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.
Performance
EMXF vs. ESGV - Performance Comparison
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EMXF vs. ESGV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EMXF iShares ESG Advanced MSCI EM ETF | 2.81% | 29.40% | 8.03% | 6.63% | -18.99% | 4.45% | 15.32% |
ESGV Vanguard ESG U.S. Stock ETF | -6.94% | 16.48% | 24.69% | 30.79% | -24.04% | 26.55% | 8.07% |
Returns By Period
In the year-to-date period, EMXF achieves a 2.81% return, which is significantly higher than ESGV's -6.94% return.
EMXF
- 1D
- 3.35%
- 1M
- -8.16%
- YTD
- 2.81%
- 6M
- 8.14%
- 1Y
- 29.67%
- 3Y*
- 14.20%
- 5Y*
- 4.25%
- 10Y*
- —
ESGV
- 1D
- 3.40%
- 1M
- -5.45%
- YTD
- -6.94%
- 6M
- -4.73%
- 1Y
- 15.76%
- 3Y*
- 17.42%
- 5Y*
- 9.75%
- 10Y*
- —
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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%.
Return for Risk
EMXF vs. ESGV — Risk / Return Rank
EMXF
ESGV
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.
| EMXF | ESGV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.61 | 0.81 | +0.79 |
Sortino ratioReturn per unit of downside risk | 2.19 | 1.29 | +0.90 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.19 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.38 | 1.33 | +1.05 |
Martin ratioReturn relative to average drawdown | 9.33 | 5.29 | +4.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EMXF | ESGV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 0.81 | +0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.54 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.61 | -0.25 |
Correlation
The correlation between EMXF and ESGV is 0.58, 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.
Dividends
EMXF vs. ESGV - Dividend Comparison
EMXF's dividend yield for the trailing twelve months is around 3.34%, more than ESGV's 1.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EMXF iShares ESG Advanced MSCI EM ETF | 3.34% | 3.43% | 2.92% | 2.25% | 2.42% | 1.87% | 0.41% | 0.00% | 0.00% |
ESGV Vanguard ESG U.S. Stock ETF | 1.01% | 0.91% | 1.04% | 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.
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Drawdown Indicators
| EMXF | ESGV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.13% | -33.66% | +0.53% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -12.28% | -0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -32.89% | -28.81% | -4.08% |
Current DrawdownCurrent decline from peak | -9.60% | -8.60% | -1.00% |
Average DrawdownAverage peak-to-trough decline | -12.34% | -6.55% | -5.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 3.08% | +0.11% |
Volatility
EMXF vs. ESGV - Volatility Comparison
iShares ESG Advanced MSCI EM ETF (EMXF) has a higher volatility of 9.71% compared to Vanguard ESG U.S. Stock ETF (ESGV) at 6.09%. 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
| EMXF | ESGV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.71% | 6.09% | +3.62% |
Volatility (6M)Calculated over the trailing 6-month period | 13.59% | 10.58% | +3.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.56% | 19.47% | -0.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.82% | 18.33% | +3.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.61% | 20.72% | +0.89% |