Correlation
The correlation between ERET and ESGV is 0.62, 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.
ERET vs. ESGV
Compare and contrast key facts about Ishares Environmentally Aware Real Estate ETF (ERET) and Vanguard ESG U.S. Stock ETF (ESGV).
ERET and ESGV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ERET is a passively managed fund by iShares that tracks the performance of the FTSE EPRA Nareit Developed Green Target Index. It was launched on Nov 15, 2022. 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 ERET 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: ERET or ESGV.
Performance
ERET vs. ESGV - Performance Comparison
Loading data...
Key characteristics
ERET:
0.74
ESGV:
0.66
ERET:
1.16
ESGV:
0.95
ERET:
1.16
ESGV:
1.13
ERET:
0.73
ESGV:
0.60
ERET:
2.00
ESGV:
2.15
ERET:
6.46%
ESGV:
5.65%
ERET:
17.41%
ESGV:
21.01%
ERET:
-20.30%
ESGV:
-33.66%
ERET:
-5.21%
ESGV:
-4.64%
Returns By Period
In the year-to-date period, ERET achieves a 5.64% return, which is significantly higher than ESGV's -0.44% return.
ERET
5.64%
2.59%
-1.81%
12.74%
N/A
N/A
N/A
ESGV
-0.44%
6.81%
-2.59%
13.84%
14.38%
15.03%
N/A
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ERET vs. ESGV - Expense Ratio Comparison
ERET has a 0.30% expense ratio, which is higher than ESGV's 0.09% expense ratio.
Risk-Adjusted Performance
ERET vs. ESGV — Risk-Adjusted Performance Rank
ERET
ESGV
ERET vs. ESGV - Risk-Adjusted Performance 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.
Loading data...
Dividends
ERET vs. ESGV - Dividend Comparison
ERET's dividend yield for the trailing twelve months is around 4.03%, more than ESGV's 1.10% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|
ERET Ishares Environmentally Aware Real Estate ETF | 4.03% | 4.26% | 3.67% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% |
ESGV Vanguard ESG U.S. Stock ETF | 1.10% | 1.05% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% |
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.
Loading data...
Volatility
ERET vs. ESGV - Volatility Comparison
The current volatility for Ishares Environmentally Aware Real Estate ETF (ERET) is 3.91%, while Vanguard ESG U.S. Stock ETF (ESGV) has a volatility of 5.14%. 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.
Loading data...