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FGDL vs. EGUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGDL vs. EGUS - Performance Comparison

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

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FGDL vs. EGUS - Yearly Performance Comparison


2026 (YTD)202520242023
FGDL
Franklin Responsibly Sourced Gold ETF
7.93%64.15%27.31%7.71%
EGUS
Ishares ESG Aware MSCI USA Growth ETF
-9.75%19.02%32.85%27.00%

Returns By Period

In the year-to-date period, FGDL achieves a 7.93% return, which is significantly higher than EGUS's -9.75% return.


FGDL

1D
3.39%
1M
-11.22%
YTD
7.93%
6M
20.34%
1Y
48.63%
3Y*
33.11%
5Y*
10Y*

EGUS

1D
3.68%
1M
-4.17%
YTD
-9.75%
6M
-7.37%
1Y
21.29%
3Y*
21.47%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FGDL vs. EGUS - Expense Ratio Comparison

FGDL has a 0.15% expense ratio, which is lower than EGUS's 0.18% expense ratio. Despite the difference, 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

FGDL vs. EGUS — Risk / Return Rank

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

FGDL
FGDL Risk / Return Rank: 8585
Overall Rank
FGDL Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FGDL Sortino Ratio Rank: 8484
Sortino Ratio Rank
FGDL Omega Ratio Rank: 8383
Omega Ratio Rank
FGDL Calmar Ratio Rank: 8787
Calmar Ratio Rank
FGDL Martin Ratio Rank: 8585
Martin Ratio Rank

EGUS
EGUS Risk / Return Rank: 5454
Overall Rank
EGUS Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
EGUS Sortino Ratio Rank: 5757
Sortino Ratio Rank
EGUS Omega Ratio Rank: 5555
Omega Ratio Rank
EGUS Calmar Ratio Rank: 5353
Calmar Ratio Rank
EGUS Martin Ratio Rank: 4848
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.

FGDL vs. EGUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Responsibly Sourced Gold ETF (FGDL) 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.


FGDLEGUSDifference

Sharpe ratio

Return per unit of total volatility

1.75

0.98

+0.77

Sortino ratio

Return per unit of downside risk

2.16

1.47

+0.69

Omega ratio

Gain probability vs. loss probability

1.32

1.21

+0.11

Calmar ratio

Return relative to maximum drawdown

2.64

1.35

+1.29

Martin ratio

Return relative to average drawdown

9.52

4.58

+4.94

FGDL vs. EGUS - Sharpe Ratio Comparison

The current FGDL Sharpe Ratio is 1.75, which is higher than the EGUS Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FGDL and EGUS, 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


FGDLEGUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

0.98

+0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

1.52

1.08

+0.44

Correlation

The correlation between FGDL and EGUS is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FGDL vs. EGUS - Dividend Comparison

FGDL has not paid dividends to shareholders, while EGUS's dividend yield for the trailing twelve months is around 0.24%.


TTM202520242023
FGDL
Franklin Responsibly Sourced Gold ETF
0.00%0.00%0.00%0.00%
EGUS
Ishares ESG Aware MSCI USA Growth ETF
0.24%0.22%0.25%0.36%

Drawdowns

FGDL vs. EGUS - Drawdown Comparison

The maximum FGDL drawdown since its inception was -19.23%, smaller than the maximum EGUS drawdown of -24.87%. Use the drawdown chart below to compare losses from any high point for FGDL and EGUS.


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Drawdown Indicators


FGDLEGUSDifference

Max Drawdown

Largest peak-to-trough decline

-19.23%

-24.87%

+5.64%

Max Drawdown (1Y)

Largest decline over 1 year

-19.23%

-15.66%

-3.57%

Current Drawdown

Current decline from peak

-13.76%

-12.55%

-1.21%

Average Drawdown

Average peak-to-trough decline

-3.34%

-3.41%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.33%

4.63%

+0.70%

Volatility

FGDL vs. EGUS - Volatility Comparison

Franklin Responsibly Sourced Gold ETF (FGDL) has a higher volatility of 10.75% compared to Ishares ESG Aware MSCI USA Growth ETF (EGUS) at 6.90%. This indicates that FGDL's price experiences larger fluctuations and is considered to be riskier than EGUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FGDLEGUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.75%

6.90%

+3.85%

Volatility (6M)

Calculated over the trailing 6-month period

24.37%

13.26%

+11.11%

Volatility (1Y)

Calculated over the trailing 1-year period

28.00%

21.82%

+6.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.96%

19.31%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.96%

19.31%

-0.35%