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ESGD vs. RESD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

ESGD vs. RESD - Performance Comparison

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

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%JuneJulyAugustSeptemberOctoberNovember
-2.39%
0
ESGD
RESD

Returns By Period


ESGD

YTD

5.10%

1M

-2.57%

6M

-2.39%

1Y

11.53%

5Y (annualized)

5.80%

10Y (annualized)

N/A

RESD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


ESGDRESD

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ESGD vs. RESD - Expense Ratio Comparison

ESGD has a 0.20% expense ratio, which is lower than RESD's 0.30% expense ratio.


RESD
WisdomTree International ESG Fund
Expense ratio chart for RESD: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for ESGD: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Correlation

-0.50.00.51.00.8

The correlation between ESGD and RESD is 0.83, 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. RESD - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for ESGD, currently valued at 0.89, compared to the broader market0.002.004.000.891.19
The chart of Sortino ratio for ESGD, currently valued at 1.30, compared to the broader market-2.000.002.004.006.008.0010.0012.001.301.79
The chart of Omega ratio for ESGD, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.59
The chart of Calmar ratio for ESGD, currently valued at 1.33, compared to the broader market0.005.0010.0015.001.330.51
The chart of Martin ratio for ESGD, currently valued at 3.93, compared to the broader market0.0020.0040.0060.0080.00100.003.936.46
ESGD
RESD

Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.89
1.19
ESGD
RESD

Dividends

ESGD vs. RESD - Dividend Comparison

ESGD's dividend yield for the trailing twelve months is around 3.05%, while RESD has not paid dividends to shareholders.


TTM20232022202120202019201820172016
ESGD
iShares ESG Aware MSCI EAFE ETF
3.05%3.02%2.59%2.75%1.63%2.57%2.69%2.65%0.09%
RESD
WisdomTree International ESG Fund
0.48%2.73%0.26%2.33%1.87%2.52%1.82%1.00%0.25%

Drawdowns

ESGD vs. RESD - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.15%
-5.89%
ESGD
RESD

Volatility

ESGD vs. RESD - Volatility Comparison

iShares ESG Aware MSCI EAFE ETF (ESGD) has a higher volatility of 3.81% compared to WisdomTree International ESG Fund (RESD) at 0.00%. This indicates that ESGD's price experiences larger fluctuations and is considered to be riskier than RESD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.81%
0
ESGD
RESD