ESGU vs. SPCT
ESGU (iShares ESG Aware MSCI USA ETF) and SPCT (Liberty One Spectrum ETF) are both Large Cap Blend Equities funds. ESGU is passively managed, while SPCT is actively managed. At a 0.45 correlation, their price movements are largely independent. ESGU charges 0.15%/yr vs 0.85%/yr for SPCT.
Performance
ESGU vs. SPCT - Performance Comparison
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Returns By Period
In the year-to-date period, ESGU achieves a 11.14% return, which is significantly higher than SPCT's 9.92% return.
ESGU
- 1D
- -0.60%
- 1M
- 0.73%
- 6M
- 9.72%
- YTD
- 11.14%
- 1Y
- 22.24%
- 3Y*
- 19.78%
- 5Y*
- 12.15%
- 10Y*
- —
SPCT
- 1D
- 0.99%
- 1M
- 1.35%
- 6M
- 7.01%
- YTD
- 9.92%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESGU vs. SPCT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ESGU iShares ESG Aware MSCI USA ETF | 11.14% | 2.93% |
SPCT Liberty One Spectrum ETF | 9.92% | 1.93% |
Correlation
The correlation between ESGU and SPCT is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025 | 0.45 |
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Return for Risk
ESGU vs. SPCT — Risk / Return Rank
ESGU
SPCT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ESGU vs. SPCT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI USA ETF (ESGU) and Liberty One Spectrum ETF (SPCT). 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.
| ESGU | SPCT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.31 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | — | — |
| Martin ratioReturn relative to average drawdown | 10.34 | — | — |
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Drawdowns
ESGU vs. SPCT - Drawdown Comparison
The maximum ESGU drawdown since its inception was -33.87%, which is greater than SPCT's maximum drawdown of -7.17%. Use the drawdown chart below to compare losses from any high point for ESGU and SPCT.
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Drawdown Indicators
| ESGU | SPCT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.87% | -7.17% | -26.70% |
Max Drawdown (1Y)Largest decline over 1 year | -9.26% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -19.32% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.15% | — | — |
Current DrawdownCurrent decline from peak | -0.73% | 0.00% | -0.73% |
Average DrawdownAverage peak-to-trough decline | -4.85% | -1.49% | -3.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | — | — |
Volatility
ESGU vs. SPCT - Volatility Comparison
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Volatility by Period
| ESGU | SPCT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.22% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.83% | 9.27% | +3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.43% | 9.27% | +8.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.56% | 9.27% | +9.29% |
ESGU vs. SPCT - Expense Ratio Comparison
ESGU has a 0.15% expense ratio, which is lower than SPCT's 0.85% expense ratio.
Dividends
ESGU vs. SPCT - Dividend Comparison
ESGU's dividend yield for the trailing twelve months is around 0.93%, more than SPCT's 0.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
ESGU iShares ESG Aware MSCI USA ETF | 0.93% | 0.99% | 1.18% | 1.43% | 1.58% | 1.06% | 1.27% | 1.32% | 1.73% | 1.82% |
SPCT Liberty One Spectrum ETF | 0.73% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ESGU and SPCT have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESGU is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESGU is cheaper with a 0.15% expense ratio, compared with 0.85% for SPCT.
ESGU has the higher dividend yield at 0.93%, compared with 0.73% for SPCT.
They also come from different issuers: iShares and Liberty One. Their fees differ too: 0.15% for ESGU and 0.85% for SPCT.
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