ESGG.L vs. VOO

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco MSCI World ESG Universal Screened UCITS ETF Acc (ESGG.L) and Vanguard S&P 500 ETF (VOO).

ESGG.L and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESGG.L is a passively managed fund by Invesco that tracks the performance of the MSCI ACWI NR USD. It was launched on Jun 13, 2019. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both ESGG.L and VOO 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

ESGG.L vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco MSCI World ESG Universal Screened UCITS ETF Acc (ESGG.L) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

ESGG.L vs. VOO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ESGG.L Invesco MSCI World ESG Universal Screened UCITS ETF Acc	-1.50%	12.19%	20.44%	19.21%	-11.17%	22.81%	9.98%
VOO Vanguard S&P 500 ETF	-2.07%	9.43%	27.16%	20.01%	-8.44%	30.01%	7.94%

Different Trading Currencies

ESGG.L is traded in GBp, while VOO is traded in USD. To make them comparable, the VOO values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ESGG.L achieves a -1.50% return, which is significantly higher than VOO's -2.60% return.

ESGG.L

• 1D: 2.04%
• 1M: -3.53%
• YTD: -1.50%
• 6M: 2.33%
• 1Y: 16.03%
• 3Y*: 14.56%
• 5Y*: 10.88%
• 10Y*: —

VOO

• 1D: 0.00%
• 1M: -3.73%
• YTD: -2.60%
• 6M: -0.29%
• 1Y: 14.57%
• 3Y*: 15.56%
• 5Y*: 12.76%
• 10Y*: 14.89%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGG.L vs. VOO - Expense Ratio Comparison

ESGG.L has a 0.19% expense ratio, which is higher than VOO's 0.03% 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%.

ESGG.L

Invesco MSCI World ESG Universal Screened UCITS ETF Acc

VOO

Vanguard S&P 500 ETF

Return for Risk

ESGG.L vs. VOO — Risk / Return Rank

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

ESGG.L

ESGG.L Risk / Return Rank: 65
ESGG.L Sharpe Ratio Rank: 60
ESGG.L Sortino Ratio Rank: 58
ESGG.L Omega Ratio Rank: 59
ESGG.L Calmar Ratio Rank: 77
ESGG.L Martin Ratio Rank: 73

VOO

VOO Risk / Return Rank: 60
VOO Sharpe Ratio Rank: 54
VOO Sortino Ratio Rank: 57
VOO Omega Ratio Rank: 61
VOO Calmar Ratio Rank: 59
VOO Martin Ratio Rank: 69

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ESGG.L vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World ESG Universal Screened UCITS ETF Acc (ESGG.L) and Vanguard S&P 500 ETF (VOO). 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.

	ESGG.L	VOO	Difference
Sharpe ratio Return per unit of total volatility	1.11	0.79	+0.32
Sortino ratio Return per unit of downside risk	1.57	1.22	+0.35
Omega ratio Gain probability vs. loss probability	1.23	1.19	+0.04
Calmar ratio Return relative to maximum drawdown	2.28	1.30	+0.98
Martin ratio Return relative to average drawdown	8.41	5.24	+3.17
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESGG.L vs. VOO - Sharpe Ratio Comparison

The current ESGG.L Sharpe Ratio is 1.11, which is higher than the VOO Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of ESGG.L and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ESGG.L	VOO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.11	0.79	+0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.02	0.81	+0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.96	0.90	+0.06

Correlation

The correlation between ESGG.L and VOO is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ESGG.L vs. VOO - Dividend Comparison

ESGG.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.18%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ESGG.L Invesco MSCI World ESG Universal Screened UCITS ETF Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

Drawdowns

ESGG.L vs. VOO - Drawdown Comparison

The maximum ESGG.L drawdown since its inception was -23.30%, smaller than the maximum VOO drawdown of -26.09%. Use the drawdown chart below to compare losses from any high point for ESGG.L and VOO.

Drawdown Indicators

	ESGG.L	VOO	Difference
Max Drawdown Largest peak-to-trough decline	-23.30%	-33.99%	+10.69%
Max Drawdown (1Y) Largest decline over 1 year	-10.28%	-11.98%	+1.70%
Max Drawdown (5Y) Largest decline over 5 years	-18.64%	-24.52%	+5.88%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.99%	—
Current Drawdown Current decline from peak	-3.97%	-5.55%	+1.58%
Average Drawdown Average peak-to-trough decline	-3.09%	-3.72%	+0.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.92%	2.55%	-0.63%

Volatility

ESGG.L vs. VOO - Volatility Comparison

Invesco MSCI World ESG Universal Screened UCITS ETF Acc (ESGG.L) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.58% and 4.52%, 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.

Volatility by Period

	ESGG.L	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.58%	4.52%	+0.06%
Volatility (6M) Calculated over the trailing 6-month period	8.46%	9.42%	-0.96%
Volatility (1Y) Calculated over the trailing 1-year period	14.42%	18.52%	-4.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.45%	15.81%	+0.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.04%	18.11%	+1.93%