Correlation
The correlation between EMSG and ESGE is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
EMSG vs. ESGE
Compare and contrast key facts about Xtrackers MSCI Emerging Markets ESG Leaders Equity ETF (EMSG) and iShares ESG Aware MSCI EM ETF (ESGE).
EMSG and ESGE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMSG is a passively managed fund by Xtrackers that tracks the performance of the MSCI Emerging Markets ESG Leaders Index. It was launched on Dec 4, 2018. ESGE is a passively managed fund by iShares that tracks the performance of the MSCI EM Extended ESG Focus Index. It was launched on Jun 28, 2016. Both EMSG and ESGE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMSG or ESGE.
Performance
EMSG vs. ESGE - Performance Comparison
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Key characteristics
EMSG:
0.82
ESGE:
0.70
EMSG:
1.14
ESGE:
0.97
EMSG:
1.15
ESGE:
1.12
EMSG:
0.47
ESGE:
0.41
EMSG:
2.54
ESGE:
2.00
EMSG:
5.77%
ESGE:
5.69%
EMSG:
21.10%
ESGE:
19.37%
EMSG:
-45.29%
ESGE:
-41.07%
EMSG:
-16.64%
ESGE:
-14.14%
Returns By Period
In the year-to-date period, EMSG achieves a 12.76% return, which is significantly higher than ESGE's 9.67% return.
EMSG
12.76%
6.12%
11.64%
17.20%
5.70%
6.10%
N/A
ESGE
9.67%
4.15%
7.73%
13.40%
4.71%
6.35%
N/A
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EMSG vs. ESGE - Expense Ratio Comparison
EMSG has a 0.20% expense ratio, which is lower than ESGE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
EMSG vs. ESGE — Risk-Adjusted Performance Rank
EMSG
ESGE
EMSG vs. ESGE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets ESG Leaders Equity ETF (EMSG) and iShares ESG Aware MSCI EM ETF (ESGE). 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.
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Dividends
EMSG vs. ESGE - Dividend Comparison
EMSG's dividend yield for the trailing twelve months is around 0.34%, less than ESGE's 2.19% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMSG Xtrackers MSCI Emerging Markets ESG Leaders Equity ETF | 0.34% | 0.39% | 3.07% | 0.86% | 1.46% | 1.40% | 3.56% | 0.26% | 0.00% | 0.00% |
ESGE iShares ESG Aware MSCI EM ETF | 2.19% | 2.40% | 2.65% | 2.68% | 2.66% | 1.31% | 2.59% | 2.18% | 1.86% | 0.27% |
Drawdowns
EMSG vs. ESGE - Drawdown Comparison
The maximum EMSG drawdown since its inception was -45.29%, which is greater than ESGE's maximum drawdown of -41.07%. Use the drawdown chart below to compare losses from any high point for EMSG and ESGE.
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Volatility
EMSG vs. ESGE - Volatility Comparison
Xtrackers MSCI Emerging Markets ESG Leaders Equity ETF (EMSG) has a higher volatility of 4.93% compared to iShares ESG Aware MSCI EM ETF (ESGE) at 4.54%. This indicates that EMSG's price experiences larger fluctuations and is considered to be riskier than ESGE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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