EMXF vs. ESGV
Compare and contrast key facts about iShares ESG Advanced MSCI EM ETF (EMXF) and Vanguard ESG U.S. Stock ETF (ESGV).
EMXF and ESGV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMXF is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Choice ESG Screened 5% Issuer Capped Index. It was launched on Oct 6, 2020. ESGV is a passively managed fund by Vanguard that tracks the performance of the FTSE US All Cap Choice Index. It was launched on Sep 18, 2018. Both EMXF and ESGV 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: EMXF or ESGV.
Key characteristics
| EMXF | ESGV | |
|---|---|---|
| YTD Return | 0.00% | 4.45% |
| 1Y Return | 4.99% | 23.91% |
| 3Y Return (Ann) | -5.11% | 5.74% |
| Sharpe Ratio | 0.30 | 1.85 |
| Daily Std Dev | 15.39% | 12.87% |
| Max Drawdown | -33.13% | -33.66% |
| Current Drawdown | -19.50% | -4.89% |
Correlation
The correlation between EMXF and ESGV is 0.55, 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.
Performance
EMXF vs. ESGV - Performance Comparison
In the year-to-date period, EMXF achieves a 0.00% return, which is significantly lower than ESGV's 4.45% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EMXF vs. ESGV - Expense Ratio Comparison
EMXF has a 0.16% expense ratio, which is higher than ESGV's 0.09% expense ratio. However, 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
EMXF vs. ESGV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI EM ETF (EMXF) and Vanguard ESG U.S. Stock ETF (ESGV). 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.
Dividends
EMXF vs. ESGV - Dividend Comparison
EMXF's dividend yield for the trailing twelve months is around 2.25%, more than ESGV's 1.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
EMXF iShares ESG Advanced MSCI EM ETF | 2.25% | 2.25% | 2.42% | 1.87% | 0.41% | 0.00% | 0.00% |
ESGV Vanguard ESG U.S. Stock ETF | 1.15% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% |
Drawdowns
EMXF vs. ESGV - Drawdown Comparison
The maximum EMXF drawdown since its inception was -33.13%, roughly equal to the maximum ESGV drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for EMXF and ESGV. For additional features, visit the drawdowns tool.
Volatility
EMXF vs. ESGV - Volatility Comparison
iShares ESG Advanced MSCI EM ETF (EMXF) has a higher volatility of 4.53% compared to Vanguard ESG U.S. Stock ETF (ESGV) at 4.30%. This indicates that EMXF's price experiences larger fluctuations and is considered to be riskier than ESGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.