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ESGE vs. DEHP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESGE vs. DEHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware MSCI EM ETF (ESGE) and Dimensional Emerging Markets High Profitability ETF (DEHP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESGE achieves a 22.18% return, which is significantly lower than DEHP's 29.47% return.


ESGE

1D
0.28%
1M
-1.39%
6M
17.09%
YTD
22.18%
1Y
39.72%
3Y*
22.00%
5Y*
6.82%
10Y*

DEHP

1D
-0.41%
1M
-1.40%
6M
23.83%
YTD
29.47%
1Y
50.84%
3Y*
23.11%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGE vs. DEHP - Yearly Performance Comparison


2026 (YTD)2025202420232022
ESGE
iShares ESG Aware MSCI EM ETF
22.18%35.86%6.63%9.51%-7.52%
DEHP
Dimensional Emerging Markets High Profitability ETF
29.47%32.86%4.47%12.31%-9.73%

Correlation

The correlation between ESGE and DEHP is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2022

0.96

The correlation between ESGE and DEHP has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

ESGE vs. DEHP — Risk / Return Rank

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

ESGE
ESGE Risk / Return Rank: 6666
Overall Rank
ESGE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ESGE Sortino Ratio Rank: 5959
Sortino Ratio Rank
ESGE Omega Ratio Rank: 6969
Omega Ratio Rank
ESGE Calmar Ratio Rank: 7171
Calmar Ratio Rank
ESGE Martin Ratio Rank: 6969
Martin Ratio Rank

DEHP
DEHP Risk / Return Rank: 8080
Overall Rank
DEHP Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
DEHP Sortino Ratio Rank: 7070
Sortino Ratio Rank
DEHP Omega Ratio Rank: 8080
Omega Ratio Rank
DEHP Calmar Ratio Rank: 8686
Calmar Ratio Rank
DEHP Martin Ratio Rank: 8484
Martin Ratio Rank
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.

ESGE vs. DEHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI EM ETF (ESGE) and Dimensional Emerging Markets High Profitability ETF (DEHP). 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.


ESGEDEHPDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.33

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

2.85

3.84

-0.99

Martin ratioReturn relative to average drawdown

10.05

13.28

-3.23

ESGE vs. DEHP - Sharpe Ratio Comparison

The current ESGE Sharpe Ratio is 1.70, which is comparable to the DEHP Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of ESGE and DEHP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ESGE vs. DEHP - Drawdown Comparison

The maximum ESGE drawdown since its inception was -41.07%, which is greater than DEHP's maximum drawdown of -22.90%. Use the drawdown chart below to compare losses from any high point for ESGE and DEHP.


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Drawdown Indicators


ESGEDEHPDifference

Max Drawdown

Largest peak-to-trough decline

-41.07%

-22.90%

-18.17%

Max Drawdown (1Y)

Largest decline over 1 year

-13.90%

-13.16%

-0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-16.71%

-19.14%

+2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-37.46%

Current Drawdown

Current decline from peak

-5.69%

-7.22%

+1.53%

Average Drawdown

Average peak-to-trough decline

-14.36%

-5.74%

-8.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

3.80%

+0.13%

Volatility

ESGE vs. DEHP - Volatility Comparison

The current volatility for iShares ESG Aware MSCI EM ETF (ESGE) is 10.66%, while Dimensional Emerging Markets High Profitability ETF (DEHP) has a volatility of 12.45%. This indicates that ESGE experiences smaller price fluctuations and is considered to be less risky than DEHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESGEDEHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.66%

12.45%

-1.79%

Volatility (6M)

Calculated over the trailing 6-month period

21.18%

23.37%

-2.19%

Volatility (1Y)

Calculated over the trailing 1-year period

23.26%

25.26%

-2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.80%

19.71%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.22%

19.71%

+0.51%

ESGE vs. DEHP - Expense Ratio Comparison

ESGE has a 0.25% expense ratio, which is lower than DEHP's 0.41% expense ratio.


Dividends

ESGE vs. DEHP - Dividend Comparison

ESGE's dividend yield for the trailing twelve months is around 2.12%, more than DEHP's 1.35% yield.


PositionTTM2025202420232022202120202019201820172016
DEHP
Dimensional Emerging Markets High Profitability ETF
1.35%1.73%2.44%2.84%1.65%0.00%0.00%0.00%0.00%0.00%0.00%
ESGE
iShares ESG Aware MSCI EM ETF
2.12%2.50%2.41%2.64%2.68%2.66%1.31%2.59%2.19%1.86%0.27%

Frequently Asked Questions


With a correlation of 0.95, ESGE and DEHP 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.

DEHP has higher volatility (12.45%) compared to ESGE (10.66%). In terms of maximum drawdown, ESGE dropped -41.07% vs DEHP's -22.90%.

On 3-year performance, DEHP leads with 23.11% vs 22.00% for ESGE. On fees, ESGE is cheaper at 0.25% per year. On volatility, ESGE has been the lower-risk option at 10.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DEHP has performed better with a 23.11% return vs 22.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ESGE is cheaper with a 0.25% expense ratio, compared with 0.41% for DEHP.

ESGE has the higher dividend yield at 2.12%, compared with 1.35% for DEHP.

ESGE is categorized as Emerging Markets Equities, while DEHP is Emerging Markets Diversified. They also come from different issuers: iShares and Dimensional. Their fees differ too: 0.25% for ESGE and 0.41% for DEHP.

DEHP currently has the higher Sharpe Ratio (2.00 vs 1.70), 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.

Portfolio Optimizer

Find the right allocation for ESGE and DEHP

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