ESMV vs. DMXF
Compare and contrast key facts about iShares ESG MSCI USA Min Vol Factor ETF (ESMV) and iShares ESG Advanced MSCI EAFE ETF (DMXF).
ESMV and DMXF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESMV is a passively managed fund by iShares that tracks the performance of the MSCI USA Minimum Volatility Extended ESG Reduced Carbon Target Index - Benchmark TR Gross. It was launched on Nov 2, 2021. DMXF is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Choice ESG Screened Index. It was launched on Jun 16, 2020. Both ESMV and DMXF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ESMV vs. DMXF - Performance Comparison
Loading graphics...
ESMV vs. DMXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ESMV iShares ESG MSCI USA Min Vol Factor ETF | -1.84% | 5.34% | 13.06% | 12.20% | -11.08% | 3.20% |
DMXF iShares ESG Advanced MSCI EAFE ETF | 0.39% | 22.07% | 3.99% | 20.52% | -19.25% | -2.49% |
Returns By Period
In the year-to-date period, ESMV achieves a -1.84% return, which is significantly lower than DMXF's 0.39% return.
ESMV
- 1D
- 1.49%
- 1M
- -5.31%
- YTD
- -1.84%
- 6M
- -2.50%
- 1Y
- 0.08%
- 3Y*
- 8.74%
- 5Y*
- —
- 10Y*
- —
DMXF
- 1D
- 3.51%
- 1M
- -8.10%
- YTD
- 0.39%
- 6M
- 2.94%
- 1Y
- 17.59%
- 3Y*
- 11.83%
- 5Y*
- 5.70%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ESMV vs. DMXF - Expense Ratio Comparison
ESMV has a 0.18% expense ratio, which is higher than DMXF's 0.12% 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%.
Return for Risk
ESMV vs. DMXF — Risk / Return Rank
ESMV
DMXF
ESMV vs. DMXF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA Min Vol Factor ETF (ESMV) and iShares ESG Advanced MSCI EAFE ETF (DMXF). 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.
| ESMV | DMXF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.01 | 0.94 | -0.93 |
Sortino ratioReturn per unit of downside risk | 0.10 | 1.44 | -1.33 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.20 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.10 | 1.44 | -1.35 |
Martin ratioReturn relative to average drawdown | 0.36 | 5.43 | -5.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ESMV | DMXF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | 0.94 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.33 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.56 | -0.23 |
Correlation
The correlation between ESMV and DMXF is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
ESMV vs. DMXF - Dividend Comparison
ESMV's dividend yield for the trailing twelve months is around 1.70%, less than DMXF's 4.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ESMV iShares ESG MSCI USA Min Vol Factor ETF | 1.70% | 1.56% | 1.71% | 1.75% | 1.66% | 0.24% | 0.00% |
DMXF iShares ESG Advanced MSCI EAFE ETF | 4.83% | 4.85% | 2.92% | 2.29% | 2.37% | 1.91% | 0.31% |
Drawdowns
ESMV vs. DMXF - Drawdown Comparison
The maximum ESMV drawdown since its inception was -19.77%, smaller than the maximum DMXF drawdown of -34.52%. Use the drawdown chart below to compare losses from any high point for ESMV and DMXF.
Loading graphics...
Drawdown Indicators
| ESMV | DMXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.77% | -34.52% | +14.75% |
Max Drawdown (1Y)Largest decline over 1 year | -9.46% | -11.84% | +2.38% |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.52% | — |
Current DrawdownCurrent decline from peak | -5.31% | -8.42% | +3.11% |
Average DrawdownAverage peak-to-trough decline | -5.46% | -7.83% | +2.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 3.15% | -0.61% |
Volatility
ESMV vs. DMXF - Volatility Comparison
The current volatility for iShares ESG MSCI USA Min Vol Factor ETF (ESMV) is 3.38%, while iShares ESG Advanced MSCI EAFE ETF (DMXF) has a volatility of 8.07%. This indicates that ESMV experiences smaller price fluctuations and is considered to be less risky than DMXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ESMV | DMXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 8.07% | -4.69% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 11.97% | -3.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.76% | 18.85% | -5.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.40% | 17.52% | -4.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.40% | 17.17% | -3.77% |