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ESGD vs. FID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ESGD vs. FID

Last updated Jun 5, 2026

ESGD (iShares ESG Aware MSCI EAFE ETF) and FID (First Trust S&P International Dividend Aristocrats ETF) are both Foreign Large Cap Equities funds - ESGD tracks the MSCI EAFE Extended ESG Focus Index while FID tracks the S&P International Dividend Aristocrats Index. Both are passively managed. Over the past 5 years, ESGD returned 8.06%/yr vs 7.84%/yr for FID. A 0.78 correlation means they provide meaningful diversification when combined. ESGD charges 0.20%/yr vs 0.60%/yr for FID.

Performance

ESGD vs. FID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware MSCI EAFE ETF (ESGD) and First Trust S&P International Dividend Aristocrats ETF (FID). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with ESGD having a 9.10% return and FID slightly lower at 9.08%.

ESGD

1D
0.73%
1M
2.89%
YTD
9.10%
6M
10.97%
1Y
20.58%
3Y*
16.40%
5Y*
8.06%
10Y*
—

FID

1D
0.47%
1M
2.45%
YTD
9.08%
6M
11.36%
1Y
22.92%
3Y*
17.77%
5Y*
7.84%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGD vs. FID - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
ESGD
iShares ESG Aware MSCI EAFE ETF		9.10%29.63%3.95%18.53%-15.17%11.79%8.20%23.12%-13.10%
FID
First Trust S&P International Dividend Aristocrats ETF		9.08%32.07%5.42%9.92%-9.69%12.90%-7.56%20.82%-8.00%

Correlation

The correlation between ESGD and FID is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Aug 30, 2018

0.78

The correlation between ESGD and FID has been stable across timeframes, ranging from 0.78 to 0.81 - a consistent structural relationship.

ESGD vs. FID - Sectors Allocation Comparison

Sectors
ESGD
FID

Financial Services

26.4%
20.8%

Industrials

19.2%
13.5%

Technology

11.7%
4.1%

Healthcare

10.3%
3.5%

Consumer Cyclical

7.6%
4.0%

Consumer Defensive

6.4%
3.7%

Basic Materials

4.6%
4.3%

Communication Services

4.0%
11.5%

Energy

3.9%
8.0%

Utilities

3.9%
17.4%

Real Estate

2.0%
9.4%

Financial Services

ESGD
26.4%
FID
20.8%

Industrials

ESGD
19.2%
FID
13.5%

Technology

ESGD
11.7%
FID
4.1%

Healthcare

ESGD
10.3%
FID
3.5%

Consumer Cyclical

ESGD
7.6%
FID
4.0%

Consumer Defensive

ESGD
6.4%
FID
3.7%

Basic Materials

ESGD
4.6%
FID
4.3%

Communication Services

ESGD
4.0%
FID
11.5%

Energy

ESGD
3.9%
FID
8.0%

Utilities

ESGD
3.9%
FID
17.4%

Real Estate

ESGD
2.0%
FID
9.4%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares ESG Aware MSCI EAFE ETF

First Trust S&P International Dividend Aristocrats ETF

Often compared with ESGD:
ESGD vs. ESGUESGD vs. ESGVESGD vs. SPYESGD vs. DMXFESGD vs. SDGESGD vs. FNIDXESGD vs. INTF
Often compared with FID:
FID vs. EFAVFID vs. IGROFID vs. KNGFID vs. VIGFID vs. VIGIFID vs. BRK-BFID vs. FDFIX

Return for Risk

ESGD vs. FID — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ESGD
ESGD Risk / Return Rank: 3939
Overall Rank
ESGD Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ESGD Sortino Ratio Rank: 3939
Sortino Ratio Rank
ESGD Omega Ratio Rank: 3838
Omega Ratio Rank
ESGD Calmar Ratio Rank: 3636
Calmar Ratio Rank
ESGD Martin Ratio Rank: 4242
Martin Ratio Rank
FID
FID Risk / Return Rank: 6363
Overall Rank
FID Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FID Sortino Ratio Rank: 7272
Sortino Ratio Rank
FID Omega Ratio Rank: 6969
Omega Ratio Rank
FID Calmar Ratio Rank: 5353
Calmar Ratio Rank
FID Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ESGD vs. FID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI EAFE ETF (ESGD) and First Trust S&P International Dividend Aristocrats ETF (FID). 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.

ESGDFIDDifference
Sharpe ratioReturn per unit of total volatility
1.36
2.27

-0.91

Sortino ratioReturn per unit of downside risk
1.97
3.22

-1.24

Omega ratioGain probability vs. loss probability

1.25

1.40

-0.16

Calmar ratioReturn relative to maximum drawdown

1.77

2.58

-0.81

Martin ratioReturn relative to average drawdown

6.63

9.00

-2.37

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESGD vs. FID - Sharpe Ratio Comparison

The current ESGD Sharpe Ratio is 1.36, which is lower than the FID Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of ESGD and FID, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

ESGDFIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

2.27

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.46

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.40

+0.18

Drawdowns

ESGD vs. FID - Drawdown Comparison

The maximum ESGD drawdown since its inception was -33.70%, smaller than the maximum FID drawdown of -39.79%. Use the drawdown chart below to compare losses from any high point for ESGD and FID.

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Drawdown Indicators

ESGDFIDDifference

Max Drawdown

Largest peak-to-trough decline

-33.70%

-39.79%

+6.09%

Max Drawdown (1Y)

Largest decline over 1 year

-11.68%

-8.93%

-2.75%

Max Drawdown (3Y)

Largest decline over 3 years

-13.86%

-10.97%

-2.89%

Max Drawdown (5Y)

Largest decline over 5 years

-30.03%

-29.13%

-0.90%

Current Drawdown

Current decline from peak

-0.64%

-0.64%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.19%

-8.47%

+2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

2.55%

+0.56%

Volatility

ESGD vs. FID - Volatility Comparison

iShares ESG Aware MSCI EAFE ETF (ESGD) has a higher volatility of 4.77% compared to First Trust S&P International Dividend Aristocrats ETF (FID) at 2.98%. This indicates that ESGD's price experiences larger fluctuations and is considered to be riskier than FID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ESGDFIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

2.98%

+1.79%

Volatility (6M)

Calculated over the trailing 6-month period

12.60%

8.13%

+4.47%

Volatility (1Y)

Calculated over the trailing 1-year period

15.21%

10.16%

+5.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.61%

17.04%

-0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.97%

18.95%

-1.98%

ESGD vs. FID - Expense Ratio Comparison

ESGD has a 0.20% expense ratio, which is lower than FID's 0.60% expense ratio.

Dividends

ESGD vs. FID - Dividend Comparison

ESGD's dividend yield for the trailing twelve months is around 3.30%, less than FID's 4.00% yield.

PositionTTM2025202420232022202120202019201820172016
ESGD
iShares ESG Aware MSCI EAFE ETF		3.30%3.60%3.23%3.02%2.59%2.75%1.63%2.57%2.69%2.65%0.09%
FID
First Trust S&P International Dividend Aristocrats ETF		4.00%4.30%4.31%4.19%4.22%3.76%3.91%3.70%1.74%0.00%0.00%

Frequently Asked Questions

ESGD and FID have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ESGD has higher volatility (4.77%) compared to FID (2.98%). In terms of maximum drawdown, ESGD dropped -33.70% vs FID's -39.79%.

On 5-year performance, ESGD leads with 8.06% vs 7.84% for FID. On fees, ESGD is cheaper at 0.20% per year. On volatility, FID has been the lower-risk option at 2.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ESGD has performed better with a 8.06% return vs 7.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ESGD is cheaper with a 0.20% expense ratio, compared with 0.60% for FID.

FID has the higher dividend yield at 4.00%, compared with 3.30% for ESGD.

ESGD tracks MSCI EAFE Extended ESG Focus Index, while FID tracks S&P International Dividend Aristocrats Index. They also come from different issuers: iShares and First Trust. Their fees differ too: 0.20% for ESGD and 0.60% for FID.

FID currently has the higher Sharpe Ratio (2.27 vs 1.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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