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ESGA vs. GGRO.TO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ESGA and GGRO.TO is 0.79, 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.

ESGA vs. GGRO.TO

Last updated Jun 1, 2025

Compare and contrast key facts about American Century Sustainable Equity ETF (ESGA) and iShares ESG Growth ETF Portfolio (GGRO.TO).

ESGA and GGRO.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESGA is an actively managed fund by American Century Investments. It was launched on Jul 13, 2020. GGRO.TO is an actively managed fund by iShares. It was launched on Sep 2, 2020.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESGA or GGRO.TO.

Performance

ESGA vs. GGRO.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Sustainable Equity ETF (ESGA) and iShares ESG Growth ETF Portfolio (GGRO.TO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ESGA:

0.37

GGRO.TO:

1.08

Sortino Ratio

ESGA:

0.55

GGRO.TO:

1.49

Omega Ratio

ESGA:

1.08

GGRO.TO:

1.21

Calmar Ratio

ESGA:

0.28

GGRO.TO:

1.01

Martin Ratio

ESGA:

0.97

GGRO.TO:

3.76

Ulcer Index

ESGA:

5.85%

GGRO.TO:

3.68%

Daily Std Dev

ESGA:

19.94%

GGRO.TO:

13.04%

Max Drawdown

ESGA:

-26.17%

GGRO.TO:

-22.14%

Current Drawdown

ESGA:

-5.63%

GGRO.TO:

-1.79%

Returns By Period

In the year-to-date period, ESGA achieves a -1.87% return, which is significantly lower than GGRO.TO's 3.20% return.

ESGA

YTD

-1.87%

1M

5.79%

6M

-4.47%

1Y

6.56%

3Y*

12.32%

5Y*

N/A

10Y*

N/A

GGRO.TO

YTD

3.20%

1M

4.75%

6M

0.17%

1Y

14.05%

3Y*

13.67%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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American Century Sustainable Equity ETF

iShares ESG Growth ETF Portfolio

ESGA vs. GGRO.TO - Expense Ratio Comparison

ESGA has a 0.39% expense ratio, which is higher than GGRO.TO's 0.25% expense ratio.

ESGA
American Century Sustainable Equity ETF
GGRO.TO
iShares ESG Growth ETF Portfolio
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ESGA vs. GGRO.TO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ESGA
The Risk-Adjusted Performance Rank of ESGA is 3232
Overall Rank
The Sharpe Ratio Rank of ESGA is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of ESGA is 3030
Sortino Ratio Rank
The Omega Ratio Rank of ESGA is 3131
Omega Ratio Rank
The Calmar Ratio Rank of ESGA is 3333
Calmar Ratio Rank
The Martin Ratio Rank of ESGA is 3232
Martin Ratio Rank
GGRO.TO
The Risk-Adjusted Performance Rank of GGRO.TO is 7979
Overall Rank
The Sharpe Ratio Rank of GGRO.TO is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of GGRO.TO is 7979
Sortino Ratio Rank
The Omega Ratio Rank of GGRO.TO is 7979
Omega Ratio Rank
The Calmar Ratio Rank of GGRO.TO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of GGRO.TO is 7777
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.

ESGA vs. GGRO.TO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Sustainable Equity ETF (ESGA) and iShares ESG Growth ETF Portfolio (GGRO.TO). 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.

The current ESGA Sharpe Ratio is 0.37, which is lower than the GGRO.TO Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of ESGA and GGRO.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ESGA vs. GGRO.TO - Dividend Comparison

ESGA's dividend yield for the trailing twelve months is around 0.86%, less than GGRO.TO's 1.62% yield.

TTM20242023202220212020
ESGA
American Century Sustainable Equity ETF		0.86%0.89%1.09%1.44%0.72%0.59%
GGRO.TO
iShares ESG Growth ETF Portfolio		1.62%1.63%1.89%1.69%1.43%0.83%

Drawdowns

ESGA vs. GGRO.TO - Drawdown Comparison

The maximum ESGA drawdown since its inception was -26.17%, which is greater than GGRO.TO's maximum drawdown of -22.14%. Use the drawdown chart below to compare losses from any high point for ESGA and GGRO.TO.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ESGA vs. GGRO.TO - Volatility Comparison

American Century Sustainable Equity ETF (ESGA) has a higher volatility of 4.92% compared to iShares ESG Growth ETF Portfolio (GGRO.TO) at 3.05%. This indicates that ESGA's price experiences larger fluctuations and is considered to be riskier than GGRO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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