ESGYX vs. ACWX
ESGYX (Mirova Global Sustainable Equity Fund) and ACWX (iShares MSCI ACWI ex U.S. ETF) are both funds - ESGYX is a Global Equities fund managed by Natixis, while ACWX is a Foreign Large Cap Equities fund tracking the MSCI All Country World ex-U.S. Index. Over the past 5 years, ESGYX returned 4.85%/yr vs 8.92%/yr for ACWX. Their correlation of 0.81 means they have usually moved in the same direction. ESGYX charges 0.95%/yr vs 0.32%/yr for ACWX.
Performance
ESGYX vs. ACWX - Performance Comparison
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Returns By Period
In the year-to-date period, ESGYX achieves a 1.17% return, which is significantly lower than ACWX's 13.36% return.
ESGYX
- 1D
- 1.19%
- 1M
- -0.54%
- 6M
- 0.66%
- YTD
- 1.17%
- 1Y
- 7.40%
- 3Y*
- 10.62%
- 5Y*
- 4.85%
- 10Y*
- —
- ALL TIME*
- 12.47%
ACWX
- 1D
- -0.17%
- 1M
- 0.03%
- 6M
- 7.51%
- YTD
- 13.36%
- 1Y
- 28.82%
- 3Y*
- 17.44%
- 5Y*
- 8.92%
- 10Y*
- 9.34%
- ALL TIME*
- 4.91%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $158.12M | $125.34M | $130.78M | |
| $0.00 | $0.00 | $0.00 |
ESGYX vs. ACWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESGYX Mirova Global Sustainable Equity Fund | 1.17% | 15.23% | 13.38% | 18.63% | -22.36% | 18.06% | 32.43% | 33.00% | -6.37% | 29.83% |
ACWX iShares MSCI ACWI ex U.S. ETF | 13.36% | 32.59% | 5.17% | 15.63% | -16.07% | 7.67% | 10.29% | 21.05% | -13.99% | 27.20% |
Correlation
The correlation between ESGYX and ACWX is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.66 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.81 |
The correlation between ESGYX and ACWX shifts across timeframes, from 0.66 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ESGYX vs. ACWX — Risk / Return Rank
ESGYX
ACWX
ESGYX vs. ACWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mirova Global Sustainable Equity Fund (ESGYX) and iShares MSCI ACWI ex U.S. ETF (ACWX). 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.
| ESGYX | ACWX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.30 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 2.49 | -1.74 |
| Martin ratioReturn relative to average drawdown | 2.47 | 9.09 | -6.63 |
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Drawdowns
ESGYX vs. ACWX - Drawdown Comparison
The maximum ESGYX drawdown since its inception was -34.88%, smaller than the maximum ACWX drawdown of -60.40%. Use the drawdown chart below to compare losses from any high point for ESGYX and ACWX.
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Drawdown Indicators
| ESGYX | ACWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.88% | -60.40% | +25.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.49% | -11.42% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -16.67% | -13.84% | -2.83% |
Max Drawdown (5Y)Largest decline over 5 years | -34.88% | -29.78% | -5.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.38% | — |
Current DrawdownCurrent decline from peak | -1.16% | -2.75% | +1.59% |
Average DrawdownAverage peak-to-trough decline | -6.37% | -13.24% | +6.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.12% | +0.11% |
Volatility
ESGYX vs. ACWX - Volatility Comparison
The current volatility for Mirova Global Sustainable Equity Fund (ESGYX) is 3.23%, while iShares MSCI ACWI ex U.S. ETF (ACWX) has a volatility of 5.41%. This indicates that ESGYX experiences smaller price fluctuations and is considered to be less risky than ACWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESGYX | ACWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | 5.41% | -2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 10.57% | 15.45% | -4.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.78% | 17.30% | -3.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.73% | 16.61% | +1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 17.27% | +0.34% |
ESGYX vs. ACWX - Expense Ratio Comparison
ESGYX has a 0.95% expense ratio, which is higher than ACWX's 0.32% expense ratio.
Dividends
ESGYX vs. ACWX - Dividend Comparison
ESGYX's dividend yield for the trailing twelve months is around 4.10%, more than ACWX's 2.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACWX iShares MSCI ACWI ex U.S. ETF | 2.53% | 2.82% | 2.97% | 2.96% | 2.68% | 2.74% | 1.88% | 3.22% | 2.60% | 2.40% | 2.77% | 2.51% |
ESGYX Mirova Global Sustainable Equity Fund | 4.10% | 4.44% | 1.99% | 0.61% | 5.28% | 12.16% | 0.54% | 1.84% | 4.39% | 1.15% | 0.00% | 0.00% |
Frequently Asked Questions
ESGYX and ACWX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACWX has higher volatility (5.41%) compared to ESGYX (3.23%). In terms of maximum drawdown, ESGYX dropped -34.88% vs ACWX's -60.40%.
ACWX currently has the higher Sharpe Ratio (1.64 vs 0.62), 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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