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. Their correlation of 0.84 suggests significant overlap in exposure. 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
- 0.21%
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESGG
- 1D
- 0.94%
- 1M
- 4.89%
- YTD
- 14.06%
- 6M
- 15.53%
- 1Y
- 29.69%
- 3Y*
- 20.25%
- 5Y*
- 12.93%
- 10Y*
- —
FITZ vs. ESGG - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
FITZ Fitz-Gerald Must Have Portfolio ETF | -3.48% |
ESGG FlexShares STOXX Global ESG Select Index Fund | 1.74% |
Correlation
The correlation between FITZ and ESGG is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 28, 2026 | 0.84 |
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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 | — | 1.42 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.26 | — |
| Martin ratioReturn relative to average drawdown | — | 14.07 | — |
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Drawdowns
FITZ vs. ESGG - Drawdown Comparison
The maximum FITZ drawdown since its inception was -6.62%, 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 | -6.62% | -32.31% | +25.69% |
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% | — |
Current DrawdownCurrent decline from peak | -4.84% | -1.06% | -3.78% |
Average DrawdownAverage peak-to-trough decline | -3.40% | -4.65% | +1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.12% | — |
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 | — | 5.12% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.58% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.67% | 12.69% | +5.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.67% | 16.13% | +2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 16.53% | +2.14% |
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 1.78%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ESGG FlexShares STOXX Global ESG Select Index Fund | 1.78% | 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 0.84, 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 1.78%, 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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