ESGE vs. DVYE
Compare and contrast key facts about iShares ESG Aware MSCI EM ETF (ESGE) and iShares Emerging Markets Dividend ETF (DVYE).
ESGE and DVYE 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. DVYE is a passively managed fund by iShares that tracks the performance of the Dow Jones Emerging Markets Select Dividend Index. It was launched on Feb 23, 2012. Both ESGE and DVYE 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. DVYE - Performance Comparison
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ESGE vs. DVYE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESGE iShares ESG Aware MSCI EM ETF | 3.69% | 35.86% | 6.63% | 9.51% | -22.41% | -2.87% | 18.60% | 20.37% | -15.24% | 38.86% |
DVYE iShares Emerging Markets Dividend ETF | 10.54% | 28.36% | 8.89% | 20.88% | -31.38% | 11.02% | -2.51% | 15.41% | -5.56% | 27.04% |
Returns By Period
In the year-to-date period, ESGE achieves a 3.69% return, which is significantly lower than DVYE's 10.54% return.
ESGE
- 1D
- 0.73%
- 1M
- -6.89%
- YTD
- 3.69%
- 6M
- 6.42%
- 1Y
- 34.05%
- 3Y*
- 16.25%
- 5Y*
- 3.55%
- 10Y*
- —
DVYE
- 1D
- -0.12%
- 1M
- -1.30%
- YTD
- 10.54%
- 6M
- 17.72%
- 1Y
- 32.92%
- 3Y*
- 22.29%
- 5Y*
- 6.19%
- 10Y*
- 7.75%
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ESGE vs. DVYE - Expense Ratio Comparison
ESGE has a 0.25% expense ratio, which is lower than DVYE's 0.49% expense ratio.
Return for Risk
ESGE vs. DVYE — Risk / Return Rank
ESGE
DVYE
ESGE vs. DVYE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI EM ETF (ESGE) and iShares Emerging Markets Dividend ETF (DVYE). 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 | DVYE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 1.92 | -0.25 |
Sortino ratioReturn per unit of downside risk | 2.27 | 2.56 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.38 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.49 | 2.64 | -0.15 |
Martin ratioReturn relative to average drawdown | 9.68 | 13.28 | -3.60 |
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 | DVYE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.67 | 1.92 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.37 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.16 | +0.23 |
Correlation
The correlation between ESGE and DVYE is 0.79, 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. DVYE - Dividend Comparison
ESGE's dividend yield for the trailing twelve months is around 2.41%, less than DVYE's 5.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGE iShares ESG Aware MSCI EM ETF | 2.41% | 2.50% | 2.41% | 2.64% | 2.68% | 2.66% | 1.31% | 2.59% | 2.19% | 1.86% | 0.27% | 0.00% |
DVYE iShares Emerging Markets Dividend ETF | 5.12% | 5.88% | 11.81% | 9.05% | 9.89% | 7.31% | 5.27% | 5.97% | 5.69% | 4.81% | 4.56% | 6.53% |
Drawdowns
ESGE vs. DVYE - Drawdown Comparison
The maximum ESGE drawdown since its inception was -41.07%, smaller than the maximum DVYE drawdown of -47.42%. Use the drawdown chart below to compare losses from any high point for ESGE and DVYE.
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Drawdown Indicators
| ESGE | DVYE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.07% | -47.42% | +6.35% |
Max Drawdown (1Y)Largest decline over 1 year | -13.90% | -12.65% | -1.25% |
Max Drawdown (5Y)Largest decline over 5 years | -39.26% | -40.89% | +1.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.89% | — |
Current DrawdownCurrent decline from peak | -9.97% | -3.11% | -6.86% |
Average DrawdownAverage peak-to-trough decline | -14.68% | -15.54% | +0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 2.52% | +1.05% |
Volatility
ESGE vs. DVYE - Volatility Comparison
iShares ESG Aware MSCI EM ETF (ESGE) has a higher volatility of 9.65% compared to iShares Emerging Markets Dividend ETF (DVYE) at 6.20%. This indicates that ESGE's price experiences larger fluctuations and is considered to be riskier than DVYE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGE | DVYE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.65% | 6.20% | +3.45% |
Volatility (6M)Calculated over the trailing 6-month period | 15.23% | 10.75% | +4.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.44% | 17.19% | +3.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.62% | 16.85% | +1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.77% | 18.47% | +1.30% |