ESGD vs. JIVE

Last updated Jul 14, 2026

ESGD (iShares ESG Aware MSCI EAFE ETF) and JIVE (JPMorgan International Value ETF) are both Foreign Large Cap Equities funds. ESGD is passively managed, while JIVE is actively managed. Over the past year, ESGD returned 19.66% vs 36.88% for JIVE. Their correlation of 0.91 suggests significant overlap in exposure. ESGD charges 0.20%/yr vs 0.55%/yr for JIVE.

Performance

ESGD vs. JIVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware MSCI EAFE ETF (ESGD) and JPMorgan International Value ETF (JIVE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ESGD achieves a 9.32% return, which is significantly lower than JIVE's 15.36% return.

ESGD

• 1D: -1.03%
• 1M: 0.17%
• 6M: 5.46%
• YTD: 9.32%
• 1Y: 19.66%
• 3Y*: 14.83%
• 5Y*: 8.37%
• 10Y*: 9.69%

JIVE

• 1D: -0.85%
• 1M: -1.06%
• 6M: 11.81%
• YTD: 15.36%
• 1Y: 36.88%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGD vs. JIVE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ESGD iShares ESG Aware MSCI EAFE ETF	9.32%	29.63%	3.95%	7.69%
JIVE JPMorgan International Value ETF	15.36%	49.80%	11.22%	5.36%

Correlation

The correlation between ESGD and JIVE is 0.94, 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	0.94
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023	0.91

The correlation between ESGD and JIVE has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

ESGD vs. JIVE - Sectors Allocation Comparison

Sectors	ESGD	JIVE
Financial Services	26.5%	37.6%
Industrials	18.1%	10.2%
Technology	13.9%	11.7%
Healthcare	10.1%	4.5%
Consumer Defensive	6.9%	4.3%
Consumer Cyclical	6.3%	6.2%
Basic Materials	5.4%	5.7%
Utilities	3.7%	2.4%
Communication Services	3.6%	4.2%
Energy	3.4%	10.7%
Real Estate	1.6%	2.4%

Return for Risk

ESGD vs. JIVE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESGD

ESGD Risk / Return Rank: 44
ESGD Sharpe Ratio Rank: 44
ESGD Sortino Ratio Rank: 44
ESGD Omega Ratio Rank: 43
ESGD Calmar Ratio Rank: 42
ESGD Martin Ratio Rank: 48

JIVE

JIVE Risk / Return Rank: 87
JIVE Sharpe Ratio Rank: 91
JIVE Sortino Ratio Rank: 89
JIVE Omega Ratio Rank: 89
JIVE Calmar Ratio Rank: 82
JIVE Martin Ratio Rank: 84

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. JIVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI EAFE ETF (ESGD) and JPMorgan International Value ETF (JIVE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ESGD	JIVE	Difference
Sharpe ratio: Return per unit of total volatility	1.24	2.45	-1.21
Sortino ratio: Return per unit of downside risk	1.82	3.25	-1.43
Omega ratio: Gain probability vs. loss probability	1.23	1.44	-0.21
Calmar ratio: Return relative to maximum drawdown	1.69	3.51	-1.82
Martin ratio: Return relative to average drawdown	6.30	13.18	-6.88

ESGD vs. JIVE - Sharpe Ratio Comparison

The current ESGD Sharpe Ratio is 1.24, which is lower than the JIVE Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of ESGD and JIVE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ESGD vs. JIVE - Drawdown Comparison

The maximum ESGD drawdown since its inception was -33.70%, which is greater than JIVE's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for ESGD and JIVE.

Drawdown Indicators

	ESGD	JIVE	Difference
Max Drawdown Largest peak-to-trough decline	-33.70%	-13.79%	-19.91%
Max Drawdown (1Y) Largest decline over 1 year	-11.68%	-10.57%	-1.11%
Max Drawdown (3Y) Largest decline over 3 years	-13.86%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-30.03%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.70%	—	—
Current Drawdown Current decline from peak	-2.01%	-2.06%	+0.05%
Average Drawdown Average peak-to-trough decline	-6.14%	-1.95%	-4.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.13%	2.81%	+0.32%

Volatility

ESGD vs. JIVE - Volatility Comparison

iShares ESG Aware MSCI EAFE ETF (ESGD) and JPMorgan International Value ETF (JIVE) have volatilities of 5.09% and 5.03%, 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.

Volatility by Period

	ESGD	JIVE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.09%	5.03%	+0.06%
Volatility (6M) Calculated over the trailing 6-month period	13.66%	13.13%	+0.53%
Volatility (1Y) Calculated over the trailing 1-year period	15.93%	15.17%	+0.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.72%	15.10%	+1.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.02%	15.10%	+1.92%

ESGD vs. JIVE - Expense Ratio Comparison

ESGD has a 0.20% expense ratio, which is lower than JIVE's 0.55% expense ratio.

Dividends

ESGD vs. JIVE - Dividend Comparison

ESGD's dividend yield for the trailing twelve months is around 3.35%, more than JIVE's 2.49% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
ESGD iShares ESG Aware MSCI EAFE ETF	3.35%	3.60%	3.23%	3.02%	2.59%	2.75%	1.63%	2.57%	2.69%	2.65%	0.09%
JIVE JPMorgan International Value ETF	2.49%	2.88%	2.48%	0.74%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ESGD and JIVE in my portfolio?

With a correlation of 0.94, ESGD and JIVE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, ESGD or JIVE?

ESGD has higher volatility (5.09%) compared to JIVE (5.03%). In terms of maximum drawdown, ESGD dropped -33.70% vs JIVE's -13.79%.

Which ETF is better, ESGD or JIVE?

On 1-year performance, JIVE leads with 36.88% vs 19.66% for ESGD. On fees, ESGD is cheaper at 0.20% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ESGD or JIVE?

Over the 1-year period, JIVE has performed better with a 36.88% return vs 19.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ESGD or JIVE?

ESGD is cheaper with a 0.20% expense ratio, compared with 0.55% for JIVE.

Which ETF pays a higher dividend yield, ESGD or JIVE?

ESGD has the higher dividend yield at 3.35%, compared with 2.49% for JIVE.

What is the main difference between ESGD and JIVE?

They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.20% for ESGD and 0.55% for JIVE.

Which has better risk-adjusted returns?

JIVE currently has the higher Sharpe Ratio (2.45 vs 1.24), 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.