ESGE vs. ESGU
Compare and contrast key facts about iShares ESG Aware MSCI EM ETF (ESGE) and iShares ESG MSCI USA ETF (ESGU).
ESGE and ESGU 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. ESGU is a passively managed fund by iShares that tracks the performance of the MSCI USA ESG Focus Index. It was launched on Dec 1, 2016. Both ESGE and ESGU 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. ESGU - Performance Comparison
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ESGE vs. ESGU - 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% |
ESGU iShares ESG MSCI USA ETF | -4.83% | 16.90% | 24.31% | 25.79% | -20.27% | 26.89% | 22.54% | 31.72% | -4.32% | 21.07% |
Returns By Period
In the year-to-date period, ESGE achieves a 2.94% return, which is significantly higher than ESGU's -4.83% return.
ESGE
- 1D
- 3.81%
- 1M
- -9.28%
- YTD
- 2.94%
- 6M
- 6.50%
- 1Y
- 33.62%
- 3Y*
- 15.97%
- 5Y*
- 3.40%
- 10Y*
- —
ESGU
- 1D
- 2.93%
- 1M
- -4.97%
- YTD
- -4.83%
- 6M
- -2.32%
- 1Y
- 17.24%
- 3Y*
- 17.48%
- 5Y*
- 10.42%
- 10Y*
- —
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ESGE vs. ESGU - Expense Ratio Comparison
ESGE has a 0.25% expense ratio, which is higher than ESGU's 0.15% 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%.
Return for Risk
ESGE vs. ESGU — Risk / Return Rank
ESGE
ESGU
ESGE vs. ESGU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI EM ETF (ESGE) and iShares ESG MSCI USA ETF (ESGU). 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 | ESGU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.65 | 0.92 | +0.73 |
Sortino ratioReturn per unit of downside risk | 2.25 | 1.42 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.21 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.41 | 1.45 | +0.96 |
Martin ratioReturn relative to average drawdown | 9.51 | 6.77 | +2.74 |
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 | ESGU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 0.92 | +0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.60 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.74 | -0.35 |
Correlation
The correlation between ESGE and ESGU is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ESGE vs. ESGU - Dividend Comparison
ESGE's dividend yield for the trailing twelve months is around 2.43%, more than ESGU's 1.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ESGU iShares ESG MSCI USA ETF | 1.07% | 0.99% | 1.18% | 1.43% | 1.58% | 1.06% | 1.27% | 1.32% | 1.73% | 1.82% | 0.00% |
Drawdowns
ESGE vs. ESGU - Drawdown Comparison
The maximum ESGE drawdown since its inception was -41.07%, which is greater than ESGU's maximum drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for ESGE and ESGU.
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Drawdown Indicators
| ESGE | ESGU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.07% | -33.87% | -7.20% |
Max Drawdown (1Y)Largest decline over 1 year | -13.90% | -12.35% | -1.55% |
Max Drawdown (5Y)Largest decline over 5 years | -39.26% | -26.15% | -13.11% |
Current DrawdownCurrent decline from peak | -10.62% | -6.59% | -4.03% |
Average DrawdownAverage peak-to-trough decline | -14.68% | -4.96% | -9.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 2.65% | +0.87% |
Volatility
ESGE vs. ESGU - Volatility Comparison
iShares ESG Aware MSCI EM ETF (ESGE) has a higher volatility of 10.74% compared to iShares ESG MSCI USA ETF (ESGU) at 5.42%. This indicates that ESGE's price experiences larger fluctuations and is considered to be riskier than ESGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGE | ESGU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.74% | 5.42% | +5.32% |
Volatility (6M)Calculated over the trailing 6-month period | 15.22% | 9.77% | +5.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.43% | 18.75% | +1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.63% | 17.33% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.77% | 18.70% | +1.07% |