ESGS vs. GPSA.L
Compare and contrast key facts about Columbia Sustainable US Equity Income ETF (ESGS) and iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.L).
ESGS and GPSA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESGS is a passively managed fund by Ameriprise Financial that tracks the performance of the MSCI Beta ADV US Sustainable Equity Income100. It was launched on Jun 13, 2016. GPSA.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Oct 19, 2018. Both ESGS and GPSA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESGS or GPSA.L.
Key characteristics
| ESGS | GPSA.L | |
|---|---|---|
| YTD Return | 9.54% | 10.99% |
| 1Y Return | 23.46% | 29.78% |
| 3Y Return (Ann) | 8.50% | 13.52% |
| 5Y Return (Ann) | 13.90% | 9.71% |
| Sharpe Ratio | 2.30 | 0.89 |
| Daily Std Dev | 10.68% | 33.11% |
| Max Drawdown | -42.15% | -34.83% |
| Current Drawdown | -0.47% | -6.77% |
Correlation
The correlation between ESGS and GPSA.L 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.
Performance
ESGS vs. GPSA.L - Performance Comparison
In the year-to-date period, ESGS achieves a 9.54% return, which is significantly lower than GPSA.L's 10.99% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ESGS vs. GPSA.L - Expense Ratio Comparison
ESGS has a 0.35% expense ratio, which is higher than GPSA.L's 0.07% expense ratio.
Risk-Adjusted Performance
ESGS vs. GPSA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Sustainable US Equity Income ETF (ESGS) and iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.L). 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.
Dividends
ESGS vs. GPSA.L - Dividend Comparison
ESGS's dividend yield for the trailing twelve months is around 2.12%, while GPSA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
ESGS Columbia Sustainable US Equity Income ETF | 2.12% | 2.41% | 2.71% | 2.57% | 2.54% | 2.70% | 7.81% | 11.52% | 2.44% |
GPSA.L iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ESGS vs. GPSA.L - Drawdown Comparison
The maximum ESGS drawdown since its inception was -42.15%, which is greater than GPSA.L's maximum drawdown of -34.83%. Use the drawdown chart below to compare losses from any high point for ESGS and GPSA.L. For additional features, visit the drawdowns tool.
Volatility
ESGS vs. GPSA.L - Volatility Comparison
The current volatility for Columbia Sustainable US Equity Income ETF (ESGS) is 2.46%, while iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.L) has a volatility of 4.86%. This indicates that ESGS experiences smaller price fluctuations and is considered to be less risky than GPSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.