FITZ vs. ESGG
FITZ (Fitz-Gerald Must Have Portfolio ETF) and ESGG (FlexShares STOXX Global ESG Select Index Fund) are both Large Cap Growth Equities funds. FITZ is actively managed, while ESGG is passively managed. A 0.69 correlation means they provide meaningful diversification when combined. FITZ charges 0.75%/yr vs 0.42%/yr for ESGG.
Performance
FITZ vs. ESGG - Performance Comparison
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Returns By Period
FITZ
- 1D
- -0.47%
- 1M
- 1.39%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESGG
- 1D
- -0.42%
- 1M
- -0.29%
- 6M
- 11.14%
- YTD
- 12.67%
- 1Y
- 23.87%
- 3Y*
- 18.94%
- 5Y*
- 12.14%
- 10Y*
- 13.77%
FITZ vs. ESGG - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
FITZ Fitz-Gerald Must Have Portfolio ETF | -2.34% |
ESGG FlexShares STOXX Global ESG Select Index Fund | 0.50% |
Correlation
The correlation between FITZ and ESGG is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 28, 2026 | 0.69 |
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Return for Risk
FITZ vs. ESGG — Risk / Return Rank
FITZ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ESGG
FITZ vs. ESGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fitz-Gerald Must Have Portfolio ETF (FITZ) and FlexShares STOXX Global ESG Select Index Fund (ESGG). 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.
| FITZ | ESGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.33 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.62 | — |
| Martin ratioReturn relative to average drawdown | — | 11.08 | — |
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Drawdowns
FITZ vs. ESGG - Drawdown Comparison
The maximum FITZ drawdown since its inception was -7.37%, smaller than the maximum ESGG drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for FITZ and ESGG.
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Drawdown Indicators
| FITZ | ESGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.37% | -32.31% | +24.94% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.16% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.71% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.57% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.31% | — |
Current DrawdownCurrent decline from peak | -3.72% | -2.26% | -1.46% |
Average DrawdownAverage peak-to-trough decline | -3.89% | -4.63% | +0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.16% | — |
Volatility
FITZ vs. ESGG - Volatility Comparison
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Volatility by Period
| FITZ | ESGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.36% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.86% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.38% | 12.87% | +2.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.38% | 16.15% | -0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.38% | 16.51% | -1.13% |
FITZ vs. ESGG - Expense Ratio Comparison
FITZ has a 0.75% expense ratio, which is higher than ESGG's 0.42% expense ratio.
Dividends
FITZ vs. ESGG - Dividend Comparison
FITZ has not paid dividends to shareholders, while ESGG's dividend yield for the trailing twelve months is around 1.31%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ESGG FlexShares STOXX Global ESG Select Index Fund | 1.31% | 1.39% | 1.84% | 1.73% | 1.83% | 1.34% | 1.36% | 1.94% | 2.12% | 1.71% | 0.87% |
FITZ Fitz-Gerald Must Have Portfolio ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FITZ and ESGG have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESGG is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESGG is cheaper with a 0.42% expense ratio, compared with 0.75% for FITZ.
ESGG has the higher dividend yield at 1.31%, compared with 0.00% for FITZ.
They also come from different issuers: Nicholas and Northern Trust. Their fees differ too: 0.75% for FITZ and 0.42% for ESGG.
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