ESML vs. CALF
Compare and contrast key facts about iShares ESG Aware MSCI USA Small-Cap ETF (ESML) and Pacer US Small Cap Cash Cows 100 ETF (CALF).
ESML and CALF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESML is a passively managed fund by iShares that tracks the performance of the MSCI USA Small Cap Extended ESG Focus Index. It was launched on Apr 10, 2018. CALF is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer US Small Cap Cash Cows Index. It was launched on Jun 16, 2017. Both ESML and CALF 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: ESML or CALF.
Performance
ESML vs. CALF - Performance Comparison
Returns By Period
In the year-to-date period, ESML achieves a 17.95% return, which is significantly higher than CALF's -1.35% return.
ESML
17.95%
6.19%
15.26%
32.19%
11.36%
N/A
CALF
-1.35%
2.91%
3.26%
10.59%
14.63%
N/A
Key characteristics
| ESML | CALF | |
|---|---|---|
| Sharpe Ratio | 1.79 | 0.51 |
| Sortino Ratio | 2.54 | 0.89 |
| Omega Ratio | 1.31 | 1.10 |
| Calmar Ratio | 1.79 | 0.77 |
| Martin Ratio | 9.90 | 1.75 |
| Ulcer Index | 3.33% | 6.12% |
| Daily Std Dev | 18.39% | 21.09% |
| Max Drawdown | -41.97% | -47.58% |
| Current Drawdown | -1.72% | -3.78% |
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ESML vs. CALF - Expense Ratio Comparison
ESML has a 0.17% expense ratio, which is lower than CALF's 0.59% expense ratio.
Correlation
The correlation between ESML and CALF is 0.90, 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
ESML vs. CALF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI USA Small-Cap ETF (ESML) and Pacer US Small Cap Cash Cows 100 ETF (CALF). 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
ESML vs. CALF - Dividend Comparison
ESML's dividend yield for the trailing twelve months is around 1.06%, which matches CALF's 1.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
ESML iShares ESG Aware MSCI USA Small-Cap ETF | 1.06% | 1.31% | 1.46% | 0.94% | 0.99% | 1.10% | 1.07% | 0.00% |
CALF Pacer US Small Cap Cash Cows 100 ETF | 1.05% | 1.18% | 0.85% | 2.63% | 0.82% | 0.99% | 1.39% | 0.70% |
Drawdowns
ESML vs. CALF - Drawdown Comparison
The maximum ESML drawdown since its inception was -41.97%, smaller than the maximum CALF drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for ESML and CALF. For additional features, visit the drawdowns tool.
Volatility
ESML vs. CALF - Volatility Comparison
The current volatility for iShares ESG Aware MSCI USA Small-Cap ETF (ESML) is 6.22%, while Pacer US Small Cap Cash Cows 100 ETF (CALF) has a volatility of 7.39%. This indicates that ESML experiences smaller price fluctuations and is considered to be less risky than CALF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.