ESGE vs. ACWI
Compare and contrast key facts about iShares ESG Aware MSCI EM ETF (ESGE) and iShares MSCI ACWI ETF (ACWI).
ESGE and ACWI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESGE is a passively managed fund by iShares that tracks the performance of the MSCI EM Extended ESG Focus Index. It was launched on Jun 28, 2016. ACWI is a passively managed fund by iShares that tracks the performance of the MSCI All Country World Index. It was launched on Mar 26, 2008. Both ESGE and ACWI 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
ESGE vs. ACWI - Performance Comparison
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ESGE vs. ACWI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESGE iShares ESG Aware MSCI EM ETF | 2.94% | 35.86% | 6.63% | 9.51% | -22.41% | -2.87% | 18.60% | 20.37% | -15.24% | 38.86% |
ACWI iShares MSCI ACWI ETF | -2.21% | 22.41% | 17.45% | 22.27% | -18.39% | 18.66% | 16.34% | 26.59% | -9.19% | 24.33% |
Returns By Period
In the year-to-date period, ESGE achieves a 2.94% return, which is significantly higher than ACWI's -2.21% return.
ESGE
- 1D
- 3.81%
- 1M
- -9.28%
- YTD
- 2.94%
- 6M
- 6.50%
- 1Y
- 33.62%
- 3Y*
- 15.97%
- 5Y*
- 3.40%
- 10Y*
- —
ACWI
- 1D
- 3.11%
- 1M
- -6.11%
- YTD
- -2.21%
- 6M
- 0.97%
- 1Y
- 20.86%
- 3Y*
- 16.98%
- 5Y*
- 9.40%
- 10Y*
- 11.58%
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ESGE vs. ACWI - Expense Ratio Comparison
ESGE has a 0.25% expense ratio, which is lower than ACWI's 0.32% expense ratio.
Return for Risk
ESGE vs. ACWI — Risk / Return Rank
ESGE
ACWI
ESGE vs. ACWI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI EM ETF (ESGE) and iShares MSCI ACWI ETF (ACWI). 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.
| ESGE | ACWI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.65 | 1.20 | +0.45 |
Sortino ratioReturn per unit of downside risk | 2.25 | 1.77 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.27 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.41 | 1.79 | +0.62 |
Martin ratioReturn relative to average drawdown | 9.51 | 8.26 | +1.24 |
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
| ESGE | ACWI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 1.20 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.59 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.39 | 0.00 |
Correlation
The correlation between ESGE and ACWI is 0.78, 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
ESGE vs. ACWI - Dividend Comparison
ESGE's dividend yield for the trailing twelve months is around 2.43%, more than ACWI's 1.59% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGE iShares ESG Aware MSCI EM ETF | 2.43% | 2.50% | 2.41% | 2.64% | 2.68% | 2.66% | 1.31% | 2.59% | 2.19% | 1.86% | 0.27% | 0.00% |
ACWI iShares MSCI ACWI ETF | 1.59% | 1.55% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.18% | 1.94% | 2.19% | 2.56% |
Drawdowns
ESGE vs. ACWI - Drawdown Comparison
The maximum ESGE drawdown since its inception was -41.07%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for ESGE and ACWI.
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Drawdown Indicators
| ESGE | ACWI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.07% | -56.00% | +14.93% |
Max Drawdown (1Y)Largest decline over 1 year | -13.90% | -11.76% | -2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -39.26% | -26.42% | -12.84% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.53% | — |
Current DrawdownCurrent decline from peak | -10.62% | -6.92% | -3.70% |
Average DrawdownAverage peak-to-trough decline | -14.68% | -8.69% | -5.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 2.54% | +0.98% |
Volatility
ESGE vs. ACWI - Volatility Comparison
iShares ESG Aware MSCI EM ETF (ESGE) has a higher volatility of 10.74% compared to iShares MSCI ACWI ETF (ACWI) at 6.38%. This indicates that ESGE's price experiences larger fluctuations and is considered to be riskier than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGE | ACWI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.74% | 6.38% | +4.36% |
Volatility (6M)Calculated over the trailing 6-month period | 15.22% | 10.05% | +5.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.43% | 17.48% | +2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.63% | 15.97% | +2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.77% | 17.08% | +2.69% |