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ESGG vs. BIBL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESGG vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares STOXX Global ESG Select Index Fund (ESGG) and Inspire 100 ETF (BIBL). 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 14.72% return, which is significantly lower than BIBL's 23.84% return.


ESGG

1D
-0.48%
1M
8.86%
YTD
14.72%
6M
16.28%
1Y
31.41%
3Y*
21.51%
5Y*
12.78%
10Y*

BIBL

1D
0.42%
1M
5.68%
YTD
23.84%
6M
22.77%
1Y
40.34%
3Y*
22.20%
5Y*
10.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGG vs. BIBL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ESGG
FlexShares STOXX Global ESG Select Index Fund
14.72%24.01%14.48%25.57%-18.66%23.76%17.32%29.10%-8.44%3.37%
BIBL
Inspire 100 ETF
23.84%17.27%12.49%17.87%-23.26%27.44%22.62%29.68%-7.64%4.38%

Correlation

The correlation between ESGG and BIBL is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2017

0.85

The correlation between ESGG and BIBL has been stable across timeframes, ranging from 0.78 to 0.88 - a consistent structural relationship.

ESGG vs. BIBL - Sectors Allocation Comparison


Sectors
ESGG
BIBL

Technology

39.9%
30.1%

Financial Services

19.4%
8.3%

Healthcare

11.8%
4.3%

Industrials

5.2%
26.8%

Consumer Defensive

5.0%
0.5%

Energy

4.3%
6.9%

Consumer Cyclical

4.0%
0.3%

Basic Materials

2.4%
4.2%

Utilities

2.1%
3.5%

Real Estate

1.2%
14.7%

Communication Services

0.9%

-

Technology

ESGG
39.9%
BIBL
30.1%

Financial Services

ESGG
19.4%
BIBL
8.3%

Healthcare

ESGG
11.8%
BIBL
4.3%

Industrials

ESGG
5.2%
BIBL
26.8%

Consumer Defensive

ESGG
5.0%
BIBL
0.5%

Energy

ESGG
4.3%
BIBL
6.9%

Consumer Cyclical

ESGG
4.0%
BIBL
0.3%

Basic Materials

ESGG
2.4%
BIBL
4.2%

Utilities

ESGG
2.1%
BIBL
3.5%

Real Estate

ESGG
1.2%
BIBL
14.7%

Communication Services

ESGG
0.9%
BIBL

-

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Return for Risk

ESGG vs. BIBL — Risk / Return Rank

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

ESGG
ESGG Risk / Return Rank: 7878
Overall Rank
ESGG Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ESGG Sortino Ratio Rank: 8282
Sortino Ratio Rank
ESGG Omega Ratio Rank: 7878
Omega Ratio Rank
ESGG Calmar Ratio Rank: 6969
Calmar Ratio Rank
ESGG Martin Ratio Rank: 7979
Martin Ratio Rank

BIBL
BIBL Risk / Return Rank: 8181
Overall Rank
BIBL Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 7878
Sortino Ratio Rank
BIBL Omega Ratio Rank: 7575
Omega Ratio Rank
BIBL Calmar Ratio Rank: 8484
Calmar Ratio Rank
BIBL Martin Ratio Rank: 8888
Martin Ratio Rank
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 vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX Global ESG Select Index Fund (ESGG) and Inspire 100 ETF (BIBL). 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.


ESGGBIBLDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.47

1.45

+0.01

Calmar ratioReturn relative to maximum drawdown

3.44

4.53

-1.09

Martin ratioReturn relative to average drawdown

15.38

19.63

-4.25

ESGG vs. BIBL - Sharpe Ratio Comparison

The current ESGG Sharpe Ratio is 2.62, which is comparable to the BIBL Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of ESGG and BIBL, 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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Sharpe Ratios by Period


ESGGBIBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

2.62

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.52

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.63

+0.23

Drawdowns

ESGG vs. BIBL - Drawdown Comparison

The maximum ESGG drawdown since its inception was -32.31%, smaller than the maximum BIBL drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for ESGG and BIBL.


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Drawdown Indicators


ESGGBIBLDifference

Max Drawdown

Largest peak-to-trough decline

-32.31%

-36.12%

+3.81%

Max Drawdown (1Y)

Largest decline over 1 year

-9.16%

-8.94%

-0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-16.71%

-20.60%

+3.89%

Max Drawdown (5Y)

Largest decline over 5 years

-27.57%

-30.85%

+3.28%

Current Drawdown

Current decline from peak

-0.48%

0.00%

-0.48%

Average Drawdown

Average peak-to-trough decline

-4.66%

-7.04%

+2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.06%

-0.01%

Volatility

ESGG vs. BIBL - Volatility Comparison

The current volatility for FlexShares STOXX Global ESG Select Index Fund (ESGG) is 3.76%, while Inspire 100 ETF (BIBL) has a volatility of 4.62%. This indicates that ESGG experiences smaller price fluctuations and is considered to be less risky than BIBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESGGBIBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.76%

4.62%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

9.67%

12.63%

-2.96%

Volatility (1Y)

Calculated over the trailing 1-year period

12.05%

15.47%

-3.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.04%

19.59%

-3.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.51%

21.08%

-4.57%

ESGG vs. BIBL - Expense Ratio Comparison

ESGG has a 0.42% expense ratio, which is higher than BIBL's 0.35% expense ratio.


Dividends

ESGG vs. BIBL - Dividend Comparison

ESGG's dividend yield for the trailing twelve months is around 1.21%, more than BIBL's 0.95% yield.


PositionTTM2025202420232022202120202019201820172016
BIBL
Inspire 100 ETF
0.95%1.01%0.92%1.02%0.98%17.87%1.67%1.30%1.49%0.31%0.00%
ESGG
FlexShares STOXX Global ESG Select Index Fund
1.21%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 BIBL have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BIBL has higher volatility (4.62%) compared to ESGG (3.76%). In terms of maximum drawdown, ESGG dropped -32.31% vs BIBL's -36.12%.

On 5-year performance, ESGG leads with 12.78% vs 10.11% for BIBL. On fees, BIBL is cheaper at 0.35% per year. On volatility, ESGG has been the lower-risk option at 3.76%. 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 12.78% return vs 10.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIBL is cheaper with a 0.35% expense ratio, compared with 0.42% for ESGG.

ESGG has the higher dividend yield at 1.21%, compared with 0.95% for BIBL.

ESGG tracks STOXX Global ESG Select KPIs Index, while BIBL tracks Inspire 100 Index. They also come from different issuers: Northern Trust and Inspire. Their fees differ too: 0.42% for ESGG and 0.35% for BIBL.

BIBL currently has the higher Sharpe Ratio (2.62 vs 2.62), 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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