ESGEX vs. URTH
Compare and contrast key facts about Reynders McVeigh Core Equity Fund (ESGEX) and iShares MSCI World ETF (URTH).
ESGEX is managed by ReyndersMcVeigh Funds. It was launched on Mar 29, 2019. URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESGEX or URTH.
Performance
ESGEX vs. URTH - Performance Comparison
Returns By Period
In the year-to-date period, ESGEX achieves a 15.14% return, which is significantly lower than URTH's 19.28% return.
ESGEX
15.14%
-4.82%
4.98%
25.49%
12.37%
N/A
URTH
19.28%
-0.64%
8.10%
26.66%
12.31%
10.07%
Key characteristics
| ESGEX | URTH | |
|---|---|---|
| Sharpe Ratio | 1.91 | 2.33 |
| Sortino Ratio | 2.67 | 3.17 |
| Omega Ratio | 1.33 | 1.42 |
| Calmar Ratio | 1.16 | 3.32 |
| Martin Ratio | 11.74 | 14.74 |
| Ulcer Index | 2.24% | 1.85% |
| Daily Std Dev | 13.78% | 11.72% |
| Max Drawdown | -34.52% | -34.01% |
| Current Drawdown | -5.05% | -1.78% |
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ESGEX vs. URTH - Expense Ratio Comparison
ESGEX has a 1.25% expense ratio, which is higher than URTH's 0.24% expense ratio.
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.
Risk-Adjusted Performance
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.
Dividends
ESGEX vs. URTH - Dividend Comparison
ESGEX's dividend yield for the trailing twelve months is around 0.42%, less than URTH's 1.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGEX Reynders McVeigh Core Equity Fund | 0.42% | 0.48% | 0.19% | 0.00% | 0.06% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
URTH iShares MSCI World ETF | 1.45% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.14% | 2.35% | 2.32% | 1.04% |
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.
Volatility
ESGEX vs. URTH - Volatility Comparison
Reynders McVeigh Core Equity Fund (ESGEX) has a higher volatility of 3.61% compared to iShares MSCI World ETF (URTH) at 3.43%. 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.