ESGD vs. IEFA
Compare and contrast key facts about iShares ESG Aware MSCI EAFE ETF (ESGD) and iShares Core MSCI EAFE ETF (IEFA).
ESGD and IEFA 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. IEFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Investable Market Index. It was launched on Oct 18, 2012. Both ESGD and IEFA 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. IEFA - Performance Comparison
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ESGD vs. IEFA - 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% |
IEFA iShares Core MSCI EAFE ETF | 1.20% | 32.08% | 3.26% | 17.95% | -15.24% | 11.63% | 8.18% | 22.64% | -14.14% | 26.57% |
Returns By Period
In the year-to-date period, ESGD achieves a 0.56% return, which is significantly lower than IEFA's 1.20% return.
ESGD
- 1D
- 3.29%
- 1M
- -8.25%
- YTD
- 0.56%
- 6M
- 4.79%
- 1Y
- 21.50%
- 3Y*
- 13.70%
- 5Y*
- 7.69%
- 10Y*
- —
IEFA
- 1D
- 3.24%
- 1M
- -7.92%
- YTD
- 1.20%
- 6M
- 5.69%
- 1Y
- 24.17%
- 3Y*
- 14.50%
- 5Y*
- 7.80%
- 10Y*
- 8.86%
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ESGD vs. IEFA - Expense Ratio Comparison
ESGD has a 0.20% expense ratio, which is higher than IEFA's 0.07% 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. IEFA — Risk / Return Rank
ESGD
IEFA
ESGD vs. IEFA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI EAFE ETF (ESGD) and iShares Core MSCI EAFE ETF (IEFA). 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 | IEFA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 1.38 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.75 | 1.97 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.29 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 2.00 | -0.25 |
Martin ratioReturn relative to average drawdown | 6.75 | 7.79 | -1.04 |
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 | IEFA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.38 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.48 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.48 | +0.05 |
Correlation
The correlation between ESGD and IEFA is 0.97, 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. IEFA - Dividend Comparison
ESGD's dividend yield for the trailing twelve months is around 3.58%, more than IEFA's 3.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
IEFA iShares Core MSCI EAFE ETF | 3.51% | 3.55% | 3.47% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% |
Drawdowns
ESGD vs. IEFA - Drawdown Comparison
The maximum ESGD drawdown since its inception was -33.70%, roughly equal to the maximum IEFA drawdown of -34.78%. Use the drawdown chart below to compare losses from any high point for ESGD and IEFA.
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Drawdown Indicators
| ESGD | IEFA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.70% | -34.78% | +1.08% |
Max Drawdown (1Y)Largest decline over 1 year | -11.68% | -11.50% | -0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -30.03% | -30.41% | +0.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.78% | — |
Current DrawdownCurrent decline from peak | -8.42% | -8.15% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -6.25% | -6.74% | +0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.95% | +0.08% |
Volatility
ESGD vs. IEFA - Volatility Comparison
iShares ESG Aware MSCI EAFE ETF (ESGD) and iShares Core MSCI EAFE ETF (IEFA) have volatilities of 7.99% and 7.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGD | IEFA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.99% | 7.89% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 11.29% | 11.05% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.75% | 17.64% | +0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.45% | 16.35% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 17.24% | -0.30% |