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ESGN vs. IPOS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESGN vs. IPOS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Sustainable International Equity Income ETF (ESGN) and Renaissance International IPO ETF (IPOS). The values are adjusted to include any dividend payments, if applicable.

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ESGN vs. IPOS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ESGN
Columbia Sustainable International Equity Income ETF
4.95%39.85%6.02%20.88%-5.95%10.18%-0.52%15.83%-18.30%24.88%
IPOS
Renaissance International IPO ETF
7.91%39.93%-12.34%-16.49%-33.46%-30.62%50.71%30.93%-22.33%36.83%

Returns By Period

In the year-to-date period, ESGN achieves a 4.95% return, which is significantly lower than IPOS's 7.91% return.


ESGN

1D
2.63%
1M
-5.63%
YTD
4.95%
6M
13.38%
1Y
32.70%
3Y*
20.25%
5Y*
12.22%
10Y*

IPOS

1D
3.24%
1M
-8.63%
YTD
7.91%
6M
4.10%
1Y
44.00%
3Y*
4.31%
5Y*
-12.01%
10Y*
0.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ESGN vs. IPOS - Expense Ratio Comparison

ESGN has a 0.45% expense ratio, which is lower than IPOS's 0.80% expense ratio.


Return for Risk

ESGN vs. IPOS — Risk / Return Rank

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

ESGN
ESGN Risk / Return Rank: 9090
Overall Rank
ESGN Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ESGN Sortino Ratio Rank: 9090
Sortino Ratio Rank
ESGN Omega Ratio Rank: 9191
Omega Ratio Rank
ESGN Calmar Ratio Rank: 8787
Calmar Ratio Rank
ESGN Martin Ratio Rank: 9090
Martin Ratio Rank

IPOS
IPOS Risk / Return Rank: 7979
Overall Rank
IPOS Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IPOS Sortino Ratio Rank: 7676
Sortino Ratio Rank
IPOS Omega Ratio Rank: 7979
Omega Ratio Rank
IPOS Calmar Ratio Rank: 8484
Calmar Ratio Rank
IPOS Martin Ratio Rank: 7474
Martin Ratio Rank
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.

ESGN vs. IPOS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Sustainable International Equity Income ETF (ESGN) and Renaissance International IPO ETF (IPOS). 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.


ESGNIPOSDifference

Sharpe ratio

Return per unit of total volatility

1.94

1.52

+0.42

Sortino ratio

Return per unit of downside risk

2.60

1.95

+0.65

Omega ratio

Gain probability vs. loss probability

1.40

1.30

+0.10

Calmar ratio

Return relative to maximum drawdown

2.73

2.49

+0.24

Martin ratio

Return relative to average drawdown

12.02

7.61

+4.41

ESGN vs. IPOS - Sharpe Ratio Comparison

The current ESGN Sharpe Ratio is 1.94, which is comparable to the IPOS Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of ESGN and IPOS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ESGNIPOSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

1.52

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

-0.46

+1.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

-0.00

+0.60

Correlation

The correlation between ESGN and IPOS is 0.50, 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. IPOS - Dividend Comparison

ESGN's dividend yield for the trailing twelve months is around 9.40%, more than IPOS's 0.88% yield.


TTM20252024202320222021202020192018201720162015
ESGN
Columbia Sustainable International Equity Income ETF
9.40%9.76%3.11%3.27%3.57%3.43%2.64%3.34%7.25%4.63%2.52%0.00%
IPOS
Renaissance International IPO ETF
0.88%1.04%0.93%0.33%0.00%0.00%0.25%0.89%1.12%0.87%1.73%1.08%

Drawdowns

ESGN vs. IPOS - Drawdown Comparison

The maximum ESGN drawdown since its inception was -41.71%, smaller than the maximum IPOS drawdown of -73.09%. Use the drawdown chart below to compare losses from any high point for ESGN and IPOS.


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Drawdown Indicators


ESGNIPOSDifference

Max Drawdown

Largest peak-to-trough decline

-41.71%

-73.09%

+31.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-17.17%

+5.63%

Max Drawdown (5Y)

Largest decline over 5 years

-24.51%

-70.33%

+45.82%

Max Drawdown (10Y)

Largest decline over 10 years

-73.09%

Current Drawdown

Current decline from peak

-5.63%

-54.15%

+48.52%

Average Drawdown

Average peak-to-trough decline

-7.13%

-31.77%

+24.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

5.62%

-3.00%

Volatility

ESGN vs. IPOS - Volatility Comparison

The current volatility for Columbia Sustainable International Equity Income ETF (ESGN) is 6.97%, while Renaissance International IPO ETF (IPOS) has a volatility of 17.95%. This indicates that ESGN experiences smaller price fluctuations and is considered to be less risky than IPOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESGNIPOSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.97%

17.95%

-10.98%

Volatility (6M)

Calculated over the trailing 6-month period

9.80%

23.95%

-14.15%

Volatility (1Y)

Calculated over the trailing 1-year period

16.96%

29.09%

-12.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.22%

26.49%

-11.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.33%

23.69%

-7.36%