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ESGU vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ESGU vs. VTI

Last updated Jun 4, 2026

ESGU (iShares ESG Aware MSCI USA ETF) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds - ESGU tracks the MSCI USA Extended ESG Focus Index while VTI tracks the CRSP US Total Market Index. Both are passively managed. Over the past 5 years, ESGU returned 12.74%/yr vs 12.69%/yr for VTI. With a 0.95 correlation, they move nearly in lockstep. ESGU charges 0.15%/yr vs 0.03%/yr for VTI.

Performance

ESGU vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware MSCI USA ETF (ESGU) and Vanguard Total Stock Market ETF (VTI). 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 11.06% return and VTI slightly higher at 11.20%.

ESGU

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

VTI

1D
-0.72%
1M
4.99%
YTD
11.20%
6M
11.09%
1Y
28.18%
3Y*
22.07%
5Y*
12.69%
10Y*
15.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESGU vs. VTI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ESGU
iShares ESG Aware MSCI USA ETF		11.06%16.90%24.31%25.79%-20.27%26.89%22.54%31.72%-4.32%21.07%
VTI
Vanguard Total Stock Market ETF		11.20%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Correlation

The correlation between ESGU and VTI 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

0.99

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2016

0.95

The correlation between ESGU and VTI has been stable across timeframes, ranging from 0.95 to 0.99 - a consistent structural relationship.

ESGU vs. VTI - Sectors Allocation Comparison

Sectors
ESGU
VTI

Technology

38.7%
33.5%

Financial Services

11.5%
12.0%

Communication Services

9.8%
10.3%

Consumer Cyclical

9.4%
10.0%

Healthcare

8.4%
9.2%

Industrials

8.4%
9.8%

Consumer Defensive

3.9%
4.7%

Energy

3.5%
3.7%

Utilities

2.4%
2.3%

Real Estate

2.1%
2.4%

Basic Materials

1.6%
2.0%

Technology

ESGU
38.7%
VTI
33.5%

Financial Services

ESGU
11.5%
VTI
12.0%

Communication Services

ESGU
9.8%
VTI
10.3%

Consumer Cyclical

ESGU
9.4%
VTI
10.0%

Healthcare

ESGU
8.4%
VTI
9.2%

Industrials

ESGU
8.4%
VTI
9.8%

Consumer Defensive

ESGU
3.9%
VTI
4.7%

Energy

ESGU
3.5%
VTI
3.7%

Utilities

ESGU
2.4%
VTI
2.3%

Real Estate

ESGU
2.1%
VTI
2.4%

Basic Materials

ESGU
1.6%
VTI
2.0%

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

Vanguard Total Stock Market ETF

Often compared with ESGU:
ESGU vs. ESGVESGU vs. SPYESGU vs. ESGDESGU vs. ESGEESGU vs. SUSAESGU vs. VOOESGU vs. IVV
Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ

Return for Risk

ESGU vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ESGU
ESGU Risk / Return Rank: 6767
Overall Rank
ESGU Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ESGU Sortino Ratio Rank: 6666
Sortino Ratio Rank
ESGU Omega Ratio Rank: 6767
Omega Ratio Rank
ESGU Calmar Ratio Rank: 6060
Calmar Ratio Rank
ESGU Martin Ratio Rank: 7272
Martin Ratio Rank
VTI
VTI Risk / Return Rank: 6868
Overall Rank
VTI Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6868
Sortino Ratio Rank
VTI Omega Ratio Rank: 6767
Omega Ratio Rank
VTI Calmar Ratio Rank: 6262
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI USA ETF (ESGU) and Vanguard Total Stock Market ETF (VTI). 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.

ESGUVTIDifference
Sharpe ratioReturn per unit of total volatility
2.30
2.33

-0.03

Sortino ratioReturn per unit of downside risk
3.12
3.18

-0.07

Omega ratioGain probability vs. loss probability

1.41

1.42

-0.01

Calmar ratioReturn relative to maximum drawdown

3.02

3.17

-0.15

Martin ratioReturn relative to average drawdown

13.75

14.62

-0.88

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. VTI - Sharpe Ratio Comparison

The current ESGU Sharpe Ratio is 2.30, which is comparable to the VTI Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of ESGU and VTI, 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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Sharpe Ratios by Period

ESGUVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

2.33

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.73

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.82

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.51

+0.33

Drawdowns

ESGU vs. VTI - Drawdown Comparison

The maximum ESGU drawdown since its inception was -33.87%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ESGU and VTI.

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Drawdown Indicators

ESGUVTIDifference

Max Drawdown

Largest peak-to-trough decline

-33.87%

-55.45%

+21.58%

Max Drawdown (1Y)

Largest decline over 1 year

-9.26%

-8.92%

-0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-19.32%

-19.30%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-26.15%

-25.36%

-0.79%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.00%

—

Current Drawdown

Current decline from peak

-0.79%

-0.72%

-0.07%

Average Drawdown

Average peak-to-trough decline

-4.89%

-8.03%

+3.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

1.93%

+0.10%

Volatility

ESGU vs. VTI - Volatility Comparison

iShares ESG Aware MSCI USA ETF (ESGU) and Vanguard Total Stock Market ETF (VTI) have volatilities of 2.92% and 2.96%, 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

ESGUVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

2.96%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

9.13%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

12.16%

12.17%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.32%

17.40%

-0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.60%

18.30%

+0.30%

ESGU vs. VTI - Expense Ratio Comparison

ESGU has a 0.15% expense ratio, which is higher than VTI'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. VTI - Dividend Comparison

ESGU's dividend yield for the trailing twelve months is around 0.92%, less than VTI's 1.01% yield.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
VTI
Vanguard Total Stock Market ETF		1.01%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions

With a correlation of 0.99, ESGU and VTI 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.

VTI has higher volatility (2.96%) compared to ESGU (2.92%). In terms of maximum drawdown, ESGU dropped -33.87% vs VTI's -55.45%.

On 5-year performance, ESGU leads with 12.74% vs 12.69% for VTI. On fees, VTI 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, ESGU has performed better with a 12.74% return vs 12.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

VTI has the higher dividend yield at 1.01%, compared with 0.92% for ESGU.

ESGU tracks MSCI USA Extended ESG Focus Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for ESGU and 0.03% for VTI.

VTI currently has the higher Sharpe Ratio (2.33 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.

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