ESGN vs. ORBX
ESGN (Columbia Sustainable International Equity Income ETF) and ORBX (Global X Space Tech ETF) are both exchange-traded funds - ESGN is a Foreign Large Cap Equities fund tracking the MSCI Beta ADV Sust Intl Equity Income 100, while ORBX is a Aerospace & Defense fund tracking the Global X Space Tech Index. Both are passively managed. At a 0.44 correlation, their price movements are largely independent. ESGN charges 0.45%/yr vs 0.50%/yr for ORBX.
Performance
ESGN vs. ORBX - Performance Comparison
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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*
- —
ESGN vs. ORBX - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ESGN Columbia Sustainable International Equity Income ETF | -1.57% |
ORBX Global X Space Tech ETF | 22.02% |
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
ESGN
ORBX
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.
| ESGN | ORBX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.93 | — | — |
Sortino ratioReturn per unit of downside risk | 2.67 | — | — |
Omega ratioGain probability vs. loss probability | 1.35 | — | — |
Calmar ratioReturn relative to maximum drawdown | 2.71 | — | — |
Martin ratioReturn relative to average drawdown | 9.97 | — | — |
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 | ORBX | Difference | |
|---|---|---|---|
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
| ESGN | ORBX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.77% | -18.53% | +14.76% |
Average DrawdownAverage peak-to-trough decline | -7.06% | -5.01% | -2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | — | — |
Volatility
ESGN vs. ORBX - Volatility Comparison
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Volatility by Period
| ESGN | ORBX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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