ESGG vs. FITZ
ESGG (FlexShares STOXX Global ESG Select Index Fund) and FITZ (Fitz-Gerald Must Have Portfolio ETF) are both Large Cap Growth Equities funds. ESGG is passively managed, while FITZ is actively managed. A 0.70 correlation means they provide meaningful diversification when combined. ESGG charges 0.42%/yr vs 0.75%/yr for FITZ.
Performance
ESGG vs. FITZ - Performance Comparison
Loading charts...
Returns By Period
ESGG
- 1D
- -0.89%
- 1M
- 0.70%
- 6M
- 11.57%
- YTD
- 13.53%
- 1Y
- 24.72%
- 3Y*
- 19.55%
- 5Y*
- 11.93%
- 10Y*
- 13.86%
FITZ
- 1D
- -0.60%
- 1M
- 0.93%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESGG vs. FITZ - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ESGG FlexShares STOXX Global ESG Select Index Fund | 1.27% |
FITZ Fitz-Gerald Must Have Portfolio ETF | -2.66% |
Correlation
The correlation between ESGG and FITZ is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 28, 2026 | 0.70 |
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
ESGG
FITZ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
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.
| ESGG | FITZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.34 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | — | — |
| Martin ratioReturn relative to average drawdown | 11.53 | — | — |
Loading charts...
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 -7.37%. Use the drawdown chart below to compare losses from any high point for ESGG and FITZ.
Loading charts...
Drawdown Indicators
| ESGG | FITZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.31% | -7.37% | -24.94% |
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% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.31% | — | — |
Current DrawdownCurrent decline from peak | -1.52% | -4.04% | +2.52% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -3.97% | -0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | — | — |
Volatility
ESGG vs. FITZ - Volatility Comparison
Loading charts...
Volatility by Period
| ESGG | FITZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.85% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.88% | 16.02% | -3.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.16% | 16.02% | +0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.51% | 16.02% | +0.49% |
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 1.30%, while FITZ has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ESGG FlexShares STOXX Global ESG Select Index Fund | 1.30% | 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 0.70, 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 1.30%, 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.
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