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ESMV vs. VIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ESMV vs. VIG - 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 Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

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ESMV vs. VIG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ESMV
iShares ESG MSCI USA Min Vol Factor ETF
-1.84%5.34%13.06%12.20%-11.08%3.20%
VIG
Vanguard Dividend Appreciation ETF
-1.77%14.17%16.99%14.51%-9.80%3.73%

Returns By Period

The year-to-date returns for both investments are quite close, with ESMV having a -1.84% return and VIG slightly higher at -1.77%.


ESMV

1D
1.49%
1M
-5.31%
YTD
-1.84%
6M
-2.50%
1Y
0.08%
3Y*
8.74%
5Y*
10Y*

VIG

1D
2.07%
1M
-5.18%
YTD
-1.77%
6M
0.45%
1Y
12.67%
3Y*
13.80%
5Y*
9.76%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ESMV vs. VIG - Expense Ratio Comparison

ESMV has a 0.18% expense ratio, which is higher than VIG's 0.04% 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. VIG — Risk / Return Rank

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

ESMV
ESMV Risk / Return Rank: 1212
Overall Rank
ESMV Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ESMV Sortino Ratio Rank: 1111
Sortino Ratio Rank
ESMV Omega Ratio Rank: 1111
Omega Ratio Rank
ESMV Calmar Ratio Rank: 1414
Calmar Ratio Rank
ESMV Martin Ratio Rank: 1414
Martin Ratio Rank

VIG
VIG Risk / Return Rank: 5555
Overall Rank
VIG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 5252
Sortino Ratio Rank
VIG Omega Ratio Rank: 5353
Omega Ratio Rank
VIG Calmar Ratio Rank: 5757
Calmar Ratio Rank
VIG Martin Ratio Rank: 6363
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. VIG - 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 Vanguard Dividend Appreciation ETF (VIG). 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.


ESMVVIGDifference

Sharpe ratio

Return per unit of total volatility

0.01

0.83

-0.83

Sortino ratio

Return per unit of downside risk

0.10

1.28

-1.18

Omega ratio

Gain probability vs. loss probability

1.01

1.18

-0.17

Calmar ratio

Return relative to maximum drawdown

0.10

1.28

-1.19

Martin ratio

Return relative to average drawdown

0.36

5.73

-5.38

ESMV vs. VIG - Sharpe Ratio Comparison

The current ESMV Sharpe Ratio is 0.01, which is lower than the VIG Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of ESMV and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ESMVVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

0.83

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.57

-0.25

Correlation

The correlation between ESMV and VIG is 0.86, 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.


Dividends

ESMV vs. VIG - Dividend Comparison

ESMV's dividend yield for the trailing twelve months is around 1.70%, more than VIG's 1.61% yield.


TTM20252024202320222021202020192018201720162015
ESMV
iShares ESG MSCI USA Min Vol Factor ETF
1.70%1.56%1.71%1.75%1.66%0.24%0.00%0.00%0.00%0.00%0.00%0.00%
VIG
Vanguard Dividend Appreciation ETF
1.61%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Drawdowns

ESMV vs. VIG - Drawdown Comparison

The maximum ESMV drawdown since its inception was -19.77%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for ESMV and VIG.


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Drawdown Indicators


ESMVVIGDifference

Max Drawdown

Largest peak-to-trough decline

-19.77%

-46.81%

+27.04%

Max Drawdown (1Y)

Largest decline over 1 year

-9.46%

-10.83%

+1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

Max Drawdown (10Y)

Largest decline over 10 years

-31.72%

Current Drawdown

Current decline from peak

-5.31%

-6.00%

+0.69%

Average Drawdown

Average peak-to-trough decline

-5.46%

-5.55%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

2.42%

+0.12%

Volatility

ESMV vs. VIG - Volatility Comparison

The current volatility for iShares ESG MSCI USA Min Vol Factor ETF (ESMV) is 3.38%, while Vanguard Dividend Appreciation ETF (VIG) has a volatility of 4.07%. This indicates that ESMV experiences smaller price fluctuations and is considered to be less risky than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESMVVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

4.07%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

8.13%

7.84%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

13.76%

15.31%

-1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.40%

14.26%

-0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.40%

16.05%

-2.65%