ESML vs. ISCG
Compare and contrast key facts about iShares ESG Aware MSCI USA Small-Cap ETF (ESML) and iShares Morningstar Small-Cap Growth ETF (ISCG).
ESML and ISCG 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. ISCG is a passively managed fund by iShares that tracks the performance of the Morningstar US Small Cap Broad Growth Extended Index. It was launched on Jun 28, 2004. Both ESML and ISCG 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 ISCG.
Key characteristics
| ESML | ISCG | |
|---|---|---|
| YTD Return | 1.57% | 1.84% |
| 1Y Return | 20.23% | 19.99% |
| 3Y Return (Ann) | 0.15% | -3.19% |
| 5Y Return (Ann) | 8.29% | 5.84% |
| Sharpe Ratio | 1.02 | 1.04 |
| Daily Std Dev | 18.24% | 18.38% |
| Max Drawdown | -41.97% | -100.00% |
| Current Drawdown | -7.01% | -100.00% |
Correlation
The correlation between ESML and ISCG is 0.92, 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.
Performance
ESML vs. ISCG - Performance Comparison
In the year-to-date period, ESML achieves a 1.57% return, which is significantly lower than ISCG's 1.84% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ESML vs. ISCG - Expense Ratio Comparison
ESML has a 0.17% expense ratio, which is higher than ISCG's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
ESML vs. ISCG - 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 iShares Morningstar Small-Cap Growth ETF (ISCG). 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. ISCG - Dividend Comparison
ESML's dividend yield for the trailing twelve months is around 1.28%, more than ISCG's 0.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESML iShares ESG Aware MSCI USA Small-Cap ETF | 1.28% | 1.31% | 1.46% | 0.94% | 0.99% | 1.10% | 1.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ISCG iShares Morningstar Small-Cap Growth ETF | 0.71% | 0.77% | 0.92% | 0.62% | 0.10% | 0.27% | 0.40% | 0.52% | 1.19% | 0.64% | 0.56% | 0.53% |
Drawdowns
ESML vs. ISCG - Drawdown Comparison
The maximum ESML drawdown since its inception was -41.97%, smaller than the maximum ISCG drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for ESML and ISCG. For additional features, visit the drawdowns tool.
Volatility
ESML vs. ISCG - Volatility Comparison
iShares ESG Aware MSCI USA Small-Cap ETF (ESML) has a higher volatility of 5.14% compared to iShares Morningstar Small-Cap Growth ETF (ISCG) at 4.84%. This indicates that ESML's price experiences larger fluctuations and is considered to be riskier than ISCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.