ESGV vs. OEF
ESGV (Vanguard ESG U.S. Stock ETF) and OEF (iShares S&P 100 ETF) are both Large Cap Blend Equities funds - ESGV tracks the FTSE US All Cap Choice Index while OEF tracks the S&P 100 Index. Both are passively managed. Over the past 5 years, ESGV returned 11.61%/yr vs 14.45%/yr for OEF. With a 0.98 correlation, they move nearly in lockstep. ESGV charges 0.09%/yr vs 0.20%/yr for OEF.
Performance
ESGV vs. OEF - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ESGV achieves a 7.75% return, which is significantly higher than OEF's 5.60% return.
ESGV
- 1D
- -1.50%
- 1M
- -1.12%
- YTD
- 7.75%
- 6M
- 6.70%
- 1Y
- 23.45%
- 3Y*
- 20.58%
- 5Y*
- 11.61%
- 10Y*
- —
OEF
- 1D
- -1.41%
- 1M
- -2.70%
- YTD
- 5.60%
- 6M
- 4.83%
- 1Y
- 23.70%
- 3Y*
- 22.31%
- 5Y*
- 14.45%
- 10Y*
- 16.63%
ESGV vs. OEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
ESGV Vanguard ESG U.S. Stock ETF | 7.75% | 16.48% | 24.69% | 30.79% | -24.04% | 26.55% | 25.69% | 33.36% | -14.45% |
OEF iShares S&P 100 ETF | 5.60% | 19.80% | 30.74% | 32.71% | -21.03% | 29.18% | 21.21% | 31.87% | -13.06% |
Correlation
The correlation between ESGV and OEF is 0.96 - 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 | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2018 | 0.98 |
The correlation between ESGV and OEF has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ESGV vs. OEF — Risk / Return Rank
ESGV
OEF
ESGV vs. OEF - Risk-Adjusted Trends 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.
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.
| ESGV | OEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.32 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 2.15 | -0.12 |
| Martin ratioReturn relative to average drawdown | 8.48 | 8.71 | -0.23 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| ESGV | OEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.66% | -54.11% | +20.45% |
Max Drawdown (1Y)Largest decline over 1 year | -11.60% | -11.06% | -0.54% |
Max Drawdown (3Y)Largest decline over 3 years | -20.41% | -19.80% | -0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -28.81% | -26.47% | -2.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.44% | — |
Current DrawdownCurrent decline from peak | -3.56% | -4.48% | +0.92% |
Average DrawdownAverage peak-to-trough decline | -6.40% | -11.74% | +5.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.73% | +0.04% |
Volatility
ESGV vs. OEF - Volatility Comparison
Vanguard ESG U.S. Stock ETF (ESGV) has a higher volatility of 5.61% compared to iShares S&P 100 ETF (OEF) at 5.27%. This indicates that ESGV's price experiences larger fluctuations and is considered to be riskier than OEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ESGV | OEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 5.27% | +0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.26% | 10.57% | +0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.15% | 13.42% | +0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.48% | 17.81% | +0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.60% | 18.48% | +2.12% |
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%.
Dividends
ESGV vs. OEF - Dividend Comparison
ESGV's dividend yield for the trailing twelve months is around 0.89%, which matches OEF's 0.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESGV Vanguard ESG U.S. Stock ETF | 0.89% | 0.91% | 1.04% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% | 0.00% | 0.00% |
OEF iShares S&P 100 ETF | 0.89% | 0.81% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% |
Frequently Asked Questions
With a correlation of 0.96, ESGV and OEF 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.
ESGV has higher volatility (5.61%) compared to OEF (5.27%). In terms of maximum drawdown, ESGV dropped -33.66% vs OEF's -54.11%.
On 5-year performance, OEF leads with 14.45% vs 11.61% for ESGV. On fees, ESGV is cheaper at 0.09% per year. On volatility, OEF has been the lower-risk option at 5.27%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, OEF has performed better with a 14.45% return vs 11.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ESGV is cheaper with a 0.09% expense ratio, compared with 0.20% for OEF.
ESGV and OEF have nearly identical dividend yields, around 0.89%.
ESGV tracks FTSE US All Cap Choice Index, while OEF tracks S&P 100 Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.09% for ESGV and 0.20% for OEF.
OEF currently has the higher Sharpe Ratio (1.78 vs 1.67), 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.
Find the right allocation for ESGV and OEF
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer