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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESMV or DMXF.
Correlation
The correlation between ESMV and DMXF is 0.78, 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
ESMV vs. DMXF - Performance Comparison
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Key characteristics
ESMV:
0.75
DMXF:
0.42
ESMV:
1.22
DMXF:
0.81
ESMV:
1.17
DMXF:
1.11
ESMV:
0.92
DMXF:
0.54
ESMV:
3.25
DMXF:
1.63
ESMV:
3.43%
DMXF:
5.47%
ESMV:
13.45%
DMXF:
18.79%
ESMV:
-19.77%
DMXF:
-34.52%
ESMV:
-3.66%
DMXF:
-0.36%
Returns By Period
In the year-to-date period, ESMV achieves a 3.01% return, which is significantly lower than DMXF's 10.82% return.
ESMV
3.01%
3.98%
-2.56%
9.98%
N/A
N/A
DMXF
10.82%
9.48%
6.23%
7.81%
N/A
N/A
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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%.
Risk-Adjusted Performance
ESMV vs. DMXF — Risk-Adjusted Performance Rank
ESMV
DMXF
ESMV vs. DMXF - Risk-Adjusted Performance 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.
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Dividends
ESMV vs. DMXF - Dividend Comparison
ESMV's dividend yield for the trailing twelve months is around 1.61%, less than DMXF's 2.63% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|
ESMV iShares ESG MSCI USA Min Vol Factor ETF | 1.61% | 1.72% | 1.75% | 1.66% | 0.00% | 0.00% |
DMXF iShares ESG Advanced MSCI EAFE ETF | 2.63% | 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. For additional features, visit the drawdowns tool.
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Volatility
ESMV vs. DMXF - Volatility Comparison
iShares ESG MSCI USA Min Vol Factor ETF (ESMV) has a higher volatility of 4.40% compared to iShares ESG Advanced MSCI EAFE ETF (DMXF) at 3.86%. This indicates that ESMV's price experiences larger fluctuations and is considered to be riskier than DMXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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