ESGU vs. XVV
Compare and contrast key facts about iShares ESG MSCI USA ETF (ESGU) and iShares ESG Screened S&P 500 ETF (XVV).
ESGU and XVV 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. XVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Sustainablility Screened Index. It was launched on Sep 22, 2020. Both ESGU and XVV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESGU or XVV.
Performance
ESGU vs. XVV - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with ESGU having a 25.05% return and XVV slightly higher at 26.10%.
ESGU
25.05%
1.48%
12.34%
32.12%
15.26%
N/A
XVV
26.10%
1.34%
12.26%
32.85%
N/A
N/A
Key characteristics
| ESGU | XVV | |
|---|---|---|
| Sharpe Ratio | 2.56 | 2.43 |
| Sortino Ratio | 3.44 | 3.25 |
| Omega Ratio | 1.47 | 1.45 |
| Calmar Ratio | 3.72 | 3.56 |
| Martin Ratio | 16.67 | 15.54 |
| Ulcer Index | 1.91% | 2.10% |
| Daily Std Dev | 12.43% | 13.39% |
| Max Drawdown | -33.87% | -27.20% |
| Current Drawdown | -1.46% | -1.38% |
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ESGU vs. XVV - Expense Ratio Comparison
ESGU has a 0.15% expense ratio, which is higher than XVV's 0.08% 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%.
Correlation
The correlation between ESGU and XVV is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
ESGU vs. XVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA ETF (ESGU) and iShares ESG Screened S&P 500 ETF (XVV). 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.
Dividends
ESGU vs. XVV - Dividend Comparison
ESGU's dividend yield for the trailing twelve months is around 1.12%, more than XVV's 1.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
ESGU iShares ESG MSCI USA ETF | 1.12% | 1.43% | 1.58% | 1.06% | 1.27% | 1.32% | 1.81% | 1.82% |
XVV iShares ESG Screened S&P 500 ETF | 1.00% | 1.25% | 1.57% | 0.81% | 0.31% | 0.00% | 0.00% | 0.00% |
Drawdowns
ESGU vs. XVV - Drawdown Comparison
The maximum ESGU drawdown since its inception was -33.87%, which is greater than XVV's maximum drawdown of -27.20%. Use the drawdown chart below to compare losses from any high point for ESGU and XVV. For additional features, visit the drawdowns tool.
Volatility
ESGU vs. XVV - Volatility Comparison
iShares ESG MSCI USA ETF (ESGU) and iShares ESG Screened S&P 500 ETF (XVV) have volatilities of 4.20% and 4.33%, 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.