ESGU vs. PSCX

Last updated Jun 4, 2026

ESGU (iShares ESG Aware MSCI USA ETF) and PSCX (Pacer Swan SOS Conservative (December) ETF) are both Large Cap Blend Equities funds. ESGU is passively managed, while PSCX is actively managed. Over the past 5 years, ESGU returned 12.74%/yr vs 8.46%/yr for PSCX. Their correlation of 0.90 suggests significant overlap in exposure. ESGU charges 0.15%/yr vs 0.75%/yr for PSCX.

Performance

ESGU vs. PSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware MSCI USA ETF (ESGU) and Pacer Swan SOS Conservative (December) ETF (PSCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ESGU achieves a 11.06% return, which is significantly higher than PSCX's 5.11% return.

ESGU

• 1D: -0.79%
• 1M: 5.51%
• YTD: 11.06%
• 6M: 10.93%
• 1Y: 27.83%
• 3Y*: 22.00%
• 5Y*: 12.74%
• 10Y*: —

PSCX

• 1D: -0.12%
• 1M: 2.00%
• YTD: 5.11%
• 6M: 5.98%
• 1Y: 15.49%
• 3Y*: 12.85%
• 5Y*: 8.46%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGU vs. PSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ESGU iShares ESG Aware MSCI USA ETF	11.06%	16.90%	24.31%	25.79%	-20.27%	26.89%	1.40%
PSCX Pacer Swan SOS Conservative (December) ETF	5.11%	12.08%	13.27%	16.57%	-7.35%	9.03%	0.81%

Correlation

The correlation between ESGU and PSCX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (All Time) Calculated using the full available price history since Dec 24, 2020	0.90

The correlation between ESGU and PSCX has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

ESGU vs. PSCX - Sectors Allocation Comparison

Sectors	ESGU	PSCX
Technology	38.7%	33.2%
Financial Services	11.5%	12.5%
Communication Services	9.8%	10.3%
Consumer Cyclical	9.4%	10.0%
Healthcare	8.4%	9.6%
Industrials	8.4%	8.4%
Consumer Defensive	3.9%	5.4%
Energy	3.5%	4.2%
Utilities	2.4%	2.6%
Real Estate	2.1%	2.0%
Basic Materials	1.6%	1.9%

Return for Risk

ESGU vs. PSCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESGU

ESGU Risk / Return Rank: 67
ESGU Sharpe Ratio Rank: 68
ESGU Sortino Ratio Rank: 66
ESGU Omega Ratio Rank: 67
ESGU Calmar Ratio Rank: 60
ESGU Martin Ratio Rank: 72

PSCX

PSCX Risk / Return Rank: 85
PSCX Sharpe Ratio Rank: 85
PSCX Sortino Ratio Rank: 90
PSCX Omega Ratio Rank: 90
PSCX Calmar Ratio Rank: 74
PSCX Martin Ratio Rank: 87

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ESGU vs. PSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI USA ETF (ESGU) and Pacer Swan SOS Conservative (December) ETF (PSCX). 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	PSCX	Difference
Sharpe ratio: Return per unit of total volatility	2.30	2.82	-0.52
Sortino ratio: Return per unit of downside risk	3.12	4.22	-1.10
Omega ratio: Gain probability vs. loss probability	1.41	1.58	-0.17
Calmar ratio: Return relative to maximum drawdown	3.02	3.70	-0.68
Martin ratio: Return relative to average drawdown	13.75	18.94	-5.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESGU vs. PSCX - Sharpe Ratio Comparison

The current ESGU Sharpe Ratio is 2.30, which is comparable to the PSCX Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of ESGU and PSCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ESGU	PSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.30	2.82	-0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	1.20	-0.46
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	1.27	-0.44

Drawdowns

ESGU vs. PSCX - Drawdown Comparison

The maximum ESGU drawdown since its inception was -33.87%, which is greater than PSCX's maximum drawdown of -10.20%. Use the drawdown chart below to compare losses from any high point for ESGU and PSCX.

Drawdown Indicators

	ESGU	PSCX	Difference
Max Drawdown Largest peak-to-trough decline	-33.87%	-10.20%	-23.67%
Max Drawdown (1Y) Largest decline over 1 year	-9.26%	-4.20%	-5.06%
Max Drawdown (3Y) Largest decline over 3 years	-19.32%	-9.61%	-9.71%
Max Drawdown (5Y) Largest decline over 5 years	-26.15%	-10.20%	-15.95%
Current Drawdown Current decline from peak	-0.79%	-0.12%	-0.67%
Average Drawdown Average peak-to-trough decline	-4.89%	-1.87%	-3.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.03%	0.82%	+1.21%

Volatility

ESGU vs. PSCX - Volatility Comparison

iShares ESG Aware MSCI USA ETF (ESGU) has a higher volatility of 2.92% compared to Pacer Swan SOS Conservative (December) ETF (PSCX) at 0.89%. This indicates that ESGU's price experiences larger fluctuations and is considered to be riskier than PSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESGU	PSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.92%	0.89%	+2.03%
Volatility (6M) Calculated over the trailing 6-month period	9.20%	4.21%	+4.99%
Volatility (1Y) Calculated over the trailing 1-year period	12.16%	5.53%	+6.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.32%	7.07%	+10.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.60%	6.96%	+11.64%

ESGU vs. PSCX - Expense Ratio Comparison

ESGU has a 0.15% expense ratio, which is lower than PSCX's 0.75% expense ratio.

Dividends

ESGU vs. PSCX - Dividend Comparison

ESGU's dividend yield for the trailing twelve months is around 0.92%, while PSCX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
ESGU iShares ESG Aware MSCI USA ETF	0.92%	0.99%	1.18%	1.43%	1.58%	1.06%	1.27%	1.32%	1.73%	1.82%
PSCX Pacer Swan SOS Conservative (December) ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ESGU and PSCX in my portfolio?

With a correlation of 0.92, ESGU and PSCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, ESGU or PSCX?

ESGU has higher volatility (2.92%) compared to PSCX (0.89%). In terms of maximum drawdown, ESGU dropped -33.87% vs PSCX's -10.20%.

Which ETF is better, ESGU or PSCX?

On 5-year performance, ESGU leads with 12.74% vs 8.46% for PSCX. On fees, ESGU is cheaper at 0.15% per year. On volatility, PSCX has been the lower-risk option at 0.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ESGU or PSCX?

Over the 5-year period, ESGU has performed better with a 12.74% return vs 8.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ESGU or PSCX?

ESGU is cheaper with a 0.15% expense ratio, compared with 0.75% for PSCX.

Which ETF pays a higher dividend yield, ESGU or PSCX?

ESGU has the higher dividend yield at 0.92%, compared with 0.00% for PSCX.

What is the main difference between ESGU and PSCX?

They also come from different issuers: iShares and Pacer. Their fees differ too: 0.15% for ESGU and 0.75% for PSCX.

Which has better risk-adjusted returns?

PSCX currently has the higher Sharpe Ratio (2.82 vs 2.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.