ERET vs. ESGV
ERET (Ishares Environmentally Aware Real Estate ETF) and ESGV (Vanguard ESG U.S. Stock ETF) are both exchange-traded funds - ERET is a REIT fund tracking the FTSE EPRA Nareit Developed Green Target 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 3 years, ERET returned 10.63%/yr vs 21.19%/yr for ESGV. A 0.54 correlation means they provide meaningful diversification when combined. ERET charges 0.30%/yr vs 0.09%/yr for ESGV.
Performance
ERET vs. ESGV - Performance Comparison
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Returns By Period
In the year-to-date period, ERET achieves a 7.74% return, which is significantly lower than ESGV's 9.39% return.
ERET
- 1D
- 0.60%
- 1M
- -0.63%
- YTD
- 7.74%
- 6M
- 8.34%
- 1Y
- 11.12%
- 3Y*
- 10.63%
- 5Y*
- —
- 10Y*
- —
ESGV
- 1D
- -0.51%
- 1M
- 0.39%
- YTD
- 9.39%
- 6M
- 8.78%
- 1Y
- 26.60%
- 3Y*
- 21.19%
- 5Y*
- 12.10%
- 10Y*
- —
ERET vs. ESGV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ERET Ishares Environmentally Aware Real Estate ETF | 7.74% | 10.26% | 0.60% | 10.25% | 0.29% |
ESGV Vanguard ESG U.S. Stock ETF | 9.39% | 16.48% | 24.69% | 30.79% | -3.50% |
Correlation
The correlation between ERET and ESGV is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2022 | 0.54 |
Over the past year, the correlation between ERET and ESGV has dropped to 0.34 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.
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Return for Risk
ERET vs. ESGV — Risk / Return Rank
ERET
ESGV
ERET vs. ESGV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Environmentally Aware Real Estate ETF (ERET) 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.
| ERET | ESGV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.34 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.07 | 2.30 | -1.24 |
| Martin ratioReturn relative to average drawdown | 3.92 | 9.65 | -5.72 |
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Drawdowns
ERET vs. ESGV - Drawdown Comparison
The maximum ERET drawdown since its inception was -20.30%, smaller than the maximum ESGV drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for ERET and ESGV.
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Drawdown Indicators
| ERET | ESGV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.30% | -33.66% | +13.36% |
Max Drawdown (1Y)Largest decline over 1 year | -10.47% | -11.60% | +1.13% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -20.41% | +2.80% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.81% | — |
Current DrawdownCurrent decline from peak | -2.92% | -2.09% | -0.83% |
Average DrawdownAverage peak-to-trough decline | -5.78% | -6.40% | +0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.76% | +0.08% |
Volatility
ERET vs. ESGV - Volatility Comparison
The current volatility for Ishares Environmentally Aware Real Estate ETF (ERET) is 4.12%, while Vanguard ESG U.S. Stock ETF (ESGV) has a volatility of 5.40%. This indicates that ERET experiences smaller price fluctuations and is considered to be less risky 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
| ERET | ESGV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 5.40% | -1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 11.18% | -1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.35% | 14.08% | -1.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.76% | 18.47% | -2.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 20.60% | -4.84% |
ERET vs. ESGV - Expense Ratio Comparison
ERET has a 0.30% expense ratio, which is higher than ESGV's 0.09% expense ratio.
Dividends
ERET vs. ESGV - Dividend Comparison
ERET's dividend yield for the trailing twelve months is around 3.38%, more than ESGV's 0.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
ERET Ishares Environmentally Aware Real Estate ETF | 3.38% | 3.79% | 4.26% | 3.67% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% |
ESGV Vanguard ESG U.S. Stock ETF | 0.87% | 0.91% | 1.04% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% |
Frequently Asked Questions
ERET and ESGV have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ESGV has higher volatility (5.40%) compared to ERET (4.12%). In terms of maximum drawdown, ERET dropped -20.30% vs ESGV's -33.66%.
On 3-year performance, ESGV leads with 21.19% vs 10.63% for ERET. On fees, ESGV is cheaper at 0.09% per year. On volatility, ERET has been the lower-risk option at 4.12%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, ESGV has performed better with a 21.19% return vs 10.63%. 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 0.30% for ERET.
ERET has the higher dividend yield at 3.38%, compared with 0.87% for ESGV.
ERET is categorized as REIT, while ESGV is Large Cap Blend Equities. ERET tracks FTSE EPRA Nareit Developed Green Target Index, while ESGV tracks FTSE US All Cap Choice Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.30% for ERET and 0.09% for ESGV.
ESGV currently has the higher Sharpe Ratio (1.90 vs 0.91), 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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