EVUS vs. DGRO
EVUS (Ishares ESG Aware MSCI USA Value ETF) and DGRO (iShares Core Dividend Growth ETF) are both exchange-traded funds - EVUS is a Large Cap Value Equities fund tracking the MSCI USA Value Extended ESG Focus Index - Benchmark TR Gross, while DGRO is a Large Cap Growth Equities fund tracking the Morningstar US Dividend Growth Index. Both are passively managed. Over the past 3 years, EVUS returned 15.77%/yr vs 16.92%/yr for DGRO. With a 0.96 correlation, they move nearly in lockstep. EVUS charges 0.18%/yr vs 0.08%/yr for DGRO.
Performance
EVUS vs. DGRO - Performance Comparison
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Returns By Period
In the year-to-date period, EVUS achieves a 10.02% return, which is significantly higher than DGRO's 9.19% return.
EVUS
- 1D
- 0.43%
- 1M
- 0.44%
- YTD
- 10.02%
- 6M
- 9.44%
- 1Y
- 21.71%
- 3Y*
- 15.77%
- 5Y*
- —
- 10Y*
- —
DGRO
- 1D
- 0.32%
- 1M
- 0.80%
- YTD
- 9.19%
- 6M
- 8.52%
- 1Y
- 22.22%
- 3Y*
- 16.92%
- 5Y*
- 11.00%
- 10Y*
- 13.62%
EVUS vs. DGRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EVUS Ishares ESG Aware MSCI USA Value ETF | 10.02% | 13.31% | 14.23% | 3.68% |
DGRO iShares Core Dividend Growth ETF | 9.19% | 15.69% | 16.62% | 7.06% |
Correlation
The correlation between EVUS and DGRO is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023 | 0.96 |
The correlation between EVUS and DGRO has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.
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Return for Risk
EVUS vs. DGRO — Risk / Return Rank
EVUS
DGRO
EVUS vs. DGRO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Value ETF (EVUS) and iShares Core Dividend Growth ETF (DGRO). 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.
| EVUS | DGRO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.42 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | 3.45 | -0.63 |
| Martin ratioReturn relative to average drawdown | 11.81 | 13.31 | -1.50 |
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Drawdowns
EVUS vs. DGRO - Drawdown Comparison
The maximum EVUS drawdown since its inception was -15.65%, smaller than the maximum DGRO drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for EVUS and DGRO.
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Drawdown Indicators
| EVUS | DGRO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.65% | -35.10% | +19.45% |
Max Drawdown (1Y)Largest decline over 1 year | -7.72% | -6.47% | -1.25% |
Max Drawdown (3Y)Largest decline over 3 years | -15.65% | -14.03% | -1.62% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.31% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.10% | — |
Current DrawdownCurrent decline from peak | -0.97% | -0.90% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -2.75% | -3.43% | +0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.84% | 1.67% | +0.17% |
Volatility
EVUS vs. DGRO - Volatility Comparison
Ishares ESG Aware MSCI USA Value ETF (EVUS) has a higher volatility of 3.27% compared to iShares Core Dividend Growth ETF (DGRO) at 2.63%. This indicates that EVUS's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVUS | DGRO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 2.63% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 6.94% | +1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.71% | 9.53% | +1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.73% | 13.80% | -1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.73% | 16.60% | -3.87% |
EVUS vs. DGRO - Expense Ratio Comparison
EVUS has a 0.18% expense ratio, which is higher than DGRO's 0.08% 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
EVUS vs. DGRO - Dividend Comparison
EVUS's dividend yield for the trailing twelve months is around 1.53%, less than DGRO's 1.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRO iShares Core Dividend Growth ETF | 1.97% | 2.09% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% |
EVUS Ishares ESG Aware MSCI USA Value ETF | 1.53% | 1.62% | 1.99% | 2.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EVUS and DGRO have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EVUS has higher volatility (3.27%) compared to DGRO (2.63%). In terms of maximum drawdown, EVUS dropped -15.65% vs DGRO's -35.10%.
On 3-year performance, DGRO leads with 16.92% vs 15.77% for EVUS. On fees, DGRO is cheaper at 0.08% per year. On volatility, DGRO has been the lower-risk option at 2.63%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, DGRO has performed better with a 16.92% return vs 15.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DGRO is cheaper with a 0.08% expense ratio, compared with 0.18% for EVUS.
DGRO has the higher dividend yield at 1.97%, compared with 1.53% for EVUS.
EVUS is categorized as Large Cap Value Equities, while DGRO is Large Cap Growth Equities. EVUS tracks MSCI USA Value Extended ESG Focus Index - Benchmark TR Gross, while DGRO tracks Morningstar US Dividend Growth Index. Their fees differ too: 0.18% for EVUS and 0.08% for DGRO.
DGRO currently has the higher Sharpe Ratio (2.35 vs 2.04), 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.
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