ESML vs. DUSG
ESML (iShares ESG Aware MSCI USA Small-Cap ETF) and DUSG (Dimensional U.S. Small Cap Growth ETF) are both Small Cap Growth Equities funds. ESML is passively managed, while DUSG is actively managed. Their correlation of 0.89 suggests significant overlap in exposure. ESML charges 0.17%/yr vs 0.32%/yr for DUSG.
Performance
ESML vs. DUSG - Performance Comparison
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Returns By Period
ESML
- 1D
- -0.15%
- 1M
- 0.18%
- 6M
- 10.58%
- YTD
- 18.61%
- 1Y
- 30.58%
- 3Y*
- 15.41%
- 5Y*
- 8.55%
- 10Y*
- —
DUSG
- 1D
- 0.69%
- 1M
- 0.55%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESML vs. DUSG - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ESML iShares ESG Aware MSCI USA Small-Cap ETF | 4.37% |
DUSG Dimensional U.S. Small Cap Growth ETF | 3.37% |
Correlation
The correlation between ESML and DUSG is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 6, 2026 | 0.89 |
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Return for Risk
ESML vs. DUSG — Risk / Return Rank
ESML
DUSG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ESML vs. DUSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI USA Small-Cap ETF (ESML) and Dimensional U.S. Small Cap Growth ETF (DUSG). 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.
| ESML | DUSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.31 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | — | — |
| Martin ratioReturn relative to average drawdown | 12.25 | — | — |
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Drawdowns
ESML vs. DUSG - Drawdown Comparison
The maximum ESML drawdown since its inception was -41.97%, which is greater than DUSG's maximum drawdown of -4.19%. Use the drawdown chart below to compare losses from any high point for ESML and DUSG.
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Drawdown Indicators
| ESML | DUSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.97% | -4.19% | -37.78% |
Max Drawdown (1Y)Largest decline over 1 year | -9.04% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -26.68% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -28.61% | — | — |
Current DrawdownCurrent decline from peak | -2.91% | -1.66% | -1.25% |
Average DrawdownAverage peak-to-trough decline | -8.86% | -1.14% | -7.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | — | — |
Volatility
ESML vs. DUSG - Volatility Comparison
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Volatility by Period
| ESML | DUSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.29% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.39% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.06% | 14.63% | +2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.26% | 14.63% | +6.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.33% | 14.63% | +8.70% |
ESML vs. DUSG - Expense Ratio Comparison
ESML has a 0.17% expense ratio, which is lower than DUSG's 0.32% expense ratio.
Dividends
ESML vs. DUSG - Dividend Comparison
ESML's dividend yield for the trailing twelve months is around 0.91%, more than DUSG's 0.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DUSG Dimensional U.S. Small Cap Growth ETF | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ESML iShares ESG Aware MSCI USA Small-Cap ETF | 0.91% | 1.08% | 1.22% | 1.31% | 1.46% | 0.94% | 0.99% | 1.10% | 1.07% |
Frequently Asked Questions
ESML and DUSG have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESML is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESML is cheaper with a 0.17% expense ratio, compared with 0.32% for DUSG.
ESML has the higher dividend yield at 0.91%, compared with 0.14% for DUSG.
They also come from different issuers: iShares and Dimensional Fund Advisors. Their fees differ too: 0.17% for ESML and 0.32% for DUSG.
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