ESGU vs. TLT
Compare and contrast key facts about iShares ESG MSCI USA ETF (ESGU) and iShares 20+ Year Treasury Bond ETF (TLT).
ESGU and TLT 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. TLT is a passively managed fund by iShares that tracks the performance of the ICE U.S. Treasury 20+ Year Bond Index. It was launched on Jul 22, 2002. Both ESGU and TLT 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. TLT - Performance Comparison
Loading graphics...
ESGU vs. TLT - 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% |
TLT iShares 20+ Year Treasury Bond ETF | 0.17% | 4.25% | -8.05% | 2.77% | -31.23% | -4.60% | 18.15% | 14.12% | -1.61% | 9.18% |
Returns By Period
In the year-to-date period, ESGU achieves a -4.83% return, which is significantly lower than TLT's 0.17% return.
ESGU
- 1D
- 2.93%
- 1M
- -4.97%
- YTD
- -4.83%
- 6M
- -2.32%
- 1Y
- 17.24%
- 3Y*
- 17.48%
- 5Y*
- 10.42%
- 10Y*
- —
TLT
- 1D
- -0.10%
- 1M
- -4.23%
- YTD
- 0.17%
- 6M
- -0.87%
- 1Y
- -0.49%
- 3Y*
- -2.78%
- 5Y*
- -5.85%
- 10Y*
- -1.38%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ESGU vs. TLT - Expense Ratio Comparison
Both ESGU and TLT have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
ESGU vs. TLT — Risk / Return Rank
ESGU
TLT
ESGU vs. TLT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA ETF (ESGU) and iShares 20+ Year Treasury Bond ETF (TLT). 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 | TLT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | -0.04 | +0.97 |
Sortino ratioReturn per unit of downside risk | 1.42 | 0.02 | +1.40 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.00 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 0.05 | +1.40 |
Martin ratioReturn relative to average drawdown | 6.77 | 0.11 | +6.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ESGU | TLT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | -0.04 | +0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | -0.37 | +0.97 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.09 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.26 | +0.49 |
Correlation
The correlation between ESGU and TLT is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
ESGU vs. TLT - Dividend Comparison
ESGU's dividend yield for the trailing twelve months is around 1.07%, less than TLT's 4.49% 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% |
TLT iShares 20+ Year Treasury Bond ETF | 4.49% | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% |
Drawdowns
ESGU vs. TLT - Drawdown Comparison
The maximum ESGU drawdown since its inception was -33.87%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for ESGU and TLT.
Loading graphics...
Drawdown Indicators
| ESGU | TLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.87% | -48.35% | +14.48% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -9.23% | -3.12% |
Max Drawdown (5Y)Largest decline over 5 years | -26.15% | -43.70% | +17.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.35% | — |
Current DrawdownCurrent decline from peak | -6.59% | -40.17% | +33.58% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -13.62% | +8.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 4.38% | -1.73% |
Volatility
ESGU vs. TLT - Volatility Comparison
iShares ESG MSCI USA ETF (ESGU) has a higher volatility of 5.42% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 3.71%. This indicates that ESGU's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ESGU | TLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 3.71% | +1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 9.77% | 6.61% | +3.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.75% | 11.44% | +7.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 15.90% | +1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.70% | 14.93% | +3.77% |