI - Expense Ratio Comparison

EGUS has a 0.18% expense ratio, which is lower than ACSI's 0.66% expense ratio.


Return for Risk

EGUS vs. ACSI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EGUS
EGUS Risk / Return Rank: 5454
Overall Rank
EGUS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
EGUS Sortino Ratio Rank: 5757
Sortino Ratio Rank
EGUS Omega Ratio Rank: 5555
Omega Ratio Rank
EGUS Calmar Ratio Rank: 5353
Calmar Ratio Rank
EGUS Martin Ratio Rank: 4848
Martin Ratio Rank

ACSI
ACSI Risk / Return Rank: 3838
Overall Rank
ACSI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ACSI Sortino Ratio Rank: 3535
Sortino Ratio Rank
ACSI Omega Ratio Rank: 3535
Omega Ratio Rank
ACSI Calmar Ratio Rank: 4242
Calmar Ratio Rank
ACSI Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EGUS vs. ACSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Growth ETF (EGUS) and American Customer Satisfaction ETF (ACSI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


EGUSACSIDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.61

+0.37

Sortino ratio

Return per unit of downside risk

1.47

0.98

+0.50

Omega ratio

Gain probability vs. loss probability

1.21

1.14

+0.07

Calmar ratio

Return relative to maximum drawdown

1.35

1.03

+0.32

Martin ratio

Return relative to average drawdown

4.58

4.19

+0.39

EGUS vs. ACSI - Sharpe Ratio Comparison

The current EGUS Sharpe Ratio is 0.98, which is higher than the ACSI Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of EGUS and ACSI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EGUSACSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.61

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.68

+0.41

Correlation

The correlation between EGUS and ACSI is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EGUS vs. ACSI - Dividend Comparison

EGUS's dividend yield for the trailing twelve months is around 0.24%, less than ACSI's 0.94% yield.


TTM2025202420232022202120202019201820172016
EGUS
Ishares ESG Aware MSCI USA Growth ETF
0.24%0.22%0.25%0.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ACSI
American Customer Satisfaction ETF
0.94%0.91%0.69%1.01%0.81%0.31%0.82%1.64%1.59%1.20%0.18%

Drawdowns

EGUS vs. ACSI - Drawdown Comparison

The maximum EGUS drawdown since its inception was -24.87%, smaller than the maximum ACSI drawdown of -34.49%. Use the drawdown chart below to compare losses from any high point for EGUS and ACSI.


Loading graphics...

Drawdown Indicators


EGUSACSIDifference

Max Drawdown

Largest peak-to-trough decline

-24.87%

-34.49%

+9.62%

Max Drawdown (1Y)

Largest decline over 1 year

-15.66%

-9.91%

-5.75%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

Current Drawdown

Current decline from peak

-12.55%

-5.67%

-6.88%

Average Drawdown

Average peak-to-trough decline

-3.41%

-5.47%

+2.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.63%

2.43%

+2.20%

Volatility

EGUS vs. ACSI - Volatility Comparison

Ishares ESG Aware MSCI USA Growth ETF (EGUS) has a higher volatility of 6.90% compared to American Customer Satisfaction ETF (ACSI) at 4.72%. This indicates that EGUS's price experiences larger fluctuations and is considered to be riskier than ACSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EGUSACSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

4.72%

+2.18%

Volatility (6M)

Calculated over the trailing 6-month period

13.26%

8.54%

+4.72%

Volatility (1Y)

Calculated over the trailing 1-year period

21.82%

15.67%

+6.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.31%

16.66%

+2.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.31%

17.50%

+1.81%