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ESGG vs. ROUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ESGG vs. ROUS

Last updated Aug 4, 2026
Documentation

ESGG (FlexShares STOXX Global ESG Select Index Fund) and ROUS (Hartford Multifactor US Equity ETF) are both Large Cap Growth Equities funds - ESGG tracks the STOXX Global ESG Select KPIs Index while ROUS tracks the Hartford Multi-factor Large Cap Index. Both are passively managed. Over the past 10 years, ESGG returned 13.94%/yr vs 12.68%/yr for ROUS. Their 0.80 correlation means they have sometimes moved together and sometimes differently. ESGG charges 0.42%/yr vs 0.19%/yr for ROUS.

Performance

ESGG vs. ROUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares STOXX Global ESG Select Index Fund (ESGG) and Hartford Multifactor US Equity ETF (ROUS). 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 14.95% return, which is significantly lower than ROUS's 17.13% return. Over the past 10 years, ESGG has outperformed ROUS with an annualized return of 13.94%, while ROUS has yielded a comparatively lower 12.68% annualized return.

ESGG

1D
0.53%
1M
1.39%
6M
11.36%
YTD
14.95%
1Y
27.50%
3Y*
20.42%
5Y*
12.16%
10Y*
13.94%
ALL TIME*
13.88%

ROUS

1D
0.57%
1M
0.96%
6M
11.60%
YTD
17.13%
1Y
27.87%
3Y*
19.09%
5Y*
12.22%
10Y*
12.68%
ALL TIME*
11.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

ESGG

FlexShares STOXX Global ESG Select Index Fund
$88.70K$102.70K$84.24K

ROUS

Hartford Multifactor US Equity ETF
$3.40M$3.69M$3.28M

ESGG vs. ROUS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ESGG
FlexShares STOXX Global ESG Select Index Fund		14.95%24.01%14.48%25.57%-18.66%23.76%17.32%29.10%-8.44%23.60%
ROUS
Hartford Multifactor US Equity ETF		17.13%15.21%17.61%15.05%-9.65%27.33%6.61%23.94%-9.59%22.88%

Correlation

The correlation between ESGG and ROUS is 0.84, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.84

Correlation (3Y)
Balances recent behavior with more history.

0.86

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.88

Correlation (10Y)
Provides a long-term view across more market conditions.

0.80

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2016

0.80

The correlation between ESGG and ROUS has been stable across timeframes, ranging from 0.80 to 0.88 - a consistent structural relationship.

ESGG vs. ROUS - Sectors Allocation Comparison

Sectors
ESGG
ROUS

Technology

40.0%
35.2%

Financial Services

19.5%
11.1%

Healthcare

14.1%
11.1%

Industrials

6.8%
10.4%

Consumer Defensive

5.4%
5.4%

Consumer Cyclical

4.4%
9.1%

Energy

4.2%
2.7%

Basic Materials

2.0%
2.1%

Utilities

1.4%
3.7%

Communication Services

1.3%
6.3%

Real Estate

1.1%
2.2%

Technology

ESGG
40.0%
ROUS
35.2%

Financial Services

ESGG
19.5%
ROUS
11.1%

Healthcare

ESGG
14.1%
ROUS
11.1%

Industrials

ESGG
6.8%
ROUS
10.4%

Consumer Defensive

ESGG
5.4%
ROUS
5.4%

Consumer Cyclical

ESGG
4.4%
ROUS
9.1%

Energy

ESGG
4.2%
ROUS
2.7%

Basic Materials

ESGG
2.0%
ROUS
2.1%

Utilities

ESGG
1.4%
ROUS
3.7%

Communication Services

ESGG
1.3%
ROUS
6.3%

Real Estate

ESGG
1.1%
ROUS
2.2%

Compare stocks, funds, or ETFs

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

FlexShares STOXX Global ESG Select Index Fund

Hartford Multifactor US Equity ETF

Often compared with ESGG:
ESGG vs. GGRG.LESGG vs. GGRO.TOESGG vs. CGWESGG vs. EFAXESGG vs. VUGESGG vs. VOOESGG vs. XLG
Often compared with ROUS:
ROUS vs. PALCROUS vs. VFMFXROUS vs. VSMVROUS vs. DYNFROUS vs. OMFLROUS vs. QQQROUS vs. SPMO

Return for Risk

ESGG vs. ROUS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
ESGG
ESGG Risk / Return Rank: 8383
Overall Rank
ESGG Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
ESGG Sortino Ratio Rank: 8585
Sortino Ratio Rank
ESGG Omega Ratio Rank: 8383
Omega Ratio Rank
ESGG Calmar Ratio Rank: 7979
Calmar Ratio Rank
ESGG Martin Ratio Rank: 8585
Martin Ratio Rank
ROUS
ROUS Risk / Return Rank: 9292
Overall Rank
ROUS Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ROUS Sortino Ratio Rank: 9292
Sortino Ratio Rank
ROUS Omega Ratio Rank: 9090
Omega Ratio Rank
ROUS Calmar Ratio Rank: 9393
Calmar Ratio Rank
ROUS Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ESGG vs. ROUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX Global ESG Select Index Fund (ESGG) and Hartford Multifactor US Equity ETF (ROUS). 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.

ESGGROUSDifference
Sharpe ratioReturn per unit of total volatility
2.09
2.42

-0.33

Sortino ratioReturn per unit of downside risk
2.96
3.43

-0.47

Omega ratioGain probability vs. loss probability

1.37

1.43

-0.06

Calmar ratioReturn relative to maximum drawdown

3.01

4.69

-1.67

Martin ratioReturn relative to average drawdown

12.72

18.56

-5.83

ESGG vs. ROUS - Sharpe Ratio Comparison

The current ESGG Sharpe Ratio is 2.09, which is comparable to the ROUS Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of ESGG and ROUS, 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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Drawdowns

ESGG vs. ROUS - Drawdown Comparison

The maximum ESGG drawdown since its inception was -32.31%, smaller than the maximum ROUS drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for ESGG and ROUS.

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Drawdown Indicators

ESGGROUSDifference

Max Drawdown

Largest peak-to-trough decline

-32.31%

-35.51%

+3.20%

Max Drawdown (1Y)

Largest decline over 1 year

-9.16%

-5.97%

-3.19%

Max Drawdown (3Y)

Largest decline over 3 years

-16.71%

-15.81%

-0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-27.57%

-18.91%

-8.66%

Max Drawdown (10Y)

Largest decline over 10 years

-32.31%

-35.51%

+3.20%

Current Drawdown

Current decline from peak

-0.29%

-0.38%

+0.09%

Average Drawdown

Average peak-to-trough decline

-4.61%

-4.19%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

1.51%

+0.66%

Volatility

ESGG vs. ROUS - Volatility Comparison

FlexShares STOXX Global ESG Select Index Fund (ESGG) has a higher volatility of 4.19% compared to Hartford Multifactor US Equity ETF (ROUS) at 2.46%. This indicates that ESGG's price experiences larger fluctuations and is considered to be riskier than ROUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ESGGROUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

2.46%

+1.73%

Volatility (6M)

Calculated over the trailing 6-month period

11.16%

8.70%

+2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

13.24%

11.59%

+1.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

14.43%

+1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

16.92%

-0.37%

ESGG vs. ROUS - Expense Ratio Comparison

ESGG has a 0.42% expense ratio, which is higher than ROUS's 0.19% expense ratio.

Dividends

ESGG vs. ROUS - Dividend Comparison

ESGG's dividend yield for the trailing twelve months is around 1.28%, less than ROUS's 1.32% yield.

PositionTTM20252024202320222021202020192018201720162015
ESGG
FlexShares STOXX Global ESG Select Index Fund		1.28%1.39%1.84%1.73%1.83%1.34%1.36%1.94%2.12%1.71%0.87%0.00%
ROUS
Hartford Multifactor US Equity ETF		1.32%1.52%1.62%1.91%1.88%1.38%2.01%2.12%1.89%1.54%1.97%1.62%

Frequently Asked Questions

ESGG and ROUS have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ESGG has higher volatility (4.19%) compared to ROUS (2.46%). In terms of maximum drawdown, ESGG dropped -32.31% vs ROUS's -35.51%.

On 10-year performance, ESGG leads with 13.94% vs 12.68% for ROUS. On fees, ROUS is cheaper at 0.19% per year. On volatility, ROUS has been the lower-risk option at 2.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ESGG has performed better with a 13.94% return vs 12.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ROUS is cheaper with a 0.19% expense ratio, compared with 0.42% for ESGG.

ROUS has the higher dividend yield at 1.32%, compared with 1.28% for ESGG.

ESGG tracks STOXX Global ESG Select KPIs Index, while ROUS tracks Hartford Multi-factor Large Cap Index. They also come from different issuers: Northern Trust and Hartford. Their fees differ too: 0.42% for ESGG and 0.19% for ROUS.

ROUS currently has the higher Sharpe Ratio (2.42 vs 2.09), 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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