FAN vs. ESGV
Compare and contrast key facts about First Trust Global Wind Energy ETF (FAN) and Vanguard ESG U.S. Stock ETF (ESGV).
FAN and ESGV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FAN is a passively managed fund by First Trust that tracks the performance of the ISE Clean Edge Global Wind Energy Index. It was launched on Jun 16, 2008. ESGV is a passively managed fund by Vanguard that tracks the performance of the FTSE US All Cap Choice Index. It was launched on Sep 18, 2018. Both FAN and ESGV 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: FAN or ESGV.
Key characteristics
| FAN | ESGV | |
|---|---|---|
| YTD Return | -2.88% | 24.65% |
| 1Y Return | 14.03% | 38.15% |
| 3Y Return (Ann) | -7.30% | 7.60% |
| 5Y Return (Ann) | 4.71% | 15.68% |
| Sharpe Ratio | 0.65 | 2.86 |
| Sortino Ratio | 1.03 | 3.79 |
| Omega Ratio | 1.13 | 1.52 |
| Calmar Ratio | 0.29 | 3.35 |
| Martin Ratio | 2.38 | 17.63 |
| Ulcer Index | 5.30% | 2.21% |
| Daily Std Dev | 19.43% | 13.62% |
| Max Drawdown | -81.36% | -33.66% |
| Current Drawdown | -35.36% | 0.00% |
Correlation
The correlation between FAN and ESGV is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FAN vs. ESGV - Performance Comparison
In the year-to-date period, FAN achieves a -2.88% return, which is significantly lower than ESGV's 24.65% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FAN vs. ESGV - Expense Ratio Comparison
FAN has a 0.62% expense ratio, which is higher than ESGV's 0.09% expense ratio.
Risk-Adjusted Performance
FAN vs. ESGV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Global Wind Energy ETF (FAN) and Vanguard ESG U.S. Stock ETF (ESGV). 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.
Dividends
FAN vs. ESGV - Dividend Comparison
FAN's dividend yield for the trailing twelve months is around 1.50%, more than ESGV's 1.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAN First Trust Global Wind Energy ETF | 1.50% | 1.72% | 1.50% | 1.80% | 0.83% | 2.42% | 2.68% | 2.59% | 6.04% | 2.36% | 2.61% | 0.71% |
ESGV Vanguard ESG U.S. Stock ETF | 1.08% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FAN vs. ESGV - Drawdown Comparison
The maximum FAN drawdown since its inception was -81.36%, which is greater than ESGV's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for FAN and ESGV. For additional features, visit the drawdowns tool.
Volatility
FAN vs. ESGV - Volatility Comparison
First Trust Global Wind Energy ETF (FAN) has a higher volatility of 7.50% compared to Vanguard ESG U.S. Stock ETF (ESGV) at 4.27%. This indicates that FAN's price experiences larger fluctuations and is considered to be riskier than ESGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.