EVUS vs. FDL
Compare and contrast key facts about Ishares ESG Aware MSCI USA Value ETF (EVUS) and First Trust Morningstar Dividend Leaders Index Fund (FDL).
EVUS and FDL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EVUS is a passively managed fund by iShares that tracks the performance of the MSCI USA Value Extended ESG Focus Index - Benchmark TR Gross. It was launched on Jan 31, 2023. FDL is a passively managed fund by First Trust that tracks the performance of the Morningstar Dividend Leaders Index. It was launched on Mar 9, 2006. Both EVUS and FDL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EVUS vs. FDL - Performance Comparison
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EVUS vs. FDL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EVUS Ishares ESG Aware MSCI USA Value ETF | -0.24% | 13.31% | 14.23% | 3.45% |
FDL First Trust Morningstar Dividend Leaders Index Fund | 15.49% | 14.79% | 17.98% | -1.07% |
Returns By Period
In the year-to-date period, EVUS achieves a -0.24% return, which is significantly lower than FDL's 15.49% return.
EVUS
- 1D
- 2.09%
- 1M
- -5.65%
- YTD
- -0.24%
- 6M
- 2.03%
- 1Y
- 10.63%
- 3Y*
- 12.03%
- 5Y*
- —
- 10Y*
- —
FDL
- 1D
- 0.43%
- 1M
- 0.01%
- YTD
- 15.49%
- 6M
- 19.42%
- 1Y
- 21.84%
- 3Y*
- 18.00%
- 5Y*
- 14.12%
- 10Y*
- 11.60%
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EVUS vs. FDL - Expense Ratio Comparison
EVUS has a 0.18% expense ratio, which is lower than FDL's 0.45% expense ratio.
Return for Risk
EVUS vs. FDL — Risk / Return Rank
EVUS
FDL
EVUS vs. FDL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Value ETF (EVUS) and First Trust Morningstar Dividend Leaders Index Fund (FDL). 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.
| EVUS | FDL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.70 | 1.47 | -0.78 |
Sortino ratioReturn per unit of downside risk | 1.06 | 2.06 | -0.99 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.29 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 1.96 | -0.96 |
Martin ratioReturn relative to average drawdown | 4.42 | 7.63 | -3.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EVUS | FDL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.70 | 1.47 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.99 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.46 | +0.29 |
Correlation
The correlation between EVUS and FDL is 0.81, 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
EVUS vs. FDL - Dividend Comparison
EVUS's dividend yield for the trailing twelve months is around 1.72%, less than FDL's 3.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVUS Ishares ESG Aware MSCI USA Value ETF | 1.72% | 1.62% | 1.99% | 2.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FDL First Trust Morningstar Dividend Leaders Index Fund | 3.61% | 4.04% | 4.96% | 4.58% | 3.58% | 4.59% | 4.48% | 3.75% | 3.97% | 3.18% | 2.93% | 3.65% |
Drawdowns
EVUS vs. FDL - Drawdown Comparison
The maximum EVUS drawdown since its inception was -15.65%, smaller than the maximum FDL drawdown of -65.93%. Use the drawdown chart below to compare losses from any high point for EVUS and FDL.
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Drawdown Indicators
| EVUS | FDL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.65% | -65.93% | +50.28% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -11.58% | -0.21% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.46% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.40% | — |
Current DrawdownCurrent decline from peak | -5.79% | -0.10% | -5.69% |
Average DrawdownAverage peak-to-trough decline | -2.88% | -9.73% | +6.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 3.10% | -0.43% |
Volatility
EVUS vs. FDL - Volatility Comparison
Ishares ESG Aware MSCI USA Value ETF (EVUS) has a higher volatility of 4.25% compared to First Trust Morningstar Dividend Leaders Index Fund (FDL) at 2.56%. This indicates that EVUS's price experiences larger fluctuations and is considered to be riskier than FDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVUS | FDL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 2.56% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 8.07% | 8.16% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.38% | 14.96% | +0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.84% | 14.31% | -1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.84% | 17.09% | -4.25% |