ESGG vs. GRW

Last updated Jun 24, 2026

ESGG (FlexShares STOXX Global ESG Select Index Fund) and GRW (TCW Durable Growth ETF) are both Large Cap Growth Equities funds. ESGG is passively managed, while GRW is actively managed. A 0.69 correlation means they provide meaningful diversification when combined. ESGG charges 0.42%/yr vs 0.75%/yr for GRW.

Performance

ESGG vs. GRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares STOXX Global ESG Select Index Fund (ESGG) and TCW Durable Growth ETF (GRW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

ESGG

• 1D: -1.68%
• 1M: 1.23%
• YTD: 12.47%
• 6M: 12.09%
• 1Y: 27.53%
• 3Y*: 20.59%
• 5Y*: 12.18%
• 10Y*: —

GRW

• 1D: -0.89%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ESGG vs. GRW - Yearly Performance Comparison

	2026 (YTD)
ESGG FlexShares STOXX Global ESG Select Index Fund	0.33%
GRW TCW Durable Growth ETF	1.71%

Correlation

The correlation between ESGG and GRW is 0.69, 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	0.69

ESGG vs. GRW - Sectors Allocation Comparison

Sectors	ESGG	GRW
Technology	40.5%	26.0%
Financial Services	19.5%	8.6%
Healthcare	13.1%	3.6%
Industrials	6.6%	39.6%
Consumer Defensive	5.4%	-
Consumer Cyclical	4.7%	7.4%
Energy	3.8%	-
Basic Materials	2.2%	3.8%
Utilities	1.4%	-
Real Estate	1.4%	-
Communication Services	1.4%	7.8%

Return for Risk

ESGG vs. GRW — Risk / Return Rank

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

ESGG

ESGG Risk / Return Rank: 71
ESGG Sharpe Ratio Rank: 72
ESGG Sortino Ratio Rank: 72
ESGG Omega Ratio Rank: 70
ESGG Calmar Ratio Rank: 65
ESGG Martin Ratio Rank: 74

GRW

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. GRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX Global ESG Select Index Fund (ESGG) and TCW Durable Growth ETF (GRW). 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	GRW	Difference
Sharpe ratio: Return per unit of total volatility	2.16	—	—
Sortino ratio: Return per unit of downside risk	3.01	—	—
Omega ratio: Gain probability vs. loss probability	1.39	—	—
Calmar ratio: Return relative to maximum drawdown	3.02	—	—
Martin ratio: Return relative to average drawdown	13.01	—	—

Drawdowns

ESGG vs. GRW - Drawdown Comparison

The maximum ESGG drawdown since its inception was -32.31%, which is greater than GRW's maximum drawdown of -3.83%. Use the drawdown chart below to compare losses from any high point for ESGG and GRW.

Drawdown Indicators

	ESGG	GRW	Difference
Max Drawdown Largest peak-to-trough decline	-32.31%	-3.83%	-28.48%
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	-2.43%	-2.25%	-0.18%
Average Drawdown Average peak-to-trough decline	-4.65%	-0.99%	-3.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.12%	—	—

Volatility

Volatility by Period

	ESGG	GRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.30%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.68%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.80%	19.15%	-6.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.15%	19.15%	-3.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.53%	19.15%	-2.62%

ESGG vs. GRW - Expense Ratio Comparison

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

Dividends

ESGG vs. GRW - Dividend Comparison

ESGG's dividend yield for the trailing twelve months is around 1.31%, while GRW 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	1.31%	1.39%	1.84%	1.73%	1.83%	1.34%	1.36%	1.94%	2.12%	1.71%	0.87%
GRW TCW Durable Growth 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

Can I hold both ESGG and GRW in my portfolio?

ESGG and GRW have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ESGG or GRW?

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.

Which ETF is cheaper, ESGG or GRW?

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

Which ETF pays a higher dividend yield, ESGG or GRW?

ESGG has the higher dividend yield at 1.31%, compared with 0.00% for GRW.

What is the main difference between ESGG and GRW?

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