ESGD vs. ESGU
Compare and contrast key facts about iShares ESG Aware MSCI EAFE ETF (ESGD) and iShares ESG MSCI USA ETF (ESGU).
ESGD and ESGU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESGD is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Extended ESG Focus Index. It was launched on Jun 28, 2016. ESGU is a passively managed fund by iShares that tracks the performance of the MSCI USA ESG Focus Index. It was launched on Dec 1, 2016. Both ESGD and ESGU 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
ESGD vs. ESGU - Performance Comparison
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ESGD vs. ESGU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESGD iShares ESG Aware MSCI EAFE ETF | 0.56% | 29.63% | 3.95% | 18.53% | -15.17% | 11.79% | 8.20% | 23.12% | -13.33% | 25.10% |
ESGU iShares ESG MSCI USA ETF | -4.83% | 16.90% | 24.31% | 25.79% | -20.27% | 26.89% | 22.54% | 31.72% | -4.32% | 21.07% |
Returns By Period
In the year-to-date period, ESGD achieves a 0.56% return, which is significantly higher than ESGU's -4.83% return.
ESGD
- 1D
- 3.29%
- 1M
- -8.25%
- YTD
- 0.56%
- 6M
- 4.79%
- 1Y
- 21.50%
- 3Y*
- 13.70%
- 5Y*
- 7.69%
- 10Y*
- —
ESGU
- 1D
- 2.93%
- 1M
- -4.97%
- YTD
- -4.83%
- 6M
- -2.32%
- 1Y
- 17.24%
- 3Y*
- 17.48%
- 5Y*
- 10.42%
- 10Y*
- —
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ESGD vs. ESGU - Expense Ratio Comparison
ESGD has a 0.20% expense ratio, which is higher than ESGU's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
ESGD vs. ESGU — Risk / Return Rank
ESGD
ESGU
ESGD vs. ESGU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI EAFE ETF (ESGD) and iShares ESG MSCI USA ETF (ESGU). 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.
| ESGD | ESGU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 0.92 | +0.29 |
Sortino ratioReturn per unit of downside risk | 1.75 | 1.42 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.45 | +0.30 |
Martin ratioReturn relative to average drawdown | 6.75 | 6.77 | -0.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESGD | ESGU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 0.92 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.60 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.74 | -0.21 |
Correlation
The correlation between ESGD and ESGU is 0.75, 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
ESGD vs. ESGU - Dividend Comparison
ESGD's dividend yield for the trailing twelve months is around 3.58%, more than ESGU's 1.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
ESGD iShares ESG Aware MSCI EAFE ETF | 3.58% | 3.60% | 3.23% | 3.02% | 2.59% | 2.75% | 1.63% | 2.57% | 2.69% | 2.65% | 0.09% |
ESGU iShares ESG MSCI USA ETF | 1.07% | 0.99% | 1.18% | 1.43% | 1.58% | 1.06% | 1.27% | 1.32% | 1.73% | 1.82% | 0.00% |
Drawdowns
ESGD vs. ESGU - Drawdown Comparison
The maximum ESGD drawdown since its inception was -33.70%, roughly equal to the maximum ESGU drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for ESGD and ESGU.
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Drawdown Indicators
| ESGD | ESGU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.70% | -33.87% | +0.17% |
Max Drawdown (1Y)Largest decline over 1 year | -11.68% | -12.35% | +0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -30.03% | -26.15% | -3.88% |
Current DrawdownCurrent decline from peak | -8.42% | -6.59% | -1.83% |
Average DrawdownAverage peak-to-trough decline | -6.25% | -4.96% | -1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.65% | +0.38% |
Volatility
ESGD vs. ESGU - Volatility Comparison
iShares ESG Aware MSCI EAFE ETF (ESGD) has a higher volatility of 7.99% compared to iShares ESG MSCI USA ETF (ESGU) at 5.42%. This indicates that ESGD's price experiences larger fluctuations and is considered to be riskier than ESGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGD | ESGU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.99% | 5.42% | +2.57% |
Volatility (6M)Calculated over the trailing 6-month period | 11.29% | 9.77% | +1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.75% | 18.75% | -1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.45% | 17.33% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 18.70% | -1.76% |