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ESGU vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ESGU and IVV is 0.95, 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.


-0.50.00.51.01.0

Performance

ESGU vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG MSCI USA ETF (ESGU) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

160.00%170.00%180.00%190.00%200.00%210.00%220.00%JulyAugustSeptemberOctoberNovemberDecember
204.00%
207.32%
ESGU
IVV

Key characteristics

Sharpe Ratio

ESGU:

2.15

IVV:

2.25

Sortino Ratio

ESGU:

2.86

IVV:

2.98

Omega Ratio

ESGU:

1.40

IVV:

1.42

Calmar Ratio

ESGU:

3.20

IVV:

3.32

Martin Ratio

ESGU:

14.04

IVV:

14.68

Ulcer Index

ESGU:

1.95%

IVV:

1.90%

Daily Std Dev

ESGU:

12.76%

IVV:

12.43%

Max Drawdown

ESGU:

-33.87%

IVV:

-55.25%

Current Drawdown

ESGU:

-2.77%

IVV:

-2.52%

Returns By Period

The year-to-date returns for both investments are quite close, with ESGU having a 25.39% return and IVV slightly higher at 25.92%.


ESGU

YTD

25.39%

1M

0.28%

6M

9.62%

1Y

26.15%

5Y*

14.42%

10Y*

N/A

IVV

YTD

25.92%

1M

0.33%

6M

9.27%

1Y

26.64%

5Y*

14.77%

10Y*

13.05%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ESGU vs. IVV - Expense Ratio Comparison

ESGU has a 0.15% expense ratio, which is higher than IVV's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


ESGU
iShares ESG MSCI USA ETF
Expense ratio chart for ESGU: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

ESGU vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA ETF (ESGU) and iShares Core S&P 500 ETF (IVV). 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.


Sharpe ratio
The chart of Sharpe ratio for ESGU, currently valued at 2.15, compared to the broader market0.002.004.002.152.25
The chart of Sortino ratio for ESGU, currently valued at 2.86, compared to the broader market-2.000.002.004.006.008.0010.002.862.98
The chart of Omega ratio for ESGU, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.42
The chart of Calmar ratio for ESGU, currently valued at 3.20, compared to the broader market0.005.0010.0015.003.203.32
The chart of Martin ratio for ESGU, currently valued at 14.04, compared to the broader market0.0020.0040.0060.0080.00100.0014.0414.68
ESGU
IVV

The current ESGU Sharpe Ratio is 2.15, which is comparable to the IVV Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of ESGU and IVV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.15
2.25
ESGU
IVV

Dividends

ESGU vs. IVV - Dividend Comparison

ESGU's dividend yield for the trailing twelve months is around 1.17%, less than IVV's 1.29% yield.


TTM20232022202120202019201820172016201520142013
ESGU
iShares ESG MSCI USA ETF
1.17%1.43%1.58%1.06%1.27%1.32%1.81%1.82%0.00%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.29%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%1.80%

Drawdowns

ESGU vs. IVV - Drawdown Comparison

The maximum ESGU drawdown since its inception was -33.87%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ESGU and IVV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.77%
-2.52%
ESGU
IVV

Volatility

ESGU vs. IVV - Volatility Comparison

iShares ESG MSCI USA ETF (ESGU) has a higher volatility of 4.01% compared to iShares Core S&P 500 ETF (IVV) at 3.75%. This indicates that ESGU's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.01%
3.75%
ESGU
IVV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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