PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ESGEX vs. URTH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ESGEX and URTH is 0.92, 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.


-0.50.00.51.00.9

Performance

ESGEX vs. URTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Reynders McVeigh Core Equity Fund (ESGEX) and iShares MSCI World ETF (URTH). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
2.84%
6.91%
ESGEX
URTH

Key characteristics

Sharpe Ratio

ESGEX:

1.34

URTH:

1.86

Sortino Ratio

ESGEX:

1.90

URTH:

2.51

Omega Ratio

ESGEX:

1.24

URTH:

1.34

Calmar Ratio

ESGEX:

1.08

URTH:

2.74

Martin Ratio

ESGEX:

6.57

URTH:

10.88

Ulcer Index

ESGEX:

2.85%

URTH:

2.08%

Daily Std Dev

ESGEX:

13.96%

URTH:

12.13%

Max Drawdown

ESGEX:

-34.52%

URTH:

-34.01%

Current Drawdown

ESGEX:

-4.80%

URTH:

-2.12%

Returns By Period

In the year-to-date period, ESGEX achieves a 2.25% return, which is significantly higher than URTH's 1.86% return.


ESGEX

YTD

2.25%

1M

1.16%

6M

2.84%

1Y

17.78%

5Y*

10.70%

10Y*

N/A

URTH

YTD

1.86%

1M

1.94%

6M

6.91%

1Y

21.58%

5Y*

11.21%

10Y*

10.50%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ESGEX vs. URTH - Expense Ratio Comparison

ESGEX has a 1.25% expense ratio, which is higher than URTH's 0.24% expense ratio.


ESGEX
Reynders McVeigh Core Equity Fund
Expense ratio chart for ESGEX: current value at 1.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.25%
Expense ratio chart for URTH: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%

Risk-Adjusted Performance

ESGEX vs. URTH — Risk-Adjusted Performance Rank

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

ESGEX
The Risk-Adjusted Performance Rank of ESGEX is 6969
Overall Rank
The Sharpe Ratio Rank of ESGEX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ESGEX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of ESGEX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of ESGEX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ESGEX is 7171
Martin Ratio Rank

URTH
The Risk-Adjusted Performance Rank of URTH is 7373
Overall Rank
The Sharpe Ratio Rank of URTH is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of URTH is 7070
Sortino Ratio Rank
The Omega Ratio Rank of URTH is 7272
Omega Ratio Rank
The Calmar Ratio Rank of URTH is 7474
Calmar Ratio Rank
The Martin Ratio Rank of URTH is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ESGEX vs. URTH - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for ESGEX, currently valued at 1.34, compared to the broader market-1.000.001.002.003.004.001.341.86
The chart of Sortino ratio for ESGEX, currently valued at 1.90, compared to the broader market0.005.0010.001.902.51
The chart of Omega ratio for ESGEX, currently valued at 1.24, compared to the broader market1.002.003.004.001.241.34
The chart of Calmar ratio for ESGEX, currently valued at 1.08, compared to the broader market0.005.0010.0015.0020.001.082.74
The chart of Martin ratio for ESGEX, currently valued at 6.57, compared to the broader market0.0020.0040.0060.0080.006.5710.88
ESGEX
URTH

The current ESGEX Sharpe Ratio is 1.34, which is comparable to the URTH Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of ESGEX and URTH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.34
1.86
ESGEX
URTH

Dividends

ESGEX vs. URTH - Dividend Comparison

ESGEX's dividend yield for the trailing twelve months is around 0.57%, less than URTH's 1.45% yield.


TTM20242023202220212020201920182017201620152014
ESGEX
Reynders McVeigh Core Equity Fund
0.57%0.58%0.48%0.19%0.00%0.06%0.12%0.00%0.00%0.00%0.00%0.00%
URTH
iShares MSCI World ETF
1.45%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.14%2.35%2.32%

Drawdowns

ESGEX vs. URTH - Drawdown Comparison

The maximum ESGEX drawdown since its inception was -34.52%, roughly equal to the maximum URTH drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for ESGEX and URTH. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.80%
-2.12%
ESGEX
URTH

Volatility

ESGEX vs. URTH - Volatility Comparison

Reynders McVeigh Core Equity Fund (ESGEX) and iShares MSCI World ETF (URTH) have volatilities of 4.67% and 4.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
4.67%
4.61%
ESGEX
URTH
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab