ESG vs. USSG
Compare and contrast key facts about FlexShares STOXX US ESG Select Index Fund (ESG) and Xtrackers MSCI USA ESG Leaders Equity ETF (USSG).
ESG and USSG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESG is a passively managed fund by Northern Trust that tracks the performance of the STOXX USA ESG Select KPIs Index. It was launched on Jul 13, 2016. USSG is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI USA ESG Leaders. It was launched on Mar 7, 2019. Both ESG and USSG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ESG vs. USSG - Performance Comparison
Loading graphics...
ESG vs. USSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ESG FlexShares STOXX US ESG Select Index Fund | -3.27% | 16.04% | 20.22% | 27.86% | -19.89% | 28.48% | 20.75% | 20.18% |
USSG Xtrackers MSCI USA ESG Leaders Equity ETF | -5.05% | 18.97% | 23.45% | 29.17% | -20.33% | 31.83% | 18.71% | 19.24% |
Returns By Period
In the year-to-date period, ESG achieves a -3.27% return, which is significantly higher than USSG's -5.05% return.
ESG
- 1D
- 0.70%
- 1M
- -4.11%
- YTD
- -3.27%
- 6M
- -0.67%
- 1Y
- 14.50%
- 3Y*
- 16.75%
- 5Y*
- 10.49%
- 10Y*
- —
USSG
- 1D
- 0.85%
- 1M
- -4.93%
- YTD
- -5.05%
- 6M
- -1.95%
- 1Y
- 20.50%
- 3Y*
- 18.52%
- 5Y*
- 11.78%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ESG vs. USSG - Expense Ratio Comparison
ESG has a 0.32% expense ratio, which is higher than USSG's 0.10% expense ratio.
Return for Risk
ESG vs. USSG — Risk / Return Rank
ESG
USSG
ESG vs. USSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX US ESG Select Index Fund (ESG) and Xtrackers MSCI USA ESG Leaders Equity ETF (USSG). 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 | USSG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.10 | -0.27 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.68 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.24 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.84 | -0.63 |
Martin ratioReturn relative to average drawdown | 5.64 | 7.18 | -1.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ESG | USSG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.10 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.67 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.74 | 0.00 |
Correlation
The correlation between ESG and USSG is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ESG vs. USSG - Dividend Comparison
ESG's dividend yield for the trailing twelve months is around 1.01%, less than USSG's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
ESG FlexShares STOXX US ESG Select Index Fund | 1.01% | 0.96% | 1.18% | 1.10% | 1.38% | 1.03% | 1.33% | 1.51% | 1.72% | 1.52% | 0.92% |
USSG Xtrackers MSCI USA ESG Leaders Equity ETF | 1.09% | 1.02% | 1.13% | 1.60% | 1.52% | 1.13% | 1.42% | 1.21% | 0.00% | 0.00% | 0.00% |
Drawdowns
ESG vs. USSG - Drawdown Comparison
The maximum ESG drawdown since its inception was -32.53%, roughly equal to the maximum USSG drawdown of -34.10%. Use the drawdown chart below to compare losses from any high point for ESG and USSG.
Loading graphics...
Drawdown Indicators
| ESG | USSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.53% | -34.10% | +1.57% |
Max Drawdown (1Y)Largest decline over 1 year | -12.29% | -11.33% | -0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -27.00% | +0.96% |
Current DrawdownCurrent decline from peak | -5.84% | -7.72% | +1.88% |
Average DrawdownAverage peak-to-trough decline | -5.14% | -5.70% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 2.90% | -0.26% |
Volatility
ESG vs. USSG - Volatility Comparison
The current volatility for FlexShares STOXX US ESG Select Index Fund (ESG) is 4.78%, while Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) has a volatility of 5.66%. This indicates that ESG experiences smaller price fluctuations and is considered to be less risky than USSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ESG | USSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.78% | 5.66% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 8.70% | 10.24% | -1.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.44% | 18.67% | -1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.75% | 17.54% | -0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.46% | 20.29% | -1.83% |