ESG vs. HTGC
ESG (FlexShares STOXX US ESG Select Index Fund) is Large Cap Blend Equities fund tracking the STOXX USA ESG Select KPIs Index, while HTGC (Hercules Capital, Inc.) is a stock. Over the past 10 years, ESG returned 14.84%/yr vs 13.55%/yr for HTGC. Their 0.43 correlation means their historical movements had little consistent relationship.
Performance
ESG vs. HTGC - Performance Comparison
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Returns By Period
In the year-to-date period, ESG achieves a 11.91% return, which is significantly higher than HTGC's -5.31% return. Over the past 10 years, ESG has outperformed HTGC with an annualized return of 14.84%, while HTGC has yielded a comparatively lower 13.55% annualized return.
ESG
- 1D
- 0.20%
- 1M
- 0.58%
- 6M
- 9.98%
- YTD
- 11.91%
- 1Y
- 22.28%
- 3Y*
- 17.88%
- 5Y*
- 11.70%
- 10Y*
- 14.84%
- ALL TIME*
- 14.86%
HTGC
- 1D
- 3.01%
- 1M
- 5.45%
- 6M
- -3.83%
- YTD
- -5.31%
- 1Y
- -2.08%
- 3Y*
- 10.85%
- 5Y*
- 11.05%
- 10Y*
- 13.55%
- ALL TIME*
- 11.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $141.70K | $104.98K | $155.55K | |
| $24.38M | $23.62M | $24.96M |
ESG vs. HTGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESG FlexShares STOXX US ESG Select Index Fund | 11.91% | 16.04% | 20.22% | 27.86% | -19.89% | 28.48% | 20.75% | 31.74% | -5.17% | 22.78% |
HTGC Hercules Capital, Inc. | -5.31% | 3.54% | 33.33% | 42.91% | -10.42% | 26.50% | 14.49% | 39.86% | -6.86% | 1.86% |
Correlation
The correlation between ESG and HTGC is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.49 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2016 | 0.43 |
The correlation between ESG and HTGC shifts across timeframes, from 0.34 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ESG vs. HTGC — Risk / Return Rank
ESG
HTGC
ESG vs. HTGC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX US ESG Select Index Fund (ESG) and Hercules Capital, Inc. (HTGC). 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.
| ESG | HTGC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.74 | ||
| Sortino ratioReturn per unit of downside risk | +2.26 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.02 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | -0.00 | +2.36 |
| Martin ratioReturn relative to average drawdown | 9.79 | -0.00 | +9.79 |
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Drawdowns
ESG vs. HTGC - Drawdown Comparison
The maximum ESG drawdown since its inception was -32.53%, smaller than the maximum HTGC drawdown of -68.21%. Use the drawdown chart below to compare losses from any high point for ESG and HTGC.
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Drawdown Indicators
| ESG | HTGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.53% | -68.21% | +35.68% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -24.74% | +16.06% |
Max Drawdown (3Y)Largest decline over 3 years | -18.32% | -27.97% | +9.65% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -36.11% | +10.07% |
Max Drawdown (10Y)Largest decline over 10 years | -32.53% | -57.54% | +25.01% |
Current DrawdownCurrent decline from peak | -0.71% | -10.47% | +9.76% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -10.89% | +5.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.09% | 11.73% | -9.64% |
Volatility
ESG vs. HTGC - Volatility Comparison
The current volatility for FlexShares STOXX US ESG Select Index Fund (ESG) is 3.30%, while Hercules Capital, Inc. (HTGC) has a volatility of 6.80%. This indicates that ESG experiences smaller price fluctuations and is considered to be less risky than HTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESG | HTGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 6.80% | -3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 20.91% | -11.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.82% | 24.11% | -12.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.79% | 25.93% | -9.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 27.91% | -9.58% |
Dividends
ESG vs. HTGC - Dividend Comparison
ESG's dividend yield for the trailing twelve months is around 0.87%, less than HTGC's 13.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESG FlexShares STOXX US ESG Select Index Fund | 0.87% | 0.96% | 1.18% | 1.10% | 1.38% | 1.03% | 1.33% | 1.51% | 1.72% | 1.52% | 0.92% | 0.00% |
HTGC Hercules Capital, Inc. | 13.40% | 9.99% | 9.56% | 11.40% | 13.77% | 9.76% | 9.02% | 9.49% | 11.40% | 9.45% | 8.79% | 10.17% |
Frequently Asked Questions
ESG and HTGC 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.
HTGC has higher volatility (6.80%) compared to ESG (3.30%). In terms of maximum drawdown, ESG dropped -32.53% vs HTGC's -68.21%.
ESG currently has the higher Sharpe Ratio (1.74 vs -0.00), 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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