EVUS vs. EGUS

Last updated Jun 16, 2026

EVUS (Ishares ESG Aware MSCI USA Value ETF) and EGUS (Ishares ESG Aware MSCI USA 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 EGUS is a Large Cap Growth Equities fund tracking the MSCI USA Growth Extended ESG Focus Index. Both are passively managed. Over the past 3 years, EVUS returned 15.29%/yr vs 25.10%/yr for EGUS. A 0.56 correlation means they provide meaningful diversification when combined. Both charge a 0.18% expense ratio.

Performance

EVUS vs. EGUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares ESG Aware MSCI USA Value ETF (EVUS) and Ishares ESG Aware MSCI USA Growth ETF (EGUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with EVUS having a 11.09% return and EGUS slightly lower at 10.66%.

EVUS

• 1D: 0.59%
• 1M: 3.13%
• YTD: 11.09%
• 6M: 10.54%
• 1Y: 22.90%
• 3Y*: 15.29%
• 5Y*: —
• 10Y*: —

EGUS

• 1D: 2.63%
• 1M: 2.03%
• YTD: 10.66%
• 6M: 12.22%
• 1Y: 31.41%
• 3Y*: 25.10%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EVUS vs. EGUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
EVUS Ishares ESG Aware MSCI USA Value ETF	11.09%	13.31%	14.23%	3.68%
EGUS Ishares ESG Aware MSCI USA Growth ETF	10.66%	19.02%	32.85%	27.00%

Correlation

The correlation between EVUS and EGUS is 0.54, 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	0.54
Correlation (3Y) Calculated over the trailing 3-year period	0.54
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023	0.56

The correlation between EVUS and EGUS has been stable across timeframes, ranging from 0.54 to 0.56 - a consistent structural relationship.

Return for Risk

EVUS vs. EGUS — Risk / Return Rank

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

EVUS

EVUS Risk / Return Rank: 70
EVUS Sharpe Ratio Rank: 71
EVUS Sortino Ratio Rank: 74
EVUS Omega Ratio Rank: 69
EVUS Calmar Ratio Rank: 63
EVUS Martin Ratio Rank: 71

EGUS

EGUS Risk / Return Rank: 51
EGUS Sharpe Ratio Rank: 59
EGUS Sortino Ratio Rank: 54
EGUS Omega Ratio Rank: 55
EGUS Calmar Ratio Rank: 43
EGUS Martin Ratio Rank: 44

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.

EVUS vs. EGUS - 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 ESG Aware MSCI USA Growth ETF (EGUS). 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	EGUS	Difference
Sharpe ratio: Return per unit of total volatility	2.17	1.84	+0.32
Sortino ratio: Return per unit of downside risk	3.06	2.44	+0.62
Omega ratio: Gain probability vs. loss probability	1.38	1.32	+0.06
Calmar ratio: Return relative to maximum drawdown	2.98	2.02	+0.96
Martin ratio: Return relative to average drawdown	12.49	6.73	+5.75

EVUS vs. EGUS - Sharpe Ratio Comparison

The current EVUS Sharpe Ratio is 2.17, which is comparable to the EGUS Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of EVUS and EGUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EVUS vs. EGUS - Drawdown Comparison

The maximum EVUS drawdown since its inception was -15.65%, smaller than the maximum EGUS drawdown of -24.87%. Use the drawdown chart below to compare losses from any high point for EVUS and EGUS.

Drawdown Indicators

	EVUS	EGUS	Difference
Max Drawdown Largest peak-to-trough decline	-15.65%	-24.87%	+9.22%
Max Drawdown (1Y) Largest decline over 1 year	-7.72%	-15.66%	+7.94%
Max Drawdown (3Y) Largest decline over 3 years	-15.65%	-24.87%	+9.22%
Current Drawdown Current decline from peak	-0.01%	-2.31%	+2.30%
Average Drawdown Average peak-to-trough decline	-2.76%	-3.37%	+0.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.84%	4.68%	-2.84%

Volatility

EVUS vs. EGUS - Volatility Comparison

The current volatility for Ishares ESG Aware MSCI USA Value ETF (EVUS) is 3.11%, while Ishares ESG Aware MSCI USA Growth ETF (EGUS) has a volatility of 6.54%. This indicates that EVUS experiences smaller price fluctuations and is considered to be less risky than EGUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EVUS	EGUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.11%	6.54%	-3.43%
Volatility (6M) Calculated over the trailing 6-month period	8.11%	13.85%	-5.74%
Volatility (1Y) Calculated over the trailing 1-year period	10.64%	17.17%	-6.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.72%	19.29%	-6.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.72%	19.29%	-6.57%

EVUS vs. EGUS - Expense Ratio Comparison

Both EVUS and EGUS have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

EVUS vs. EGUS - Dividend Comparison

EVUS's dividend yield for the trailing twelve months is around 1.90%, more than EGUS's 0.25% yield.

Position	TTM	2025	2024	2023
EGUS Ishares ESG Aware MSCI USA Growth ETF	0.25%	0.22%	0.25%	0.36%
EVUS Ishares ESG Aware MSCI USA Value ETF	1.90%	1.62%	1.99%	2.31%

Frequently Asked Questions

Can I hold both EVUS and EGUS in my portfolio?

EVUS and EGUS have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EVUS or EGUS?

EGUS has higher volatility (6.54%) compared to EVUS (3.11%). In terms of maximum drawdown, EVUS dropped -15.65% vs EGUS's -24.87%.

Which ETF is better, EVUS or EGUS?

On 3-year performance, EGUS leads with 25.10% vs 15.29% for EVUS. Both ETFs have the same 0.18% expense ratio. On volatility, EVUS has been the lower-risk option at 3.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EVUS or EGUS?

Over the 3-year period, EGUS has performed better with a 25.10% return vs 15.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EVUS or EGUS?

EVUS and EGUS have the same expense ratio: 0.18% per year.

Which ETF pays a higher dividend yield, EVUS or EGUS?

EVUS has the higher dividend yield at 1.90%, compared with 0.25% for EGUS.

What is the main difference between EVUS and EGUS?

EVUS is categorized as Large Cap Value Equities, while EGUS is Large Cap Growth Equities. EVUS tracks MSCI USA Value Extended ESG Focus Index - Benchmark TR Gross, while EGUS tracks MSCI USA Growth Extended ESG Focus Index.

Which has better risk-adjusted returns?

EVUS currently has the higher Sharpe Ratio (2.17 vs 1.84), 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.