ESGV vs. OEF
Compare and contrast key facts about Vanguard ESG U.S. Stock ETF (ESGV) and iShares S&P 100 ETF (OEF).
ESGV and OEF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESGV is a passively managed fund by Vanguard that tracks the performance of the FTSE US All Cap Choice Index. It was launched on Sep 18, 2018. OEF is a passively managed fund by iShares that tracks the performance of the S&P 100 Index. It was launched on Oct 23, 2000. Both ESGV and OEF 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: ESGV or OEF.
Key characteristics
| ESGV | OEF | |
|---|---|---|
| YTD Return | 19.79% | 24.50% |
| 1Y Return | 33.78% | 35.88% |
| 3Y Return (Ann) | 6.20% | 9.80% |
| 5Y Return (Ann) | 14.92% | 16.68% |
| Sharpe Ratio | 2.65 | 2.83 |
| Sortino Ratio | 3.50 | 3.69 |
| Omega Ratio | 1.48 | 1.52 |
| Calmar Ratio | 3.05 | 3.79 |
| Martin Ratio | 16.06 | 16.88 |
| Ulcer Index | 2.21% | 2.19% |
| Daily Std Dev | 13.35% | 13.06% |
| Max Drawdown | -33.66% | -54.11% |
| Current Drawdown | -2.43% | -2.49% |
Correlation
The correlation between ESGV and OEF 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.
Performance
ESGV vs. OEF - Performance Comparison
In the year-to-date period, ESGV achieves a 19.79% return, which is significantly lower than OEF's 24.50% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ESGV vs. OEF - Expense Ratio Comparison
ESGV has a 0.09% expense ratio, which is lower than OEF's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
ESGV vs. OEF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG U.S. Stock ETF (ESGV) and iShares S&P 100 ETF (OEF). 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
ESGV vs. OEF - Dividend Comparison
ESGV's dividend yield for the trailing twelve months is around 1.12%, more than OEF's 1.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGV Vanguard ESG U.S. Stock ETF | 1.12% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OEF iShares S&P 100 ETF | 1.04% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% | 1.85% | 1.96% |
Drawdowns
ESGV vs. OEF - Drawdown Comparison
The maximum ESGV drawdown since its inception was -33.66%, smaller than the maximum OEF drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for ESGV and OEF. For additional features, visit the drawdowns tool.
Volatility
ESGV vs. OEF - Volatility Comparison
Vanguard ESG U.S. Stock ETF (ESGV) and iShares S&P 100 ETF (OEF) have volatilities of 3.51% and 3.59%, 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.