PortfoliosLab logoPortfoliosLab logo
ESGG vs. FITZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESGG vs. FITZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares STOXX Global ESG Select Index Fund (ESGG) and Fitz-Gerald Must Have Portfolio ETF (FITZ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


ESGG

1D
-0.23%
1M
7.00%
YTD
14.46%
6M
16.02%
1Y
30.93%
3Y*
21.54%
5Y*
12.73%
10Y*

FITZ

1D
-0.20%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGG vs. FITZ - Yearly Performance Comparison


Correlation

The correlation between ESGG and FITZ is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 29, 2026

0.80

Compare stocks, funds, or ETFs

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


Return for Risk

ESGG vs. FITZ — 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

FITZ
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. FITZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX Global ESG Select Index Fund (ESGG) and Fitz-Gerald Must Have Portfolio ETF (FITZ). 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.


ESGGFITZDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.46

Calmar ratioReturn relative to maximum drawdown

3.39

Martin ratioReturn relative to average drawdown

15.15

ESGG vs. FITZ - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


ESGGFITZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

-7.29

+8.15

Drawdowns

ESGG vs. FITZ - Drawdown Comparison

The maximum ESGG drawdown since its inception was -32.31%, which is greater than FITZ's maximum drawdown of -1.97%. Use the drawdown chart below to compare losses from any high point for ESGG and FITZ.


Loading charts...

Drawdown Indicators


ESGGFITZDifference

Max Drawdown

Largest peak-to-trough decline

-32.31%

-1.97%

-30.34%

Max Drawdown (1Y)

Largest decline over 1 year

-9.16%

Max Drawdown (3Y)

Largest decline over 3 years

-16.71%

Max Drawdown (5Y)

Largest decline over 5 years

-27.57%

Current Drawdown

Current decline from peak

-0.71%

-1.97%

+1.26%

Average Drawdown

Average peak-to-trough decline

-4.66%

-1.08%

-3.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

Volatility

ESGG vs. FITZ - Volatility Comparison


Loading charts...

Volatility by Period


ESGGFITZDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

Volatility (6M)

Calculated over the trailing 6-month period

9.68%

Volatility (1Y)

Calculated over the trailing 1-year period

12.05%

8.74%

+3.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.03%

8.74%

+7.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.50%

8.74%

+7.76%

ESGG vs. FITZ - Expense Ratio Comparison

ESGG has a 0.42% expense ratio, which is lower than FITZ's 0.75% expense ratio.


Dividends

ESGG vs. FITZ - Dividend Comparison

ESGG's dividend yield for the trailing twelve months is around 1.22%, while FITZ has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
ESGG
FlexShares STOXX Global ESG Select Index Fund
1.22%1.39%1.84%1.73%1.83%1.34%1.36%1.94%2.12%1.71%0.87%
FITZ
Fitz-Gerald Must Have Portfolio ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ESGG and FITZ have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESGG is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESGG is cheaper with a 0.42% expense ratio, compared with 0.75% for FITZ.

ESGG has the higher dividend yield at 1.22%, compared with 0.00% for FITZ.

They also come from different issuers: Northern Trust and Nicholas. Their fees differ too: 0.42% for ESGG and 0.75% for FITZ.

Portfolio Optimizer

Find the right allocation for ESGG and FITZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer