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EMXF vs. ESGV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EMXF vs. ESGV

Last updated Aug 4, 2026
Documentation

EMXF (iShares ESG Advanced MSCI EM ETF) and ESGV (Vanguard ESG U.S. Stock ETF) are both exchange-traded funds - EMXF is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Choice ESG Screened 5% Issuer Capped Index, while ESGV is a Large Cap Blend Equities fund tracking the FTSE US All Cap Choice Index. Both are passively managed. Over the past 5 years, EMXF returned 7.31%/yr vs 11.60%/yr for ESGV. Their 0.59 correlation means they have sometimes moved together and sometimes differently. EMXF charges 0.16%/yr vs 0.09%/yr for ESGV.

Performance

EMXF vs. ESGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Advanced MSCI EM ETF (EMXF) and Vanguard ESG U.S. Stock ETF (ESGV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMXF achieves a 20.80% return, which is significantly higher than ESGV's 11.35% return.

EMXF

1D
1.16%
1M
-1.15%
6M
12.33%
YTD
20.80%
1Y
35.33%
3Y*
18.61%
5Y*
7.31%
10Y*
—
ALL TIME*
10.25%

ESGV

1D
1.54%
1M
1.63%
6M
10.18%
YTD
11.35%
1Y
23.16%
3Y*
20.58%
5Y*
11.60%
10Y*
—
ALL TIME*
14.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

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

EMXF

iShares ESG Advanced MSCI EM ETF
$738.61K$566.62K$456.04K

ESGV

Vanguard ESG U.S. Stock ETF
$15.16M$17.99M$25.51M

EMXF vs. ESGV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
EMXF
iShares ESG Advanced MSCI EM ETF		20.80%29.40%8.03%6.63%-18.99%4.45%15.65%
ESGV
Vanguard ESG U.S. Stock ETF		11.35%16.48%24.69%30.79%-24.04%26.55%7.66%

Correlation

The correlation between EMXF and ESGV is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

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

0.77

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

0.66

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.60

Correlation (All Time)
Calculated using the full available price history since Oct 13, 2020

0.59

The correlation between EMXF and ESGV shifts across timeframes, from 0.59 (all time) to 0.77 (1 year), reflecting how their relationship changes across market environments.

EMXF vs. ESGV - Sectors Allocation Comparison

Sectors
EMXF
ESGV

Financial Services

34.8%
11.9%

Technology

32.4%
43.1%

Communication Services

9.3%
11.2%

Consumer Cyclical

6.2%
11.2%

Industrials

6.1%
4.2%

Healthcare

3.9%
10.1%

Consumer Defensive

2.6%
3.7%

Basic Materials

2.5%
2.0%

Real Estate

1.6%
2.6%

Utilities

0.6%
0.1%

Energy

0.0%
0.0%

Financial Services

EMXF
34.8%
ESGV
11.9%

Technology

EMXF
32.4%
ESGV
43.1%

Communication Services

EMXF
9.3%
ESGV
11.2%

Consumer Cyclical

EMXF
6.2%
ESGV
11.2%

Industrials

EMXF
6.1%
ESGV
4.2%

Healthcare

EMXF
3.9%
ESGV
10.1%

Consumer Defensive

EMXF
2.6%
ESGV
3.7%

Basic Materials

EMXF
2.5%
ESGV
2.0%

Real Estate

EMXF
1.6%
ESGV
2.6%

Utilities

EMXF
0.6%
ESGV
0.1%

Energy

EMXF
0.0%
ESGV
0.0%

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 Advanced MSCI EM ETF

Vanguard ESG U.S. Stock ETF

Often compared with EMXF:
EMXF vs. LDEMEMXF vs. EEMEMXF vs. VXUSEMXF vs. ESGEEMXF vs. SPEMEMXF vs. VSGXEMXF vs. AVEM
Often compared with ESGV:
ESGV vs. VTIESGV vs. VOOESGV vs. ESGUESGV vs. SPYESGV vs. VFTAXESGV vs. ESGDESGV vs. VESGX

Return for Risk

EMXF vs. ESGV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
EMXF
EMXF Risk / Return Rank: 7070
Overall Rank
EMXF Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
EMXF Sortino Ratio Rank: 6565
Sortino Ratio Rank
EMXF Omega Ratio Rank: 6969
Omega Ratio Rank
EMXF Calmar Ratio Rank: 7676
Calmar Ratio Rank
EMXF Martin Ratio Rank: 6969
Martin Ratio Rank
ESGV
ESGV Risk / Return Rank: 6464
Overall Rank
ESGV Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ESGV Sortino Ratio Rank: 6666
Sortino Ratio Rank
ESGV Omega Ratio Rank: 6666
Omega Ratio Rank
ESGV Calmar Ratio Rank: 5555
Calmar Ratio Rank
ESGV Martin Ratio Rank: 6565
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.

EMXF vs. ESGV - Risk-Adjusted Trends 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.

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.

EMXFESGVDifference
Sharpe ratioReturn per unit of total volatility
1.65
1.60

+0.05

Sortino ratioReturn per unit of downside risk
2.26
2.23

+0.03

Omega ratioGain probability vs. loss probability

1.30

1.28

+0.02

Calmar ratioReturn relative to maximum drawdown

2.83

2.00

+0.83

Martin ratioReturn relative to average drawdown

8.87

8.08

+0.79

EMXF vs. ESGV - Sharpe Ratio Comparison

The current EMXF Sharpe Ratio is 1.65, which is comparable to the ESGV Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of EMXF and ESGV, 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

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.

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Drawdown Indicators

EMXFESGVDifference

Max Drawdown

Largest peak-to-trough decline

-33.13%

-33.66%

+0.53%

Max Drawdown (1Y)

Largest decline over 1 year

-12.53%

-11.60%

-0.93%

Max Drawdown (3Y)

Largest decline over 3 years

-15.93%

-20.41%

+4.48%

Max Drawdown (5Y)

Largest decline over 5 years

-31.72%

-28.81%

-2.91%

Current Drawdown

Current decline from peak

-6.80%

-0.34%

-6.46%

Average Drawdown

Average peak-to-trough decline

-11.83%

-6.34%

-5.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

2.87%

+1.12%

Volatility

EMXF vs. ESGV - Volatility Comparison

iShares ESG Advanced MSCI EM ETF (EMXF) has a higher volatility of 7.61% compared to Vanguard ESG U.S. Stock ETF (ESGV) at 4.43%. 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.

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Volatility by Period

EMXFESGVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.61%

4.43%

+3.18%

Volatility (6M)

Calculated over the trailing 6-month period

19.61%

11.72%

+7.89%

Volatility (1Y)

Calculated over the trailing 1-year period

21.53%

14.55%

+6.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.64%

18.54%

+4.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.03%

20.52%

+1.51%

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%.

Dividends

EMXF vs. ESGV - Dividend Comparison

EMXF's dividend yield for the trailing twelve months is around 2.75%, more than ESGV's 0.86% yield.

PositionTTM20252024202320222021202020192018
EMXF
iShares ESG Advanced MSCI EM ETF		2.75%3.43%2.92%2.25%2.42%1.87%0.41%0.00%0.00%
ESGV
Vanguard ESG U.S. Stock ETF		0.86%0.91%1.04%1.16%1.42%0.95%1.11%1.27%0.28%

Frequently Asked Questions

EMXF and ESGV have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMXF has higher volatility (7.61%) compared to ESGV (4.43%). In terms of maximum drawdown, EMXF dropped -33.13% vs ESGV's -33.66%.

On 5-year performance, ESGV leads with 11.60% vs 7.31% for EMXF. On fees, ESGV is cheaper at 0.09% per year. On volatility, ESGV has been the lower-risk option at 4.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ESGV has performed better with a 11.60% return vs 7.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ESGV is cheaper with a 0.09% expense ratio, compared with 0.16% for EMXF.

EMXF has the higher dividend yield at 2.75%, compared with 0.86% for ESGV.

EMXF is categorized as Emerging Markets Equities, while ESGV is Large Cap Blend Equities. EMXF tracks MSCI Emerging Markets Choice ESG Screened 5% Issuer Capped Index, while ESGV tracks FTSE US All Cap Choice Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.16% for EMXF and 0.09% for ESGV.

EMXF currently has the higher Sharpe Ratio (1.65 vs 1.60), 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.

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