PortfoliosLab logo
ESEB vs. BGRN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ESEB and BGRN is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

ESEB vs. BGRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF (ESEB) and iShares Global Green Bond ETF (BGRN). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Returns By Period


ESEB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BGRN

YTD

2.09%

1M

0.64%

6M

2.00%

1Y

5.27%

5Y*

-0.08%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ESEB vs. BGRN - Expense Ratio Comparison

ESEB has a 0.35% expense ratio, which is higher than BGRN's 0.20% expense ratio.


Risk-Adjusted Performance

ESEB vs. BGRN — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESEB
The Risk-Adjusted Performance Rank of ESEB is 5050
Overall Rank
The Sharpe Ratio Rank of ESEB is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of ESEB is 5656
Sortino Ratio Rank
The Omega Ratio Rank of ESEB is 5555
Omega Ratio Rank
The Calmar Ratio Rank of ESEB is 3636
Calmar Ratio Rank
The Martin Ratio Rank of ESEB is 5050
Martin Ratio Rank

BGRN
The Risk-Adjusted Performance Rank of BGRN is 7777
Overall Rank
The Sharpe Ratio Rank of BGRN is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of BGRN is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BGRN is 8282
Omega Ratio Rank
The Calmar Ratio Rank of BGRN is 5252
Calmar Ratio Rank
The Martin Ratio Rank of BGRN is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ESEB vs. BGRN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF (ESEB) and iShares Global Green Bond ETF (BGRN). 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

ESEB vs. BGRN - Dividend Comparison

ESEB has not paid dividends to shareholders, while BGRN's dividend yield for the trailing twelve months is around 4.20%.


TTM2024202320222021202020192018201720162015
ESEB
Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF
0.00%0.85%6.07%5.06%4.00%3.53%4.46%4.62%4.53%4.99%4.59%
BGRN
iShares Global Green Bond ETF
4.20%4.07%3.52%2.66%0.78%1.82%3.66%0.21%0.00%0.00%0.00%

Drawdowns

ESEB vs. BGRN - Drawdown Comparison


Loading data...

Volatility

ESEB vs. BGRN - Volatility Comparison


Loading data...