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ESMV vs. DMXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESMV vs. DMXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG MSCI USA Min Vol Factor ETF (ESMV) and iShares ESG Advanced MSCI EAFE ETF (DMXF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESMV achieves a 4.06% return, which is significantly lower than DMXF's 11.78% return.


ESMV

1D
-0.22%
1M
-0.61%
YTD
4.06%
6M
3.40%
1Y
6.29%
3Y*
10.45%
5Y*
10Y*

DMXF

1D
-2.70%
1M
1.22%
YTD
11.78%
6M
10.88%
1Y
19.96%
3Y*
15.44%
5Y*
6.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESMV vs. DMXF - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ESMV
iShares ESG MSCI USA Min Vol Factor ETF
4.06%5.34%13.06%12.20%-11.08%3.13%
DMXF
iShares ESG Advanced MSCI EAFE ETF
11.78%22.07%3.99%20.52%-19.25%-2.31%

Correlation

The correlation between ESMV and DMXF is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2021

0.62

The correlation between ESMV and DMXF has been stable across timeframes, ranging from 0.58 to 0.62 - a consistent structural relationship.

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Return for Risk

ESMV vs. DMXF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ESMV
ESMV Risk / Return Rank: 2020
Overall Rank
ESMV Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ESMV Sortino Ratio Rank: 1818
Sortino Ratio Rank
ESMV Omega Ratio Rank: 1919
Omega Ratio Rank
ESMV Calmar Ratio Rank: 2121
Calmar Ratio Rank
ESMV Martin Ratio Rank: 2323
Martin Ratio Rank

DMXF
DMXF Risk / Return Rank: 3636
Overall Rank
DMXF Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
DMXF Sortino Ratio Rank: 3434
Sortino Ratio Rank
DMXF Omega Ratio Rank: 3434
Omega Ratio Rank
DMXF Calmar Ratio Rank: 3636
Calmar Ratio Rank
DMXF Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

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.


ESMVDMXFDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

1.12

1.22

-0.09

Calmar ratioReturn relative to maximum drawdown

0.90

1.69

-0.79

Martin ratioReturn relative to average drawdown

2.75

6.32

-3.57

ESMV vs. DMXF - Sharpe Ratio Comparison

The current ESMV Sharpe Ratio is 0.62, which is lower than the DMXF Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of ESMV and DMXF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


ESMVDMXFDifference

Max Drawdown

Largest peak-to-trough decline

-19.77%

-34.52%

+14.75%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-11.84%

+4.83%

Max Drawdown (3Y)

Largest decline over 3 years

-12.16%

-16.54%

+4.38%

Max Drawdown (5Y)

Largest decline over 5 years

-34.52%

Current Drawdown

Current decline from peak

-1.93%

-2.70%

+0.77%

Average Drawdown

Average peak-to-trough decline

-5.28%

-7.61%

+2.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

3.17%

-0.88%

Volatility

ESMV vs. DMXF - Volatility Comparison

The current volatility for iShares ESG MSCI USA Min Vol Factor ETF (ESMV) is 2.82%, while iShares ESG Advanced MSCI EAFE ETF (DMXF) has a volatility of 6.29%. 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.


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Volatility by Period


ESMVDMXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

6.29%

-3.47%

Volatility (6M)

Calculated over the trailing 6-month period

6.53%

14.41%

-7.88%

Volatility (1Y)

Calculated over the trailing 1-year period

10.16%

16.93%

-6.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.20%

17.83%

-4.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.20%

17.34%

-4.14%

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%.


Dividends

ESMV vs. DMXF - Dividend Comparison

ESMV's dividend yield for the trailing twelve months is around 1.55%, less than DMXF's 4.26% yield.


PositionTTM202520242023202220212020
DMXF
iShares ESG Advanced MSCI EAFE ETF
4.26%4.85%2.92%2.29%2.37%1.91%0.31%
ESMV
iShares ESG MSCI USA Min Vol Factor ETF
1.55%1.56%1.71%1.75%1.66%0.24%0.00%

Frequently Asked Questions


ESMV and DMXF have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DMXF has higher volatility (6.29%) compared to ESMV (2.82%). In terms of maximum drawdown, ESMV dropped -19.77% vs DMXF's -34.52%.

On 3-year performance, DMXF leads with 15.44% vs 10.45% for ESMV. On fees, DMXF is cheaper at 0.12% per year. On volatility, ESMV has been the lower-risk option at 2.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DMXF has performed better with a 15.44% return vs 10.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DMXF is cheaper with a 0.12% expense ratio, compared with 0.18% for ESMV.

DMXF has the higher dividend yield at 4.26%, compared with 1.55% for ESMV.

ESMV is categorized as Large Cap Blend Equities, while DMXF is Foreign Large Cap Equities. ESMV tracks MSCI USA Minimum Volatility Extended ESG Reduced Carbon Target Index - Benchmark TR Gross, while DMXF tracks MSCI EAFE Choice ESG Screened Index. Their fees differ too: 0.18% for ESMV and 0.12% for DMXF.

DMXF currently has the higher Sharpe Ratio (1.19 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.

Portfolio Optimizer

Find the right allocation for ESMV and DMXF

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