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ESGU vs. SGAS.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ESGU vs. SGAS.DE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares ESG MSCI USA ETF (ESGU) and iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE).

ESGU and SGAS.DE 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. SGAS.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA ESG Screened. It was launched on Oct 19, 2018. Both ESGU and SGAS.DE 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. SGAS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG MSCI USA ETF (ESGU) and iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE). The values are adjusted to include any dividend payments, if applicable.

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ESGU vs. SGAS.DE - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
ESGU
iShares ESG MSCI USA ETF		-4.15%16.90%24.31%25.79%-20.27%26.89%22.54%31.72%-4.88%
SGAS.DE
iShares MSCI USA ESG Screened UCITS ETF USD (Acc)		-5.66%18.68%26.31%30.36%-21.62%28.62%21.43%32.51%-7.24%
Different Trading Currencies

ESGU is traded in USD, while SGAS.DE is traded in EUR. To make them comparable, the SGAS.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ESGU achieves a -4.15% return, which is significantly higher than SGAS.DE's -5.66% return.

ESGU

1D
0.72%
1M
-4.33%
YTD
-4.15%
6M
-1.98%
1Y
17.59%
3Y*
17.76%
5Y*
10.58%
10Y*
—

SGAS.DE

1D
2.45%
1M
-3.86%
YTD
-5.66%
6M
-2.44%
1Y
18.72%
3Y*
19.52%
5Y*
11.71%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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 MSCI USA ETF

iShares MSCI USA ESG Screened UCITS ETF USD (Acc)

Often compared with ESGU:
ESGU vs. ESGVESGU vs. SPYESGU vs. ESGEESGU vs. ESGDESGU vs. SUSAESGU vs. VOOESGU vs. IVV
Often compared with SGAS.DE:
SGAS.DE vs. EDMU.DESGAS.DE vs. VUAA.DESGAS.DE vs. CSPX.ASSGAS.DE vs. VOOSGAS.DE vs. SXR8.DESGAS.DE vs. VWCE.DESGAS.DE vs. CSUS.AS

ESGU vs. SGAS.DE - Expense Ratio Comparison

ESGU has a 0.15% expense ratio, which is higher than SGAS.DE's 0.07% 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
SGAS.DE
iShares MSCI USA ESG Screened UCITS ETF USD (Acc)

Return for Risk

ESGU vs. SGAS.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ESGU
ESGU Risk / Return Rank: 5656
Overall Rank
ESGU Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
ESGU Sortino Ratio Rank: 5353
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
SGAS.DE
SGAS.DE Risk / Return Rank: 3434
Overall Rank
SGAS.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SGAS.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
SGAS.DE Omega Ratio Rank: 3030
Omega Ratio Rank
SGAS.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
SGAS.DE Martin Ratio Rank: 4040
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. SGAS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA ETF (ESGU) and iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE). 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.

ESGUSGAS.DEDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.04

-0.09

Sortino ratio

Return per unit of downside risk

1.45

1.54

-0.10

Omega ratio

Gain probability vs. loss probability

1.22

1.22

0.00

Calmar ratio

Return relative to maximum drawdown

1.46

1.84

-0.37

Martin ratio

Return relative to average drawdown

6.77

7.37

-0.60

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. SGAS.DE - Sharpe Ratio Comparison

The current ESGU Sharpe Ratio is 0.94, which is comparable to the SGAS.DE Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of ESGU and SGAS.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

ESGUSGAS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.04

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.69

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.80

-0.05

Correlation

The correlation between ESGU and SGAS.DE is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ESGU vs. SGAS.DE - Dividend Comparison

ESGU's dividend yield for the trailing twelve months is around 1.06%, while SGAS.DE has not paid dividends to shareholders.

TTM202520242023202220212020201920182017
ESGU
iShares ESG MSCI USA ETF		1.06%0.99%1.18%1.43%1.58%1.06%1.27%1.32%1.73%1.82%
SGAS.DE
iShares MSCI USA ESG Screened UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ESGU vs. SGAS.DE - Drawdown Comparison

The maximum ESGU drawdown since its inception was -33.87%, roughly equal to the maximum SGAS.DE drawdown of -34.03%. Use the drawdown chart below to compare losses from any high point for ESGU and SGAS.DE.

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Drawdown Indicators

ESGUSGAS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.87%

-33.55%

-0.32%

Max Drawdown (1Y)

Largest decline over 1 year

-12.35%

-13.73%

+1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-26.15%

-24.66%

-1.49%

Current Drawdown

Current decline from peak

-5.92%

-6.29%

+0.37%

Average Drawdown

Average peak-to-trough decline

-4.97%

-4.92%

-0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

2.64%

+0.03%

Volatility

ESGU vs. SGAS.DE - Volatility Comparison

iShares ESG MSCI USA ETF (ESGU) has a higher volatility of 5.46% compared to iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) at 4.85%. This indicates that ESGU's price experiences larger fluctuations and is considered to be riskier than SGAS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ESGUSGAS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

4.85%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

9.79%

9.44%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

18.75%

18.03%

+0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.33%

16.80%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.70%

18.30%

+0.40%