ESGN vs. EIS
Compare and contrast key facts about Columbia Sustainable International Equity Income ETF (ESGN) and iShares MSCI Israel ETF (EIS).
ESGN and EIS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESGN is a passively managed fund by Ameriprise Financial that tracks the performance of the MSCI Beta ADV Sust Intl Equity Income 100. It was launched on Jun 13, 2016. EIS is a passively managed fund by iShares that tracks the performance of the MSCI Israel Capped Investable Market Index (Net). It was launched on Mar 26, 2008. Both ESGN and EIS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ESGN vs. EIS - Performance Comparison
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ESGN vs. EIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESGN Columbia Sustainable International Equity Income ETF | 6.14% | 39.85% | 6.02% | 20.88% | -5.95% | 10.18% | -0.52% | 15.83% | -18.30% | 24.88% |
EIS iShares MSCI Israel ETF | 7.71% | 45.11% | 34.50% | 5.48% | -27.05% | 22.83% | 12.01% | 20.93% | -4.84% | 12.77% |
Returns By Period
In the year-to-date period, ESGN achieves a 6.14% return, which is significantly lower than EIS's 7.71% return.
ESGN
- 1D
- 1.13%
- 1M
- -2.53%
- YTD
- 6.14%
- 6M
- 14.00%
- 1Y
- 34.08%
- 3Y*
- 20.71%
- 5Y*
- 12.48%
- 10Y*
- —
EIS
- 1D
- 2.13%
- 1M
- -5.46%
- YTD
- 7.71%
- 6M
- 20.05%
- 1Y
- 59.54%
- 3Y*
- 31.40%
- 5Y*
- 14.28%
- 10Y*
- 11.08%
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ESGN vs. EIS - Expense Ratio Comparison
ESGN has a 0.45% expense ratio, which is lower than EIS's 0.59% expense ratio.
Return for Risk
ESGN vs. EIS — Risk / Return Rank
ESGN
EIS
ESGN vs. EIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Sustainable International Equity Income ETF (ESGN) and iShares MSCI Israel ETF (EIS). 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.
| ESGN | EIS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.02 | 2.53 | -0.51 |
Sortino ratioReturn per unit of downside risk | 2.69 | 3.40 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.44 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.96 | 5.00 | -2.03 |
Martin ratioReturn relative to average drawdown | 12.96 | 18.63 | -5.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESGN | EIS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.02 | 2.53 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.66 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.31 | +0.30 |
Correlation
The correlation between ESGN and EIS is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ESGN vs. EIS - Dividend Comparison
ESGN's dividend yield for the trailing twelve months is around 9.30%, more than EIS's 1.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGN Columbia Sustainable International Equity Income ETF | 9.30% | 9.76% | 3.11% | 3.27% | 3.57% | 3.43% | 2.64% | 3.34% | 7.25% | 4.63% | 2.52% | 0.00% |
EIS iShares MSCI Israel ETF | 1.33% | 1.44% | 1.38% | 1.39% | 1.66% | 1.04% | 0.16% | 2.06% | 0.87% | 2.02% | 1.78% | 2.55% |
Drawdowns
ESGN vs. EIS - Drawdown Comparison
The maximum ESGN drawdown since its inception was -41.71%, smaller than the maximum EIS drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for ESGN and EIS.
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Drawdown Indicators
| ESGN | EIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.71% | -51.94% | +10.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.52% | -12.40% | +0.88% |
Max Drawdown (5Y)Largest decline over 5 years | -24.51% | -41.88% | +17.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.88% | — |
Current DrawdownCurrent decline from peak | -4.56% | -5.82% | +1.26% |
Average DrawdownAverage peak-to-trough decline | -7.13% | -14.02% | +6.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 3.33% | -0.69% |
Volatility
ESGN vs. EIS - Volatility Comparison
The current volatility for Columbia Sustainable International Equity Income ETF (ESGN) is 6.51%, while iShares MSCI Israel ETF (EIS) has a volatility of 9.63%. This indicates that ESGN experiences smaller price fluctuations and is considered to be less risky than EIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGN | EIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.51% | 9.63% | -3.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.85% | 15.80% | -5.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.96% | 23.66% | -6.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.23% | 21.61% | -6.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 20.95% | -4.62% |