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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESGD or ESGU.
Performance
ESGD vs. ESGU - Performance Comparison
Returns By Period
In the year-to-date period, ESGD achieves a 4.68% return, which is significantly lower than ESGU's 25.05% return.
ESGD
4.68%
-4.50%
-2.45%
11.33%
5.72%
N/A
ESGU
25.05%
1.48%
12.34%
32.12%
15.26%
N/A
Key characteristics
| ESGD | ESGU | |
|---|---|---|
| Sharpe Ratio | 0.84 | 2.56 |
| Sortino Ratio | 1.23 | 3.44 |
| Omega Ratio | 1.15 | 1.47 |
| Calmar Ratio | 1.26 | 3.72 |
| Martin Ratio | 3.84 | 16.67 |
| Ulcer Index | 2.84% | 1.91% |
| Daily Std Dev | 12.92% | 12.43% |
| Max Drawdown | -33.70% | -33.87% |
| Current Drawdown | -8.52% | -1.46% |
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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%.
Correlation
The correlation between ESGD and ESGU is 0.76, 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.
Risk-Adjusted Performance
ESGD vs. ESGU - Risk-Adjusted Performance 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.
Dividends
ESGD vs. ESGU - Dividend Comparison
ESGD's dividend yield for the trailing twelve months is around 3.06%, more than ESGU's 1.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
ESGD iShares ESG Aware MSCI EAFE ETF | 3.06% | 3.02% | 2.59% | 2.75% | 1.63% | 2.57% | 2.69% | 2.65% | 0.09% |
ESGU iShares ESG MSCI USA ETF | 1.12% | 1.43% | 1.58% | 1.06% | 1.27% | 1.32% | 1.81% | 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. For additional features, visit the drawdowns tool.
Volatility
ESGD vs. ESGU - Volatility Comparison
The current volatility for iShares ESG Aware MSCI EAFE ETF (ESGD) is 3.94%, while iShares ESG MSCI USA ETF (ESGU) has a volatility of 4.20%. This indicates that ESGD experiences smaller price fluctuations and is considered to be less risky than ESGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.