ESGR vs. ESGE

Last updated Apr 1, 2026

Compare and contrast key facts about Enstar Group Limited (ESGR) and iShares ESG Aware MSCI EM ETF (ESGE).

ESGE is a passively managed fund by iShares that tracks the performance of the MSCI EM Extended ESG Focus Index. It was launched on Jun 28, 2016.

Performance

ESGR vs. ESGE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enstar Group Limited (ESGR) and iShares ESG Aware MSCI EM ETF (ESGE). The values are adjusted to include any dividend payments, if applicable.

ESGR vs. ESGE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ESGR Enstar Group Limited	0.00%	4.92%	9.41%	27.40%	-6.68%	20.84%	-0.95%	23.45%	-16.53%	1.54%
ESGE iShares ESG Aware MSCI EM ETF	3.69%	35.86%	6.63%	9.51%	-22.41%	-2.87%	18.60%	20.37%	-15.24%	38.86%

Returns By Period

ESGR

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ESGE

• 1D: 0.73%
• 1M: -6.89%
• YTD: 3.69%
• 6M: 6.42%
• 1Y: 34.05%
• 3Y*: 16.25%
• 5Y*: 3.55%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ESGR vs. ESGE — Risk / Return Rank

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

ESGE

ESGE Risk / Return Rank: 83
ESGE Sharpe Ratio Rank: 83
ESGE Sortino Ratio Rank: 84
ESGE Omega Ratio Rank: 82
ESGE Calmar Ratio Rank: 82
ESGE Martin Ratio Rank: 82

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.

ESGR vs. ESGE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enstar Group Limited (ESGR) and iShares ESG Aware MSCI EM ETF (ESGE). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	ESGR	ESGE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.67	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.19	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.39	—

Correlation

The correlation between ESGR and ESGE is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ESGR vs. ESGE - Dividend Comparison

ESGR has not paid dividends to shareholders, while ESGE's dividend yield for the trailing twelve months is around 2.41%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
ESGR Enstar Group Limited	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ESGE iShares ESG Aware MSCI EM ETF	2.41%	2.50%	2.41%	2.64%	2.68%	2.66%	1.31%	2.59%	2.19%	1.86%	0.27%

Drawdowns

Drawdown Indicators

	ESGR	ESGE	Difference
Max Drawdown Largest peak-to-trough decline	—	-41.07%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-13.90%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-39.26%	—
Current Drawdown Current decline from peak	—	-9.97%	—
Average Drawdown Average peak-to-trough decline	—	-14.68%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.57%	—

Volatility

Volatility by Period

	ESGR	ESGE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.65%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.23%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	20.44%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	18.62%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	19.77%	—