ESG vs. MEME

Last updated Jun 4, 2026

ESG (FlexShares STOXX US ESG Select Index Fund) and MEME (Roundhill Meme Stock ETF) are both Large Cap Growth Equities funds. ESG is passively managed, while MEME is actively managed. A 0.56 correlation means they provide meaningful diversification when combined. ESG charges 0.32%/yr vs 0.69%/yr for MEME.

Performance

ESG vs. MEME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares STOXX US ESG Select Index Fund (ESG) and Roundhill Meme Stock ETF (MEME). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ESG achieves a 12.20% return, which is significantly lower than MEME's 79.03% return.

ESG

• 1D: -0.45%
• 1M: 7.28%
• YTD: 12.20%
• 6M: 13.15%
• 1Y: 25.90%
• 3Y*: 20.72%
• 5Y*: 12.73%
• 10Y*: —

MEME

• 1D: -5.29%
• 1M: 25.28%
• YTD: 79.03%
• 6M: 68.18%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ESG vs. MEME - Yearly Performance Comparison

	2026 (YTD)	2025
ESG FlexShares STOXX US ESG Select Index Fund	12.20%	2.18%
MEME Roundhill Meme Stock ETF	79.03%	-36.83%

Correlation

The correlation between ESG and MEME is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 9, 2025	0.56

ESG vs. MEME - Sectors Allocation Comparison

Sectors	ESG	MEME
Technology	36.7%	58.8%
Financial Services	16.9%	5.7%
Healthcare	11.2%	5.4%
Consumer Cyclical	10.0%	-
Consumer Defensive	9.2%	-
Industrials	4.5%	29.9%
Energy	3.1%	4.8%
Basic Materials	3.0%	4.6%
Real Estate	2.7%	-
Communication Services	1.0%	5.5%
Utilities	0.7%	10.7%

Return for Risk

ESG vs. MEME — Risk / Return Rank

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

ESG

ESG Risk / Return Rank: 67
ESG Sharpe Ratio Rank: 70
ESG Sortino Ratio Rank: 70
ESG Omega Ratio Rank: 67
ESG Calmar Ratio Rank: 60
ESG Martin Ratio Rank: 70

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ESG vs. MEME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX US ESG Select Index Fund (ESG) and Roundhill Meme Stock ETF (MEME). 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.

	ESG	MEME	Difference
Sharpe ratio: Return per unit of total volatility	2.33	—	—
Sortino ratio: Return per unit of downside risk	3.23	—	—
Omega ratio: Gain probability vs. loss probability	1.41	—	—
Calmar ratio: Return relative to maximum drawdown	3.00	—	—
Martin ratio: Return relative to average drawdown	13.02	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	ESG	MEME	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.33	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	0.28	+0.54

Drawdowns

ESG vs. MEME - Drawdown Comparison

The maximum ESG drawdown since its inception was -32.53%, smaller than the maximum MEME drawdown of -48.78%. Use the drawdown chart below to compare losses from any high point for ESG and MEME.

Drawdown Indicators

	ESG	MEME	Difference
Max Drawdown Largest peak-to-trough decline	-32.53%	-48.78%	+16.25%
Max Drawdown (1Y) Largest decline over 1 year	-8.68%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-18.32%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-26.04%	—	—
Current Drawdown Current decline from peak	-0.45%	-5.93%	+5.48%
Average Drawdown Average peak-to-trough decline	-5.07%	-29.90%	+24.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.99%	—	—

Volatility

Volatility by Period

	ESG	MEME	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.94%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.46%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.16%	74.19%	-63.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.73%	74.19%	-57.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.36%	74.19%	-55.83%

ESG vs. MEME - Expense Ratio Comparison

ESG has a 0.32% expense ratio, which is lower than MEME's 0.69% expense ratio.

Dividends

ESG vs. MEME - Dividend Comparison

ESG's dividend yield for the trailing twelve months is around 0.87%, while MEME has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
MEME Roundhill Meme Stock ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ESG and MEME in my portfolio?

ESG and MEME have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ESG or MEME?

On fees, ESG is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ESG or MEME?

ESG is cheaper with a 0.32% expense ratio, compared with 0.69% for MEME.

Which ETF pays a higher dividend yield, ESG or MEME?

ESG has the higher dividend yield at 0.87%, compared with 0.00% for MEME.

What is the main difference between ESG and MEME?

They also come from different issuers: Northern Trust and Roundhill. Their fees differ too: 0.32% for ESG and 0.69% for MEME.