ESGV vs. SIXA

Last updated Aug 2, 2026

ESGV (Vanguard ESG U.S. Stock ETF) and SIXA (6 Meridian Mega Cap Equity ETF) are both Large Cap Blend Equities funds. ESGV is passively managed, while SIXA is actively managed. Over the past 5 years, ESGV returned 11.32%/yr vs 12.48%/yr for SIXA. Their 0.76 correlation means they have sometimes moved together and sometimes differently. ESGV charges 0.09%/yr vs 0.86%/yr for SIXA.

Performance

ESGV vs. SIXA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard ESG U.S. Stock ETF (ESGV) and 6 Meridian Mega Cap Equity ETF (SIXA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ESGV achieves a 9.66% return, which is significantly lower than SIXA's 13.99% return.

ESGV

• 1D: 0.68%
• 1M: 0.09%
• 6M: 9.06%
• YTD: 9.66%
• 1Y: 21.29%
• 3Y*: 19.06%
• 5Y*: 11.32%
• 10Y*: —
• ALL TIME*: 14.36%

SIXA

• 1D: 0.07%
• 1M: 0.55%
• 6M: 8.64%
• YTD: 13.99%
• 1Y: 19.23%
• 3Y*: 19.10%
• 5Y*: 12.48%
• 10Y*: —
• ALL TIME*: 15.98%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ESGV Vanguard ESG U.S. Stock ETF	$15.60M	$18.04M	$25.74M
SIXA 6 Meridian Mega Cap Equity ETF	$1.54M	$1.13M	$653.60K

ESGV vs. SIXA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ESGV Vanguard ESG U.S. Stock ETF	9.66%	16.48%	24.69%	30.79%	-24.04%	26.55%	34.57%
SIXA 6 Meridian Mega Cap Equity ETF	13.99%	15.52%	22.70%	11.98%	-5.72%	23.87%	19.04%

Correlation

The correlation between ESGV and SIXA is 0.47, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.47
Correlation (3Y) Balances recent behavior with more history.	0.67
Correlation (5Y) Shows whether the relationship held over a longer period.	0.74
Correlation (All Time) Calculated using the full available price history since May 11, 2020	0.76

Over the past year, the correlation between ESGV and SIXA has dropped to 0.47 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.

ESGV vs. SIXA - Sectors Allocation Comparison

Sectors	ESGV	SIXA
Technology	43.1%	17.0%
Financial Services	11.9%	12.8%
Communication Services	11.2%	10.4%
Consumer Cyclical	11.2%	5.1%
Healthcare	10.1%	15.0%
Industrials	4.2%	4.6%
Consumer Defensive	3.7%	23.8%
Real Estate	2.6%	3.8%
Basic Materials	2.0%	-
Utilities	0.1%	2.7%
Energy	0.0%	4.9%

Return for Risk

ESGV vs. SIXA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ESGV

ESGV Risk / Return Rank: 53
ESGV Sharpe Ratio Rank: 55
ESGV Sortino Ratio Rank: 53
ESGV Omega Ratio Rank: 53
ESGV Calmar Ratio Rank: 46
ESGV Martin Ratio Rank: 56

SIXA

SIXA Risk / Return Rank: 87
SIXA Sharpe Ratio Rank: 87
SIXA Sortino Ratio Rank: 89
SIXA Omega Ratio Rank: 84
SIXA Calmar Ratio Rank: 86
SIXA Martin Ratio Rank: 87

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ESGV vs. SIXA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG U.S. Stock ETF (ESGV) and 6 Meridian Mega Cap Equity ETF (SIXA). 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	SIXA	Difference
Sharpe ratio: Return per unit of total volatility	1.31	2.08	-0.77
Sortino ratio: Return per unit of downside risk	1.85	3.10	-1.25
Omega ratio: Gain probability vs. loss probability	1.23	1.36	-0.13
Calmar ratio: Return relative to maximum drawdown	1.65	3.36	-1.71
Martin ratio: Return relative to average drawdown	6.66	12.79	-6.13

ESGV vs. SIXA - Sharpe Ratio Comparison

The current ESGV Sharpe Ratio is 1.31, which is lower than the SIXA Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of ESGV and SIXA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ESGV vs. SIXA - Drawdown Comparison

The maximum ESGV drawdown since its inception was -33.66%, which is greater than SIXA's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for ESGV and SIXA.

Drawdown Indicators

	ESGV	SIXA	Difference
Max Drawdown Largest peak-to-trough decline	-33.66%	-18.38%	-15.28%
Max Drawdown (1Y) Largest decline over 1 year	-11.60%	-5.59%	-6.01%
Max Drawdown (3Y) Largest decline over 3 years	-20.41%	-11.22%	-9.19%
Max Drawdown (5Y) Largest decline over 5 years	-28.81%	-18.38%	-10.43%
Current Drawdown Current decline from peak	-1.85%	-1.72%	-0.13%
Average Drawdown Average peak-to-trough decline	-6.34%	-2.93%	-3.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.87%	1.47%	+1.40%

Volatility

ESGV vs. SIXA - Volatility Comparison

Vanguard ESG U.S. Stock ETF (ESGV) has a higher volatility of 4.17% compared to 6 Meridian Mega Cap Equity ETF (SIXA) at 2.77%. This indicates that ESGV's price experiences larger fluctuations and is considered to be riskier than SIXA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESGV	SIXA	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.17%	2.77%	+1.40%
Volatility (6M) Calculated over the trailing 6-month period	11.64%	7.06%	+4.58%
Volatility (1Y) Calculated over the trailing 1-year period	14.59%	9.05%	+5.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.52%	12.77%	+5.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.52%	13.26%	+7.26%

ESGV vs. SIXA - Expense Ratio Comparison

ESGV has a 0.09% expense ratio, which is lower than SIXA's 0.86% expense ratio.

Dividends

ESGV vs. SIXA - Dividend Comparison

ESGV's dividend yield for the trailing twelve months is around 0.87%, less than SIXA's 1.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
ESGV Vanguard ESG U.S. Stock ETF	0.87%	0.91%	1.04%	1.16%	1.42%	0.95%	1.11%	1.27%	0.28%
SIXA 6 Meridian Mega Cap Equity ETF	1.99%	2.31%	1.62%	2.12%	2.23%	1.63%	1.13%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ESGV and SIXA in my portfolio?

ESGV and SIXA have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ESGV or SIXA?

ESGV has higher volatility (4.17%) compared to SIXA (2.77%). In terms of maximum drawdown, ESGV dropped -33.66% vs SIXA's -18.38%.

Which ETF is better, ESGV or SIXA?

On 5-year performance, SIXA leads with 12.48% vs 11.32% for ESGV. On fees, ESGV is cheaper at 0.09% per year. On volatility, SIXA has been the lower-risk option at 2.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ESGV or SIXA?

Over the 5-year period, SIXA has performed better with a 12.48% return vs 11.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ESGV or SIXA?

ESGV is cheaper with a 0.09% expense ratio, compared with 0.86% for SIXA.

Which ETF pays a higher dividend yield, ESGV or SIXA?

SIXA has the higher dividend yield at 1.99%, compared with 0.87% for ESGV.

What is the main difference between ESGV and SIXA?

They also come from different issuers: Vanguard and Exchange Traded Concepts. Their fees differ too: 0.09% for ESGV and 0.86% for SIXA.

Which has better risk-adjusted returns?

SIXA currently has the higher Sharpe Ratio (2.08 vs 1.31), 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.