ESGD vs. ESGV
Compare and contrast key facts about iShares ESG Aware MSCI EAFE ETF (ESGD) and Vanguard ESG U.S. Stock ETF (ESGV).
ESGD and ESGV 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. ESGV is a passively managed fund by Vanguard that tracks the performance of the FTSE US All Cap Choice Index. It was launched on Sep 18, 2018. Both ESGD and ESGV 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 ESGV.
Key characteristics
| ESGD | ESGV | |
|---|---|---|
| YTD Return | 7.27% | 19.79% |
| 1Y Return | 17.77% | 33.78% |
| 3Y Return (Ann) | 1.86% | 6.20% |
| 5Y Return (Ann) | 6.12% | 14.92% |
| Sharpe Ratio | 1.48 | 2.65 |
| Sortino Ratio | 2.11 | 3.50 |
| Omega Ratio | 1.26 | 1.48 |
| Calmar Ratio | 1.64 | 3.05 |
| Martin Ratio | 8.18 | 16.06 |
| Ulcer Index | 2.32% | 2.21% |
| Daily Std Dev | 12.81% | 13.35% |
| Max Drawdown | -33.70% | -33.66% |
| Current Drawdown | -6.26% | -2.43% |
Correlation
The correlation between ESGD and ESGV is 0.80, 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.
Performance
ESGD vs. ESGV - Performance Comparison
In the year-to-date period, ESGD achieves a 7.27% return, which is significantly lower than ESGV's 19.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ESGD vs. ESGV - Expense Ratio Comparison
ESGD has a 0.20% expense ratio, which is higher than ESGV's 0.09% 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%.
Risk-Adjusted Performance
ESGD vs. ESGV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI EAFE ETF (ESGD) and Vanguard ESG U.S. Stock ETF (ESGV). 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. ESGV - Dividend Comparison
ESGD's dividend yield for the trailing twelve months is around 2.98%, more than ESGV's 1.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
ESGD iShares ESG Aware MSCI EAFE ETF | 2.98% | 3.02% | 2.59% | 2.74% | 1.63% | 2.57% | 2.69% | 2.64% | 0.09% |
ESGV Vanguard ESG U.S. Stock ETF | 1.12% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% | 0.00% |
Drawdowns
ESGD vs. ESGV - Drawdown Comparison
The maximum ESGD drawdown since its inception was -33.70%, roughly equal to the maximum ESGV drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for ESGD and ESGV. For additional features, visit the drawdowns tool.
Volatility
ESGD vs. ESGV - Volatility Comparison
The current volatility for iShares ESG Aware MSCI EAFE ETF (ESGD) is 3.09%, while Vanguard ESG U.S. Stock ETF (ESGV) has a volatility of 3.51%. This indicates that ESGD experiences smaller price fluctuations and is considered to be less risky than ESGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.