ESGEX vs. URTH
ESGEX (Reynders McVeigh Core Equity Fund) and URTH (iShares MSCI World ETF) are both funds - ESGEX is a Large Cap Growth Equities fund managed by ReyndersMcVeigh Funds, while URTH is a Global Equities fund tracking the MSCI World Index (Net). Over the past 5 years, ESGEX returned 6.80%/yr vs 11.79%/yr for URTH. Their correlation of 0.92 suggests significant overlap in exposure. ESGEX charges 1.25%/yr vs 0.24%/yr for URTH.
Performance
ESGEX vs. URTH - Performance Comparison
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Returns By Period
In the year-to-date period, ESGEX achieves a 3.57% return, which is significantly lower than URTH's 9.66% return.
ESGEX
- 1D
- 1.49%
- 1M
- 2.54%
- YTD
- 3.57%
- 6M
- 2.69%
- 1Y
- 14.50%
- 3Y*
- 13.71%
- 5Y*
- 6.80%
- 10Y*
- —
URTH
- 1D
- -0.18%
- 1M
- 0.58%
- YTD
- 9.66%
- 6M
- 9.36%
- 1Y
- 25.98%
- 3Y*
- 20.26%
- 5Y*
- 11.79%
- 10Y*
- 13.61%
ESGEX vs. URTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ESGEX Reynders McVeigh Core Equity Fund | 3.57% | 18.30% | 14.03% | 18.49% | -23.44% | 18.09% | 46.35% | 12.54% |
URTH iShares MSCI World ETF | 9.66% | 21.36% | 18.66% | 23.95% | -17.97% | 22.27% | 15.78% | 14.45% |
Correlation
The correlation between ESGEX and URTH is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2019 | 0.92 |
The correlation between ESGEX and URTH has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.
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Return for Risk
ESGEX vs. URTH — Risk / Return Rank
ESGEX
URTH
ESGEX vs. URTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Reynders McVeigh Core Equity Fund (ESGEX) and iShares MSCI World ETF (URTH). 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.
| ESGEX | URTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.37 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | 2.88 | -1.84 |
| Martin ratioReturn relative to average drawdown | 3.62 | 12.77 | -9.15 |
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Drawdowns
ESGEX vs. URTH - Drawdown Comparison
The maximum ESGEX drawdown since its inception was -31.73%, smaller than the maximum URTH drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for ESGEX and URTH.
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Drawdown Indicators
| ESGEX | URTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.73% | -34.01% | +2.28% |
Max Drawdown (1Y)Largest decline over 1 year | -13.58% | -9.06% | -4.52% |
Max Drawdown (3Y)Largest decline over 3 years | -18.40% | -16.94% | -1.46% |
Max Drawdown (5Y)Largest decline over 5 years | -31.73% | -26.05% | -5.68% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.01% | — |
Current DrawdownCurrent decline from peak | -1.40% | -1.19% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -4.36% | -3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 2.04% | +1.85% |
Volatility
ESGEX vs. URTH - Volatility Comparison
Reynders McVeigh Core Equity Fund (ESGEX) has a higher volatility of 5.77% compared to iShares MSCI World ETF (URTH) at 4.47%. This indicates that ESGEX's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGEX | URTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.77% | 4.47% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 10.16% | +1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.97% | 12.59% | +2.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.58% | 16.26% | +1.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.30% | 17.29% | +2.01% |
ESGEX vs. URTH - Expense Ratio Comparison
ESGEX has a 1.25% expense ratio, which is higher than URTH's 0.24% expense ratio.
Dividends
ESGEX vs. URTH - Dividend Comparison
ESGEX's dividend yield for the trailing twelve months is around 5.02%, more than URTH's 1.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGEX Reynders McVeigh Core Equity Fund | 5.02% | 5.20% | 1.57% | 0.48% | 0.96% | 4.20% | 0.06% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% |
URTH iShares MSCI World ETF | 1.40% | 1.48% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% |
Frequently Asked Questions
With a correlation of 0.92, ESGEX and URTH 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.
ESGEX has higher volatility (5.77%) compared to URTH (4.47%). In terms of maximum drawdown, ESGEX dropped -31.73% vs URTH's -34.01%.
URTH currently has the higher Sharpe Ratio (2.08 vs 0.94), 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.
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