ESGG vs. ITOT

Last updated Jun 4, 2026

ESGG (FlexShares STOXX Global ESG Select Index Fund) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both exchange-traded funds - ESGG is a Large Cap Growth Equities fund tracking the STOXX Global ESG Select KPIs Index, while ITOT is a Large Cap Blend Equities fund tracking the S&P Total Market Index. Both are passively managed. Over the past 5 years, ESGG returned 12.78%/yr vs 12.69%/yr for ITOT. Their correlation of 0.87 suggests significant overlap in exposure. ESGG charges 0.42%/yr vs 0.03%/yr for ITOT.

Performance

ESGG vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares STOXX Global ESG Select Index Fund (ESGG) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ESGG achieves a 14.72% return, which is significantly higher than ITOT's 11.25% return.

ESGG

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

ITOT

• 1D: -0.73%
• 1M: 5.01%
• YTD: 11.25%
• 6M: 11.12%
• 1Y: 28.12%
• 3Y*: 22.09%
• 5Y*: 12.69%
• 10Y*: 15.01%

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

ESGG vs. ITOT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%	23.60%
ITOT iShares Core S&P Total U.S. Stock Market ETF	11.25%	17.00%	23.80%	26.12%	-19.47%	25.68%	20.71%	30.67%	-5.33%	21.37%

Correlation

The correlation between ESGG and ITOT is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jul 15, 2016	0.87

The correlation between ESGG and ITOT has been stable across timeframes, ranging from 0.87 to 0.95 - a consistent structural relationship.

ESGG vs. ITOT - Sectors Allocation Comparison

Sectors	ESGG	ITOT
Technology	39.9%	33.8%
Financial Services	19.4%	12.1%
Healthcare	11.8%	9.0%
Industrials	5.2%	9.5%
Consumer Defensive	5.0%	4.7%
Energy	4.3%	3.7%
Consumer Cyclical	4.0%	10.1%
Basic Materials	2.4%	2.1%
Utilities	2.1%	2.3%
Real Estate	1.2%	2.4%
Communication Services	0.9%	10.3%

Return for Risk

ESGG vs. ITOT — Risk / Return Rank

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

ESGG

ESGG Risk / Return Rank: 78
ESGG Sharpe Ratio Rank: 80
ESGG Sortino Ratio Rank: 82
ESGG Omega Ratio Rank: 78
ESGG Calmar Ratio Rank: 69
ESGG Martin Ratio Rank: 79

ITOT

ITOT Risk / Return Rank: 68
ITOT Sharpe Ratio Rank: 69
ITOT Sortino Ratio Rank: 68
ITOT Omega Ratio Rank: 67
ITOT Calmar Ratio Rank: 63
ITOT Martin Ratio Rank: 75

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. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX Global ESG Select Index Fund (ESGG) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.

	ESGG	ITOT	Difference
Sharpe ratio: Return per unit of total volatility	2.62	2.32	+0.30
Sortino ratio: Return per unit of downside risk	3.69	3.17	+0.52
Omega ratio: Gain probability vs. loss probability	1.47	1.42	+0.05
Calmar ratio: Return relative to maximum drawdown	3.44	3.17	+0.27
Martin ratio: Return relative to average drawdown	15.38	14.57	+0.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESGG vs. ITOT - Sharpe Ratio Comparison

The current ESGG Sharpe Ratio is 2.62, which is comparable to the ITOT Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of ESGG and ITOT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ESGG	ITOT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.62	2.32	+0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.74	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	0.57	+0.29

Drawdowns

ESGG vs. ITOT - Drawdown Comparison

The maximum ESGG drawdown since its inception was -32.31%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for ESGG and ITOT.

Drawdown Indicators

	ESGG	ITOT	Difference
Max Drawdown Largest peak-to-trough decline	-32.31%	-55.20%	+22.89%
Max Drawdown (1Y) Largest decline over 1 year	-9.16%	-8.90%	-0.26%
Max Drawdown (3Y) Largest decline over 3 years	-16.71%	-19.44%	+2.73%
Max Drawdown (5Y) Largest decline over 5 years	-27.57%	-25.36%	-2.21%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-0.48%	-0.73%	+0.25%
Average Drawdown Average peak-to-trough decline	-4.66%	-6.97%	+2.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	1.94%	+0.11%

Volatility

ESGG vs. ITOT - Volatility Comparison

FlexShares STOXX Global ESG Select Index Fund (ESGG) has a higher volatility of 3.76% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 2.99%. This indicates that ESGG's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESGG	ITOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.76%	2.99%	+0.77%
Volatility (6M) Calculated over the trailing 6-month period	9.67%	9.13%	+0.54%
Volatility (1Y) Calculated over the trailing 1-year period	12.05%	12.20%	-0.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.04%	17.36%	-1.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.51%	18.26%	-1.75%

ESGG vs. ITOT - Expense Ratio Comparison

ESGG has a 0.42% expense ratio, which is higher than ITOT's 0.03% expense ratio.

Dividends

ESGG vs. ITOT - Dividend Comparison

ESGG's dividend yield for the trailing twelve months is around 1.21%, more than ITOT's 0.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%
ITOT iShares Core S&P Total U.S. Stock Market ETF	0.98%	1.11%	1.23%	1.47%	1.66%	1.18%	1.41%	1.88%	2.14%	1.69%	1.83%	2.01%

Frequently Asked Questions

Can I hold both ESGG and ITOT in my portfolio?

With a correlation of 0.94, ESGG and ITOT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, ESGG or ITOT?

ESGG has higher volatility (3.76%) compared to ITOT (2.99%). In terms of maximum drawdown, ESGG dropped -32.31% vs ITOT's -55.20%.

Which ETF is better, ESGG or ITOT?

On 5-year performance, ESGG leads with 12.78% vs 12.69% for ITOT. On fees, ITOT is cheaper at 0.03% per year. On volatility, ITOT has been the lower-risk option at 2.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ESGG or ITOT?

Over the 5-year period, ESGG has performed better with a 12.78% return vs 12.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ESGG or ITOT?

ITOT is cheaper with a 0.03% expense ratio, compared with 0.42% for ESGG.

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

ESGG has the higher dividend yield at 1.21%, compared with 0.98% for ITOT.

What is the main difference between ESGG and ITOT?

ESGG is categorized as Large Cap Growth Equities, while ITOT is Large Cap Blend Equities. ESGG tracks STOXX Global ESG Select KPIs Index, while ITOT tracks S&P Total Market Index. They also come from different issuers: Northern Trust and iShares. Their fees differ too: 0.42% for ESGG and 0.03% for ITOT.

Which has better risk-adjusted returns?

ESGG currently has the higher Sharpe Ratio (2.62 vs 2.32), 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.