ESGU vs. IWM
Compare and contrast key facts about iShares ESG MSCI USA ETF (ESGU) and iShares Russell 2000 ETF (IWM).
ESGU and IWM 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. IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000. Both ESGU and IWM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ESGU vs. IWM - Performance Comparison
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ESGU vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESGU iShares ESG MSCI USA ETF | -4.83% | 16.90% | 24.31% | 25.79% | -20.27% | 26.89% | 22.54% | 31.72% | -4.32% | 21.07% |
IWM iShares Russell 2000 ETF | 0.93% | 12.66% | 11.38% | 16.83% | -20.48% | 14.54% | 20.03% | 25.39% | -11.12% | 14.58% |
Returns By Period
In the year-to-date period, ESGU achieves a -4.83% return, which is significantly lower than IWM's 0.93% return.
ESGU
- 1D
- 2.93%
- 1M
- -4.97%
- YTD
- -4.83%
- 6M
- -2.32%
- 1Y
- 17.24%
- 3Y*
- 17.48%
- 5Y*
- 10.42%
- 10Y*
- —
IWM
- 1D
- 3.50%
- 1M
- -4.96%
- YTD
- 0.93%
- 6M
- 3.02%
- 1Y
- 25.66%
- 3Y*
- 12.94%
- 5Y*
- 3.34%
- 10Y*
- 9.76%
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ESGU vs. IWM - Expense Ratio Comparison
ESGU has a 0.15% expense ratio, which is lower than IWM'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%.
Return for Risk
ESGU vs. IWM — Risk / Return Rank
ESGU
IWM
ESGU vs. IWM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA ETF (ESGU) and iShares Russell 2000 ETF (IWM). 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.
| ESGU | IWM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 1.11 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.66 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.82 | -0.37 |
Martin ratioReturn relative to average drawdown | 6.77 | 6.76 | +0.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ESGU | IWM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.11 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.15 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.34 | +0.40 |
Correlation
The correlation between ESGU and IWM is 0.79, 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.
Dividends
ESGU vs. IWM - Dividend Comparison
ESGU's dividend yield for the trailing twelve months is around 1.07%, more than IWM's 1.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGU iShares ESG MSCI USA ETF | 1.07% | 0.99% | 1.18% | 1.43% | 1.58% | 1.06% | 1.27% | 1.32% | 1.73% | 1.82% | 0.00% | 0.00% |
IWM iShares Russell 2000 ETF | 1.02% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
Drawdowns
ESGU vs. IWM - Drawdown Comparison
The maximum ESGU drawdown since its inception was -33.87%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for ESGU and IWM.
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Drawdown Indicators
| ESGU | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.87% | -59.05% | +25.18% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -13.74% | +1.39% |
Max Drawdown (5Y)Largest decline over 5 years | -26.15% | -31.91% | +5.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.13% | — |
Current DrawdownCurrent decline from peak | -6.59% | -7.91% | +1.32% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -10.83% | +5.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 3.70% | -1.05% |
Volatility
ESGU vs. IWM - Volatility Comparison
The current volatility for iShares ESG MSCI USA ETF (ESGU) is 5.42%, while iShares Russell 2000 ETF (IWM) has a volatility of 7.47%. This indicates that ESGU experiences smaller price fluctuations and is considered to be less risky than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGU | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 7.47% | -2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.77% | 14.47% | -4.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.75% | 23.18% | -4.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 22.55% | -5.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.70% | 22.99% | -4.29% |