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ESGN vs. ORBX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESGN vs. ORBX - Performance Comparison

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

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Returns By Period


ESGN

1D
-0.99%
1M
1.18%
YTD
7.02%
6M
10.22%
1Y
25.77%
3Y*
19.65%
5Y*
11.72%
10Y*

ORBX

1D
-7.31%
1M
23.50%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGN vs. ORBX - Yearly Performance Comparison


Correlation

The correlation between ESGN and ORBX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 16, 2026

0.44

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Return for Risk

ESGN vs. ORBX — Risk / Return Rank

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

ESGN
ESGN Risk / Return Rank: 5757
Overall Rank
ESGN Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
ESGN Sortino Ratio Rank: 5656
Sortino Ratio Rank
ESGN Omega Ratio Rank: 5757
Omega Ratio Rank
ESGN Calmar Ratio Rank: 5555
Calmar Ratio Rank
ESGN Martin Ratio Rank: 5858
Martin Ratio Rank

ORBX
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. ORBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Sustainable International Equity Income ETF (ESGN) and Global X Space Tech ETF (ORBX). 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.


ESGNORBXDifference

Sharpe ratio

Return per unit of total volatility

1.93

Sortino ratio

Return per unit of downside risk

2.67

Omega ratio

Gain probability vs. loss probability

1.35

Calmar ratio

Return relative to maximum drawdown

2.71

Martin ratio

Return relative to average drawdown

9.97

ESGN vs. ORBX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ESGNORBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

4.31

-3.71

Drawdowns

ESGN vs. ORBX - Drawdown Comparison

The maximum ESGN drawdown since its inception was -41.71%, which is greater than ORBX's maximum drawdown of -18.53%. Use the drawdown chart below to compare losses from any high point for ESGN and ORBX.


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Drawdown Indicators


ESGNORBXDifference

Max Drawdown

Largest peak-to-trough decline

-41.71%

-18.53%

-23.18%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

Max Drawdown (3Y)

Largest decline over 3 years

-14.38%

Max Drawdown (5Y)

Largest decline over 5 years

-24.51%

Current Drawdown

Current decline from peak

-3.77%

-18.53%

+14.76%

Average Drawdown

Average peak-to-trough decline

-7.06%

-5.01%

-2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

Volatility

ESGN vs. ORBX - Volatility Comparison


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Volatility by Period


ESGNORBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

Volatility (6M)

Calculated over the trailing 6-month period

10.62%

Volatility (1Y)

Calculated over the trailing 1-year period

13.48%

79.41%

-65.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.30%

79.41%

-64.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.31%

79.41%

-63.10%

ESGN vs. ORBX - Expense Ratio Comparison

ESGN has a 0.45% expense ratio, which is lower than ORBX's 0.50% expense ratio.


Dividends

ESGN vs. ORBX - Dividend Comparison

ESGN's dividend yield for the trailing twelve months is around 9.22%, while ORBX has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
ESGN
Columbia Sustainable International Equity Income ETF
9.22%9.76%3.11%3.27%3.57%3.43%2.64%3.34%7.25%4.63%2.52%
ORBX
Global X Space Tech ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ESGN and ORBX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESGN is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESGN is cheaper with a 0.45% expense ratio, compared with 0.50% for ORBX.

ESGN has the higher dividend yield at 9.22%, compared with 0.00% for ORBX.

ESGN is categorized as Foreign Large Cap Equities, while ORBX is Aerospace & Defense. ESGN tracks MSCI Beta ADV Sust Intl Equity Income 100, while ORBX tracks Global X Space Tech Index. They also come from different issuers: Ameriprise Financial and Global X. Their fees differ too: 0.45% for ESGN and 0.50% for ORBX.

Portfolio Optimizer

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