ESG vs. SIXA
ESG (FlexShares STOXX US ESG Select Index Fund) and SIXA (6 Meridian Mega Cap Equity ETF) are both Large Cap Blend Equities funds. ESG is passively managed, while SIXA is actively managed. Over the past 5 years, ESG returned 11.70%/yr vs 12.48%/yr for SIXA. Their correlation of 0.83 means they have usually moved in the same direction. ESG charges 0.32%/yr vs 0.86%/yr for SIXA.
Performance
ESG vs. SIXA - Performance Comparison
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Returns By Period
In the year-to-date period, ESG achieves a 11.91% return, which is significantly lower than SIXA's 13.99% 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%
SIXA
- 1D
- 0.07%
- 1M
- 0.55%
- 6M
- 8.64%
- YTD
- 13.99%
- 1Y
- 19.23%
- 3Y*
- 19.10%
- 5Y*
- 12.48%
- 10Y*
- —
- ALL TIME*
- 15.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $141.70K | $104.98K | $155.55K | |
| $1.54M | $1.13M | $653.60K |
ESG vs. SIXA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESG FlexShares STOXX US ESG Select Index Fund | 11.91% | 16.04% | 20.22% | 27.86% | -19.89% | 28.48% | 30.84% |
SIXA 6 Meridian Mega Cap Equity ETF | 13.99% | 15.52% | 22.70% | 11.98% | -5.72% | 23.87% | 19.04% |
Correlation
The correlation between ESG and SIXA is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.63 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (All Time) Calculated using the full available price history since May 11, 2020 | 0.83 |
Over the past year, the correlation between ESG and SIXA has dropped to 0.63 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
ESG vs. SIXA - Sectors Allocation Comparison
Sectors
ESG
SIXA
Technology
Financial Services
Healthcare
Consumer Defensive
Consumer Cyclical
Industrials
Energy
Basic Materials
-
Real Estate
Communication Services
Utilities
Technology
ESG
SIXA
Financial Services
ESG
SIXA
Healthcare
ESG
SIXA
Consumer Defensive
ESG
SIXA
Consumer Cyclical
ESG
SIXA
Industrials
ESG
SIXA
Energy
ESG
SIXA
Basic Materials
ESG
SIXA
-
Real Estate
ESG
SIXA
Communication Services
ESG
SIXA
Utilities
ESG
SIXA
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Return for Risk
ESG vs. SIXA — Risk / Return Rank
ESG
SIXA
ESG vs. SIXA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX US ESG Select Index Fund (ESG) and 6 Meridian Mega Cap Equity ETF (SIXA). 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 | SIXA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.36 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 3.36 | -1.00 |
| Martin ratioReturn relative to average drawdown | 9.79 | 12.79 | -3.00 |
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Drawdowns
ESG vs. SIXA - Drawdown Comparison
The maximum ESG drawdown since its inception was -32.53%, which is greater than SIXA's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for ESG and SIXA.
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Drawdown Indicators
| ESG | SIXA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.53% | -18.38% | -14.15% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -5.59% | -3.09% |
Max Drawdown (3Y)Largest decline over 3 years | -18.32% | -11.22% | -7.10% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -18.38% | -7.66% |
Max Drawdown (10Y)Largest decline over 10 years | -32.53% | — | — |
Current DrawdownCurrent decline from peak | -0.71% | -1.72% | +1.01% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -2.93% | -2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.09% | 1.47% | +0.62% |
Volatility
ESG vs. SIXA - Volatility Comparison
FlexShares STOXX US ESG Select Index Fund (ESG) has a higher volatility of 3.30% compared to 6 Meridian Mega Cap Equity ETF (SIXA) at 2.77%. This indicates that ESG's price experiences larger fluctuations and is considered to be riskier than SIXA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESG | SIXA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.30% | 2.77% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.35% | 7.06% | +2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.82% | 9.05% | +2.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.79% | 12.77% | +4.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 13.26% | +5.07% |
ESG vs. SIXA - Expense Ratio Comparison
ESG has a 0.32% expense ratio, which is lower than SIXA's 0.86% expense ratio.
Dividends
ESG vs. SIXA - Dividend Comparison
ESG's dividend yield for the trailing twelve months is around 0.87%, less than SIXA's 1.99% yield.
| 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% |
SIXA 6 Meridian Mega Cap Equity ETF | 1.99% | 2.31% | 1.62% | 2.12% | 2.23% | 1.63% | 1.13% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ESG and SIXA have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ESG has higher volatility (3.30%) compared to SIXA (2.77%). In terms of maximum drawdown, ESG dropped -32.53% vs SIXA's -18.38%.
On 5-year performance, SIXA leads with 12.48% vs 11.70% for ESG. On fees, ESG is cheaper at 0.32% per year. On volatility, SIXA has been the lower-risk option at 2.77%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SIXA has performed better with a 12.48% return vs 11.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ESG is cheaper with a 0.32% expense ratio, compared with 0.86% for SIXA.
SIXA has the higher dividend yield at 1.99%, compared with 0.87% for ESG.
They also come from different issuers: Northern Trust and Exchange Traded Concepts. Their fees differ too: 0.32% for ESG and 0.86% for SIXA.
SIXA currently has the higher Sharpe Ratio (2.08 vs 1.74), 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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