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ESGU vs. SCHK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ESGU vs. SCHK

Last updated Jun 24, 2026

ESGU (iShares ESG Aware MSCI USA ETF) and SCHK (Schwab 1000 Index ETF) are both Large Cap Blend Equities funds - ESGU tracks the MSCI USA Extended ESG Focus Index while SCHK tracks the Schwab 1000 Index. Both are passively managed. Over the past 5 years, ESGU returned 11.91%/yr vs 12.31%/yr for SCHK. With a 0.98 correlation, they move nearly in lockstep. ESGU charges 0.15%/yr vs 0.03%/yr for SCHK.

Performance

ESGU vs. SCHK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware MSCI USA ETF (ESGU) and Schwab 1000 Index ETF (SCHK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with ESGU having a 8.38% return and SCHK slightly higher at 8.54%.

ESGU

1D
-1.34%
1M
-1.03%
YTD
8.38%
6M
7.35%
1Y
23.73%
3Y*
20.47%
5Y*
11.91%
10Y*
—

SCHK

1D
-1.42%
1M
-0.95%
YTD
8.54%
6M
7.46%
1Y
23.67%
3Y*
20.74%
5Y*
12.31%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGU vs. SCHK - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ESGU
iShares ESG Aware MSCI USA ETF		8.38%16.90%24.31%25.79%-20.27%26.89%22.54%31.72%-4.32%5.64%
SCHK
Schwab 1000 Index ETF		8.54%17.23%24.48%26.63%-19.51%26.17%20.75%31.31%-5.09%5.24%

Correlation

The correlation between ESGU and SCHK is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2017

0.98

The correlation between ESGU and SCHK has been stable across timeframes, ranging from 0.98 to 1.00 - a consistent structural relationship.

ESGU vs. SCHK - Sectors Allocation Comparison

Sectors
ESGU
SCHK

Technology

39.4%
38.0%

Financial Services

11.1%
11.2%

Communication Services

9.9%
10.1%

Consumer Cyclical

9.3%
9.8%

Healthcare

8.9%
8.4%

Industrials

8.0%
8.9%

Consumer Defensive

4.2%
4.3%

Energy

3.4%
3.2%

Real Estate

2.1%
2.0%

Basic Materials

1.9%
1.9%

Utilities

1.8%
2.1%

Technology

ESGU
39.4%
SCHK
38.0%

Financial Services

ESGU
11.1%
SCHK
11.2%

Communication Services

ESGU
9.9%
SCHK
10.1%

Consumer Cyclical

ESGU
9.3%
SCHK
9.8%

Healthcare

ESGU
8.9%
SCHK
8.4%

Industrials

ESGU
8.0%
SCHK
8.9%

Consumer Defensive

ESGU
4.2%
SCHK
4.3%

Energy

ESGU
3.4%
SCHK
3.2%

Real Estate

ESGU
2.1%
SCHK
2.0%

Basic Materials

ESGU
1.9%
SCHK
1.9%

Utilities

ESGU
1.8%
SCHK
2.1%

Compare stocks, funds, or ETFs

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

iShares ESG Aware MSCI USA ETF

Schwab 1000 Index ETF

Often compared with ESGU:
ESGU vs. ESGVESGU vs. SPYESGU vs. ESGDESGU vs. ESGEESGU vs. SUSAESGU vs. VOOESGU vs. IVV
Often compared with SCHK:
SCHK vs. SCHBSCHK vs. VOOSCHK vs. SCHXSCHK vs. SCHGSCHK vs. VTISCHK vs. VONGSCHK vs. SCHD

Return for Risk

ESGU vs. SCHK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ESGU
ESGU Risk / Return Rank: 5858
Overall Rank
ESGU Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ESGU Sortino Ratio Rank: 5555
Sortino Ratio Rank
ESGU Omega Ratio Rank: 5656
Omega Ratio Rank
ESGU Calmar Ratio Rank: 5555
Calmar Ratio Rank
ESGU Martin Ratio Rank: 6565
Martin Ratio Rank
SCHK
SCHK Risk / Return Rank: 5858
Overall Rank
SCHK Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SCHK Sortino Ratio Rank: 5555
Sortino Ratio Rank
SCHK Omega Ratio Rank: 5656
Omega Ratio Rank
SCHK Calmar Ratio Rank: 5656
Calmar Ratio Rank
SCHK Martin Ratio Rank: 6767
Martin Ratio Rank
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. SCHK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI USA ETF (ESGU) and Schwab 1000 Index ETF (SCHK). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

ESGUSCHKDifference
Sharpe ratioReturn per unit of total volatility
1.86
1.86

+0.01

Sortino ratioReturn per unit of downside risk
2.52
2.53

-0.01

Omega ratioGain probability vs. loss probability

1.33

1.33

0.00

Calmar ratioReturn relative to maximum drawdown

2.58

2.65

-0.08

Martin ratioReturn relative to average drawdown

11.27

11.81

-0.54

ESGU vs. SCHK - Sharpe Ratio Comparison

The current ESGU Sharpe Ratio is 1.86, which is comparable to the SCHK Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of ESGU and SCHK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

ESGU vs. SCHK - Drawdown Comparison

The maximum ESGU drawdown since its inception was -33.87%, roughly equal to the maximum SCHK drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for ESGU and SCHK.

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Drawdown Indicators

ESGUSCHKDifference

Max Drawdown

Largest peak-to-trough decline

-33.87%

-34.80%

+0.93%

Max Drawdown (1Y)

Largest decline over 1 year

-9.26%

-8.97%

-0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-19.32%

-19.21%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-26.15%

-25.44%

-0.71%

Current Drawdown

Current decline from peak

-3.19%

-2.98%

-0.21%

Average Drawdown

Average peak-to-trough decline

-4.88%

-5.16%

+0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

2.01%

+0.10%

Volatility

ESGU vs. SCHK - Volatility Comparison

iShares ESG Aware MSCI USA ETF (ESGU) and Schwab 1000 Index ETF (SCHK) have volatilities of 4.97% and 4.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ESGUSCHKDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

4.96%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.11%

10.10%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

12.81%

12.84%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.42%

17.34%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.60%

19.12%

-0.52%

ESGU vs. SCHK - Expense Ratio Comparison

ESGU has a 0.15% expense ratio, which is higher than SCHK'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%.

Dividends

ESGU vs. SCHK - Dividend Comparison

ESGU's dividend yield for the trailing twelve months is around 0.95%, less than SCHK's 1.03% yield.

PositionTTM202520242023202220212020201920182017
ESGU
iShares ESG Aware MSCI USA ETF		0.95%0.99%1.18%1.43%1.58%1.06%1.27%1.32%1.73%1.82%
SCHK
Schwab 1000 Index ETF		1.03%1.09%1.20%1.38%1.57%1.17%1.58%1.82%1.80%0.31%

Frequently Asked Questions

With a correlation of 0.99, ESGU and SCHK 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.

ESGU has higher volatility (4.97%) compared to SCHK (4.96%). In terms of maximum drawdown, ESGU dropped -33.87% vs SCHK's -34.80%.

On 5-year performance, SCHK leads with 12.31% vs 11.91% for ESGU. On fees, SCHK is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SCHK has performed better with a 12.31% return vs 11.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHK is cheaper with a 0.03% expense ratio, compared with 0.15% for ESGU.

SCHK has the higher dividend yield at 1.03%, compared with 0.95% for ESGU.

ESGU tracks MSCI USA Extended ESG Focus Index, while SCHK tracks Schwab 1000 Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.15% for ESGU and 0.03% for SCHK.

ESGU currently has the higher Sharpe Ratio (1.86 vs 1.86), 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.

Portfolio Optimizer

Find the right allocation for ESGU and SCHK

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