ESGN vs. DIAL
ESGN (Columbia Sustainable International Equity Income ETF) and DIAL (Columbia Diversified Fixed Income Allocation ETF) are both exchange-traded funds - ESGN is a Dividend fund tracking the MSCI Beta ADV Sust Intl Equity Income 100, while DIAL is a Multisector Bonds fund tracking the Bloomberg Beta Advantage Multi-Sector Bond Index. Both are passively managed. Over the past 5 years, ESGN returned 13.46%/yr vs 0.24%/yr for DIAL. Their 0.30 correlation means their historical movements had little consistent relationship. ESGN charges 0.45%/yr vs 0.29%/yr for DIAL.
Performance
ESGN vs. DIAL - Performance Comparison
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Returns By Period
In the year-to-date period, ESGN achieves a 12.10% return, which is significantly higher than DIAL's 0.09% return.
ESGN
- 1D
- -0.61%
- 1M
- 4.84%
- 6M
- 7.09%
- YTD
- 12.10%
- 1Y
- 28.80%
- 3Y*
- 20.29%
- 5Y*
- 13.46%
- 10Y*
- 9.92%
- ALL TIME*
- 10.16%
DIAL
- 1D
- -0.17%
- 1M
- -1.10%
- 6M
- -0.48%
- YTD
- 0.09%
- 1Y
- 3.35%
- 3Y*
- 5.58%
- 5Y*
- 0.24%
- 10Y*
- —
- ALL TIME*
- 2.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $608.84K | $1.33M | $1.24M | |
| $606.92K | $766.57K | $703.44K |
ESGN vs. DIAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESGN Columbia Sustainable International Equity Income ETF | 12.10% | 39.85% | 6.02% | 20.88% | -5.95% | 10.18% | -0.52% | 15.83% | -18.30% | 3.73% |
DIAL Columbia Diversified Fixed Income Allocation ETF | 0.09% | 9.93% | 1.69% | 8.54% | -16.13% | -1.14% | 9.08% | 14.05% | -1.98% | 0.15% |
Correlation
The correlation between ESGN and DIAL is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.47 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.47 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2017 | 0.30 |
Over the past year, ESGN and DIAL have become more correlated (0.55) than their long-term average of 0.30, meaning their price movements have been converging.
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Return for Risk
ESGN vs. DIAL — Risk / Return Rank
ESGN
DIAL
ESGN vs. DIAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Sustainable International Equity Income ETF (ESGN) and Columbia Diversified Fixed Income Allocation ETF (DIAL). 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.
| ESGN | DIAL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.17 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 1.20 | +1.80 |
| Martin ratioReturn relative to average drawdown | 9.69 | 4.26 | +5.43 |
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Drawdowns
ESGN vs. DIAL - Drawdown Comparison
The maximum ESGN drawdown since its inception was -41.71%, which is greater than DIAL's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for ESGN and DIAL.
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Drawdown Indicators
| ESGN | DIAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.71% | -22.19% | -19.52% |
Max Drawdown (1Y)Largest decline over 1 year | -9.56% | -3.34% | -6.22% |
Max Drawdown (3Y)Largest decline over 3 years | -14.38% | -5.80% | -8.58% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -22.19% | -2.32% |
Max Drawdown (10Y)Largest decline over 10 years | -41.71% | — | — |
Current DrawdownCurrent decline from peak | -0.61% | -1.66% | +1.05% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -5.46% | -1.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 0.94% | +2.02% |
Volatility
ESGN vs. DIAL - Volatility Comparison
Columbia Sustainable International Equity Income ETF (ESGN) has a higher volatility of 4.27% compared to Columbia Diversified Fixed Income Allocation ETF (DIAL) at 1.10%. This indicates that ESGN's price experiences larger fluctuations and is considered to be riskier than DIAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGN | DIAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 1.10% | +3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 11.47% | 3.45% | +8.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.57% | 4.15% | +9.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.33% | 7.05% | +8.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 6.99% | +9.38% |
ESGN vs. DIAL - Expense Ratio Comparison
ESGN has a 0.45% expense ratio, which is higher than DIAL's 0.29% expense ratio.
Dividends
ESGN vs. DIAL - Dividend Comparison
ESGN's dividend yield for the trailing twelve months is around 9.31%, more than DIAL's 5.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DIAL Columbia Diversified Fixed Income Allocation ETF | 4.70% | 4.81% | 4.67% | 3.77% | 3.47% | 2.46% | 2.61% | 3.27% | 3.56% | 0.65% | 0.00% |
ESGN Columbia Sustainable International Equity Income ETF | 9.31% | 9.76% | 3.11% | 3.27% | 3.57% | 3.43% | 2.64% | 3.34% | 7.25% | 4.63% | 2.52% |
Frequently Asked Questions
ESGN and DIAL have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ESGN has higher volatility (4.27%) compared to DIAL (1.10%). In terms of maximum drawdown, ESGN dropped -41.71% vs DIAL's -22.19%.
On 5-year performance, ESGN leads with 13.46% vs 0.24% for DIAL. On fees, DIAL is cheaper at 0.29% per year. On volatility, DIAL has been the lower-risk option at 1.10%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ESGN has performed better with a 13.46% return vs 0.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DIAL is cheaper with a 0.29% expense ratio, compared with 0.45% for ESGN.
ESGN has the higher dividend yield at 9.31%, compared with 4.70% for DIAL.
ESGN is categorized as Dividend, while DIAL is Multisector Bonds. ESGN tracks MSCI Beta ADV Sust Intl Equity Income 100, while DIAL tracks Bloomberg Beta Advantage Multi-Sector Bond Index. Their fees differ too: 0.45% for ESGN and 0.29% for DIAL.
ESGN currently has the higher Sharpe Ratio (2.12 vs 0.97), 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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