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EGUS vs. TPYP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EGUS vs. TPYP

Last updated Aug 5, 2026
Documentation

EGUS (Ishares ESG Aware MSCI USA Growth ETF) and TPYP (Tortoise North American Pipeline Fund) are both exchange-traded funds - EGUS is a Large Cap Growth Equities fund tracking the MSCI USA Growth Extended ESG Focus Index, while TPYP is a Energy Equities fund tracking the Tortoise North American Pipeline Index. Both are passively managed. Over the past 3 years, EGUS returned 24.99%/yr vs 24.03%/yr for TPYP. Their 0.13 correlation means their historical movements had little consistent relationship. EGUS charges 0.18%/yr vs 0.40%/yr for TPYP.

Performance

EGUS vs. TPYP - Performance Comparison

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

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Returns By Period

In the year-to-date period, EGUS achieves a 12.25% return, which is significantly lower than TPYP's 22.10% return.

EGUS

1D
2.31%
1M
3.13%
6M
16.40%
YTD
12.25%
1Y
22.63%
3Y*
24.99%
5Y*
—
10Y*
—
ALL TIME*
26.13%

TPYP

1D
-0.54%
1M
1.43%
6M
13.09%
YTD
22.10%
1Y
22.39%
3Y*
24.03%
5Y*
19.36%
10Y*
11.48%
ALL TIME*
9.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

EGUS

Ishares ESG Aware MSCI USA Growth ETF
$144.05K$106.21K$167.57K

TPYP

Tortoise North American Pipeline Fund
$2.72M$2.33M$2.68M

EGUS vs. TPYP - Yearly Performance Comparison

2026 (YTD)202520242023
EGUS
Ishares ESG Aware MSCI USA Growth ETF		12.25%19.02%32.85%27.00%
TPYP
Tortoise North American Pipeline Fund		22.10%7.59%37.37%6.66%

Correlation

The correlation between EGUS and TPYP is -0.25, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.25

Correlation (3Y)
Balances recent behavior with more history.

0.08

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2023

0.13

The correlation between EGUS and TPYP shifts across timeframes, from -0.25 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

EGUS vs. TPYP - Sectors Allocation Comparison

Sectors
EGUS
TPYP

Technology

55.6%

-

Consumer Cyclical

11.9%

-

Communication Services

9.9%

-

Industrials

7.2%
0.1%

Healthcare

6.2%

-

Financial Services

4.2%
2.4%

Real Estate

1.7%

-

Energy

1.1%
69.6%

Utilities

1.1%
21.2%

Basic Materials

0.8%
0.1%

Consumer Defensive

0.2%

-

Technology

EGUS
55.6%
TPYP

-

Consumer Cyclical

EGUS
11.9%
TPYP

-

Communication Services

EGUS
9.9%
TPYP

-

Industrials

EGUS
7.2%
TPYP
0.1%

Healthcare

EGUS
6.2%
TPYP

-

Financial Services

EGUS
4.2%
TPYP
2.4%

Real Estate

EGUS
1.7%
TPYP

-

Energy

EGUS
1.1%
TPYP
69.6%

Utilities

EGUS
1.1%
TPYP
21.2%

Basic Materials

EGUS
0.8%
TPYP
0.1%

Consumer Defensive

EGUS
0.2%
TPYP

-

Compare stocks, funds, or ETFs

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

Ishares ESG Aware MSCI USA Growth ETF

Tortoise North American Pipeline Fund

Often compared with EGUS:
EGUS vs. SPYEGUS vs. FGDLEGUS vs. FELGEGUS vs. FXAIXEGUS vs. SCHGEGUS vs. VUGEGUS vs. SPMO
Often compared with TPYP:
TPYP vs. AMLPTPYP vs. ENFRTPYP vs. MLPXTPYP vs. UMITPYP vs. KYNTPYP vs. TORIXTPYP vs. VOO

Return for Risk

EGUS vs. TPYP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
EGUS
EGUS Risk / Return Rank: 4141
Overall Rank
EGUS Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
EGUS Sortino Ratio Rank: 4242
Sortino Ratio Rank
EGUS Omega Ratio Rank: 4040
Omega Ratio Rank
EGUS Calmar Ratio Rank: 3737
Calmar Ratio Rank
EGUS Martin Ratio Rank: 3939
Martin Ratio Rank
TPYP
TPYP Risk / Return Rank: 6363
Overall Rank
TPYP Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
TPYP Sortino Ratio Rank: 6060
Sortino Ratio Rank
TPYP Omega Ratio Rank: 5555
Omega Ratio Rank
TPYP Calmar Ratio Rank: 8181
Calmar Ratio Rank
TPYP Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EGUS vs. TPYP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Growth ETF (EGUS) and Tortoise North American Pipeline Fund (TPYP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

EGUSTPYPDifference
Sharpe ratioReturn per unit of total volatility
1.25
1.62

-0.37

Sortino ratioReturn per unit of downside risk
1.77
2.29

-0.52

Omega ratioGain probability vs. loss probability

1.22

1.28

-0.06

Calmar ratioReturn relative to maximum drawdown

1.45

3.29

-1.84

Martin ratioReturn relative to average drawdown

4.61

7.78

-3.17

EGUS vs. TPYP - Sharpe Ratio Comparison

The current EGUS Sharpe Ratio is 1.25, which is comparable to the TPYP Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of EGUS and TPYP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

EGUS vs. TPYP - Drawdown Comparison

The maximum EGUS drawdown since its inception was -24.87%, smaller than the maximum TPYP drawdown of -51.91%. Use the drawdown chart below to compare losses from any high point for EGUS and TPYP.

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Drawdown Indicators

EGUSTPYPDifference

Max Drawdown

Largest peak-to-trough decline

-24.87%

-51.91%

+27.04%

Max Drawdown (1Y)

Largest decline over 1 year

-15.66%

-6.84%

-8.82%

Max Drawdown (3Y)

Largest decline over 3 years

-24.87%

-13.17%

-11.70%

Max Drawdown (5Y)

Largest decline over 5 years

—

-17.96%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-51.91%

—

Current Drawdown

Current decline from peak

-0.91%

-4.14%

+3.23%

Average Drawdown

Average peak-to-trough decline

-3.39%

-7.83%

+4.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

2.91%

+2.01%

Volatility

EGUS vs. TPYP - Volatility Comparison

Ishares ESG Aware MSCI USA Growth ETF (EGUS) has a higher volatility of 5.82% compared to Tortoise North American Pipeline Fund (TPYP) at 5.44%. This indicates that EGUS's price experiences larger fluctuations and is considered to be riskier than TPYP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EGUSTPYPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

5.44%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

14.76%

11.23%

+3.53%

Volatility (1Y)

Calculated over the trailing 1-year period

18.30%

13.94%

+4.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.35%

17.40%

+1.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.35%

21.90%

-2.55%

EGUS vs. TPYP - Expense Ratio Comparison

EGUS has a 0.18% expense ratio, which is lower than TPYP's 0.40% expense ratio.

Dividends

EGUS vs. TPYP - Dividend Comparison

EGUS's dividend yield for the trailing twelve months is around 0.20%, less than TPYP's 3.23% yield.

PositionTTM20252024202320222021202020192018201720162015
EGUS
Ishares ESG Aware MSCI USA Growth ETF		0.20%0.22%0.25%0.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TPYP
Tortoise North American Pipeline Fund		3.23%3.91%3.95%4.83%4.48%4.86%6.14%4.45%4.58%3.71%3.49%2.56%

Frequently Asked Questions

EGUS and TPYP have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EGUS has higher volatility (5.82%) compared to TPYP (5.44%). In terms of maximum drawdown, EGUS dropped -24.87% vs TPYP's -51.91%.

On 3-year performance, EGUS leads with 24.99% vs 24.03% for TPYP. On fees, EGUS is cheaper at 0.18% per year. On volatility, TPYP has been the lower-risk option at 5.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, EGUS has performed better with a 24.99% return vs 24.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EGUS is cheaper with a 0.18% expense ratio, compared with 0.40% for TPYP.

TPYP has the higher dividend yield at 3.23%, compared with 0.20% for EGUS.

EGUS is categorized as Large Cap Growth Equities, while TPYP is Energy Equities. EGUS tracks MSCI USA Growth Extended ESG Focus Index, while TPYP tracks Tortoise North American Pipeline Index. They also come from different issuers: iShares and Tortoise. Their fees differ too: 0.18% for EGUS and 0.40% for TPYP.

TPYP currently has the higher Sharpe Ratio (1.62 vs 1.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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