ESGD vs. VOO
Compare and contrast key facts about iShares ESG Aware MSCI EAFE ETF (ESGD) and Vanguard S&P 500 ETF (VOO).
ESGD and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both ESGD and VOO 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 VOO.
Performance
ESGD vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, ESGD achieves a 5.10% return, which is significantly lower than VOO's 26.16% return.
ESGD
5.10%
-2.57%
-2.39%
11.53%
5.80%
N/A
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| ESGD | VOO | |
|---|---|---|
| Sharpe Ratio | 0.89 | 2.70 |
| Sortino Ratio | 1.30 | 3.60 |
| Omega Ratio | 1.16 | 1.50 |
| Calmar Ratio | 1.33 | 3.90 |
| Martin Ratio | 3.93 | 17.65 |
| Ulcer Index | 2.93% | 1.86% |
| Daily Std Dev | 12.91% | 12.19% |
| Max Drawdown | -33.70% | -33.99% |
| Current Drawdown | -8.15% | -0.86% |
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ESGD vs. VOO - Expense Ratio Comparison
ESGD has a 0.20% expense ratio, which is higher than VOO's 0.03% 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%.
Correlation
The correlation between ESGD and VOO is 0.77, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI EAFE ETF (ESGD) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
ESGD's dividend yield for the trailing twelve months is around 3.05%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ESGD vs. VOO - Drawdown Comparison
The maximum ESGD drawdown since its inception was -33.70%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ESGD and VOO. For additional features, visit the drawdowns tool.
Volatility
ESGD vs. VOO - Volatility Comparison
iShares ESG Aware MSCI EAFE ETF (ESGD) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.81% and 3.99%, 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.