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ESGG vs. ALTL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ESGG vs. ALTL

Last updated Aug 4, 2026
Documentation

ESGG (FlexShares STOXX Global ESG Select Index Fund) and ALTL (Pacer Lunt Large Cap Alternator ETF) are both Large Cap Growth Equities funds - ESGG tracks the STOXX Global ESG Select KPIs Index while ALTL tracks the Lunt Capital US Large Cap Equity Rotation Index. Both are passively managed. Over the past 5 years, ESGG returned 12.16%/yr vs 3.20%/yr for ALTL. Their 0.69 correlation means they have sometimes moved together and sometimes differently. ESGG charges 0.42%/yr vs 0.60%/yr for ALTL.

Performance

ESGG vs. ALTL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares STOXX Global ESG Select Index Fund (ESGG) and Pacer Lunt Large Cap Alternator ETF (ALTL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESGG achieves a 14.95% return, which is significantly higher than ALTL's 10.19% return.

ESGG

1D
0.53%
1M
1.39%
6M
11.36%
YTD
14.95%
1Y
27.50%
3Y*
20.42%
5Y*
12.16%
10Y*
13.94%
ALL TIME*
13.88%

ALTL

1D
2.45%
1M
-2.96%
6M
7.29%
YTD
10.19%
1Y
22.37%
3Y*
9.08%
5Y*
3.20%
10Y*
—
ALL TIME*
13.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

ALTL

Pacer Lunt Large Cap Alternator ETF
$331.13K$470.79K$348.14K

ESGG

FlexShares STOXX Global ESG Select Index Fund
$88.70K$102.70K$84.24K

ESGG vs. ALTL - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
ESGG
FlexShares STOXX Global ESG Select Index Fund		14.95%24.01%14.48%25.57%-18.66%23.76%23.66%
ALTL
Pacer Lunt Large Cap Alternator ETF		10.19%16.61%12.30%-15.85%-10.67%45.30%35.38%

Correlation

The correlation between ESGG and ALTL is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.67

Correlation (3Y)
Balances recent behavior with more history.

0.64

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.70

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2020

0.69

The correlation between ESGG and ALTL has been stable across timeframes, ranging from 0.64 to 0.70 - a consistent structural relationship.

ESGG vs. ALTL - Sectors Allocation Comparison

Sectors
ESGG
ALTL

Technology

40.0%
46.6%

Financial Services

19.5%
12.4%

Healthcare

14.1%
5.6%

Industrials

6.8%
15.8%

Consumer Defensive

5.4%
0.8%

Consumer Cyclical

4.4%
12.4%

Energy

4.2%
0.7%

Basic Materials

2.0%
2.1%

Utilities

1.4%
2.3%

Communication Services

1.3%
2.1%

Real Estate

1.1%
14.8%

Technology

ESGG
40.0%
ALTL
46.6%

Financial Services

ESGG
19.5%
ALTL
12.4%

Healthcare

ESGG
14.1%
ALTL
5.6%

Industrials

ESGG
6.8%
ALTL
15.8%

Consumer Defensive

ESGG
5.4%
ALTL
0.8%

Consumer Cyclical

ESGG
4.4%
ALTL
12.4%

Energy

ESGG
4.2%
ALTL
0.7%

Basic Materials

ESGG
2.0%
ALTL
2.1%

Utilities

ESGG
1.4%
ALTL
2.3%

Communication Services

ESGG
1.3%
ALTL
2.1%

Real Estate

ESGG
1.1%
ALTL
14.8%

Compare stocks, funds, or ETFs

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

FlexShares STOXX Global ESG Select Index Fund

Pacer Lunt Large Cap Alternator ETF

Often compared with ESGG:
ESGG vs. GGRG.LESGG vs. GGRO.TOESGG vs. CGWESGG vs. EFAXESGG vs. VUGESGG vs. VOOESGG vs. XLG
Often compared with ALTL:
ALTL vs. QTJLALTL vs. MSFTALTL vs. SPGPALTL vs. OMFLALTL vs. SPYALTL vs. SGOVALTL vs. VOO

Return for Risk

ESGG vs. ALTL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
ESGG
ESGG Risk / Return Rank: 8383
Overall Rank
ESGG Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ESGG Sortino Ratio Rank: 8585
Sortino Ratio Rank
ESGG Omega Ratio Rank: 8383
Omega Ratio Rank
ESGG Calmar Ratio Rank: 7979
Calmar Ratio Rank
ESGG Martin Ratio Rank: 8585
Martin Ratio Rank
ALTL
ALTL Risk / Return Rank: 4141
Overall Rank
ALTL Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ALTL Sortino Ratio Rank: 3737
Sortino Ratio Rank
ALTL Omega Ratio Rank: 3939
Omega Ratio Rank
ALTL Calmar Ratio Rank: 4343
Calmar Ratio Rank
ALTL Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ESGG vs. ALTL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX Global ESG Select Index Fund (ESGG) and Pacer Lunt Large Cap Alternator ETF (ALTL). 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.

ESGGALTLDifference
Sharpe ratioReturn per unit of total volatility
2.09
0.99

+1.10

Sortino ratioReturn per unit of downside risk
2.96
1.45

+1.51

Omega ratioGain probability vs. loss probability

1.37

1.19

+0.18

Calmar ratioReturn relative to maximum drawdown

3.01

1.58

+1.43

Martin ratioReturn relative to average drawdown

12.72

5.83

+6.90

ESGG vs. ALTL - Sharpe Ratio Comparison

The current ESGG Sharpe Ratio is 2.09, which is higher than the ALTL Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of ESGG and ALTL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

ESGG vs. ALTL - Drawdown Comparison

The maximum ESGG drawdown since its inception was -32.31%, roughly equal to the maximum ALTL drawdown of -31.91%. Use the drawdown chart below to compare losses from any high point for ESGG and ALTL.

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Drawdown Indicators

ESGGALTLDifference

Max Drawdown

Largest peak-to-trough decline

-32.31%

-31.91%

-0.40%

Max Drawdown (1Y)

Largest decline over 1 year

-9.16%

-14.23%

+5.07%

Max Drawdown (3Y)

Largest decline over 3 years

-16.71%

-20.08%

+3.37%

Max Drawdown (5Y)

Largest decline over 5 years

-27.57%

-31.91%

+4.34%

Max Drawdown (10Y)

Largest decline over 10 years

-32.31%

—

—

Current Drawdown

Current decline from peak

-0.29%

-8.60%

+8.31%

Average Drawdown

Average peak-to-trough decline

-4.61%

-11.42%

+6.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

3.85%

-1.68%

Volatility

ESGG vs. ALTL - Volatility Comparison

The current volatility for FlexShares STOXX Global ESG Select Index Fund (ESGG) is 4.19%, while Pacer Lunt Large Cap Alternator ETF (ALTL) has a volatility of 9.42%. This indicates that ESGG experiences smaller price fluctuations and is considered to be less risky than ALTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ESGGALTLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

9.42%

-5.23%

Volatility (6M)

Calculated over the trailing 6-month period

11.16%

17.73%

-6.57%

Volatility (1Y)

Calculated over the trailing 1-year period

13.24%

22.67%

-9.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

19.53%

-3.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

20.75%

-4.20%

ESGG vs. ALTL - Expense Ratio Comparison

ESGG has a 0.42% expense ratio, which is lower than ALTL's 0.60% expense ratio.

Dividends

ESGG vs. ALTL - Dividend Comparison

ESGG's dividend yield for the trailing twelve months is around 1.28%, more than ALTL's 0.93% yield.

PositionTTM2025202420232022202120202019201820172016
ALTL
Pacer Lunt Large Cap Alternator ETF		0.93%0.95%1.56%1.28%1.23%1.06%0.75%0.00%0.00%0.00%0.00%
ESGG
FlexShares STOXX Global ESG Select Index Fund		1.28%1.39%1.84%1.73%1.83%1.34%1.36%1.94%2.12%1.71%0.87%

Frequently Asked Questions

ESGG and ALTL have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALTL has higher volatility (9.42%) compared to ESGG (4.19%). In terms of maximum drawdown, ESGG dropped -32.31% vs ALTL's -31.91%.

On 5-year performance, ESGG leads with 12.16% vs 3.20% for ALTL. On fees, ESGG is cheaper at 0.42% per year. On volatility, ESGG has been the lower-risk option at 4.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ESGG has performed better with a 12.16% return vs 3.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ESGG is cheaper with a 0.42% expense ratio, compared with 0.60% for ALTL.

ESGG has the higher dividend yield at 1.28%, compared with 0.93% for ALTL.

ESGG tracks STOXX Global ESG Select KPIs Index, while ALTL tracks Lunt Capital US Large Cap Equity Rotation Index. They also come from different issuers: Northern Trust and Pacer. Their fees differ too: 0.42% for ESGG and 0.60% for ALTL.

ESGG currently has the higher Sharpe Ratio (2.09 vs 0.99), 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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