ESGU vs. DFAC
Compare and contrast key facts about iShares ESG MSCI USA ETF (ESGU) and Dimensional U.S. Core Equity 2 ETF (DFAC).
ESGU and DFAC 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. DFAC is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Jun 14, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESGU or DFAC.
Correlation
The correlation between ESGU and DFAC is 0.96, 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. DFAC - Performance Comparison
Key characteristics
ESGU:
1.77
DFAC:
1.55
ESGU:
2.40
DFAC:
2.17
ESGU:
1.32
DFAC:
1.29
ESGU:
2.68
DFAC:
2.41
ESGU:
10.91
DFAC:
8.17
ESGU:
2.10%
DFAC:
2.44%
ESGU:
12.96%
DFAC:
12.82%
ESGU:
-33.87%
DFAC:
-23.11%
ESGU:
-0.10%
DFAC:
-1.09%
Returns By Period
In the year-to-date period, ESGU achieves a 4.15% return, which is significantly lower than DFAC's 4.37% return.
ESGU
4.15%
1.91%
9.65%
24.34%
14.17%
N/A
DFAC
4.37%
1.78%
8.50%
21.26%
N/A
N/A
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ESGU vs. DFAC - Expense Ratio Comparison
ESGU has a 0.15% expense ratio, which is lower than DFAC's 0.19% 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. DFAC — Risk-Adjusted Performance Rank
ESGU
DFAC
ESGU vs. DFAC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA ETF (ESGU) and Dimensional U.S. Core Equity 2 ETF (DFAC). 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. DFAC - Dividend Comparison
ESGU's dividend yield for the trailing twelve months is around 1.14%, more than DFAC's 0.99% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|
ESGU iShares ESG MSCI USA ETF | 1.14% | 1.18% | 1.43% | 1.58% | 1.06% | 1.27% | 1.32% | 1.81% | 1.82% |
DFAC Dimensional U.S. Core Equity 2 ETF | 0.99% | 1.03% | 1.20% | 1.50% | 0.88% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ESGU vs. DFAC - Drawdown Comparison
The maximum ESGU drawdown since its inception was -33.87%, which is greater than DFAC's maximum drawdown of -23.11%. Use the drawdown chart below to compare losses from any high point for ESGU and DFAC. For additional features, visit the drawdowns tool.
Volatility
ESGU vs. DFAC - Volatility Comparison
iShares ESG MSCI USA ETF (ESGU) has a higher volatility of 3.12% compared to Dimensional U.S. Core Equity 2 ETF (DFAC) at 2.94%. This indicates that ESGU's price experiences larger fluctuations and is considered to be riskier than DFAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.