ESGU vs. AVUV
Compare and contrast key facts about iShares ESG MSCI USA ETF (ESGU) and Avantis U.S. Small Cap Value ETF (AVUV).
ESGU and AVUV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESGU is a passively managed fund by iShares that tracks the performance of the MSCI USA ESG Focus Index. It was launched on Dec 1, 2016. AVUV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESGU or AVUV.
Key characteristics
| ESGU | AVUV | |
|---|---|---|
| YTD Return | 20.44% | 7.07% |
| 1Y Return | 32.94% | 22.89% |
| 3Y Return (Ann) | 6.83% | 6.31% |
| 5Y Return (Ann) | 14.71% | 14.27% |
| Sharpe Ratio | 2.78 | 1.25 |
| Sortino Ratio | 3.70 | 1.86 |
| Omega Ratio | 1.52 | 1.23 |
| Calmar Ratio | 3.51 | 2.35 |
| Martin Ratio | 18.05 | 6.15 |
| Ulcer Index | 1.90% | 4.19% |
| Daily Std Dev | 12.33% | 20.48% |
| Max Drawdown | -33.87% | -49.42% |
| Current Drawdown | -2.55% | -4.35% |
Correlation
The correlation between ESGU and AVUV is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ESGU vs. AVUV - Performance Comparison
In the year-to-date period, ESGU achieves a 20.44% return, which is significantly higher than AVUV's 7.07% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ESGU vs. AVUV - Expense Ratio Comparison
ESGU has a 0.15% expense ratio, which is lower than AVUV's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
ESGU vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA ETF (ESGU) and Avantis U.S. Small Cap Value ETF (AVUV). 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
ESGU vs. AVUV - Dividend Comparison
ESGU's dividend yield for the trailing twelve months is around 1.16%, less than AVUV's 1.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
ESGU iShares ESG MSCI USA ETF | 1.16% | 1.43% | 1.58% | 1.06% | 1.27% | 1.32% | 1.81% | 1.82% |
AVUV Avantis U.S. Small Cap Value ETF | 1.64% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% |
Drawdowns
ESGU vs. AVUV - Drawdown Comparison
The maximum ESGU drawdown since its inception was -33.87%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for ESGU and AVUV. For additional features, visit the drawdowns tool.
Volatility
ESGU vs. AVUV - Volatility Comparison
The current volatility for iShares ESG MSCI USA ETF (ESGU) is 3.24%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 4.27%. This indicates that ESGU experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.