GGRO.TO vs. ESGG
Compare and contrast key facts about iShares ESG Growth ETF Portfolio (GGRO.TO) and FlexShares STOXX Global ESG Select Index Fund (ESGG).
GGRO.TO and ESGG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GGRO.TO is an actively managed fund by iShares. It was launched on Sep 2, 2020. ESGG is a passively managed fund by Northern Trust that tracks the performance of the STOXX Global ESG Select KPIs Index. It was launched on Jul 13, 2016.
Performance
GGRO.TO vs. ESGG - Performance Comparison
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GGRO.TO vs. ESGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GGRO.TO iShares ESG Growth ETF Portfolio | -1.81% | 14.24% | 20.48% | 19.18% | -14.11% | 15.52% | 7.20% |
ESGG FlexShares STOXX Global ESG Select Index Fund | -1.14% | 18.32% | 24.31% | 22.81% | -12.86% | 22.64% | 8.87% |
Different Trading Currencies
GGRO.TO is traded in CAD, while ESGG is traded in USD. To make them comparable, the ESGG values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, GGRO.TO achieves a -1.81% return, which is significantly lower than ESGG's -1.14% return.
GGRO.TO
- 1D
- 2.25%
- 1M
- -4.24%
- YTD
- -1.81%
- 6M
- -2.16%
- 1Y
- 13.35%
- 3Y*
- 14.58%
- 5Y*
- 8.97%
- 10Y*
- —
ESGG
- 1D
- 2.70%
- 1M
- -3.72%
- YTD
- -1.14%
- 6M
- 1.78%
- 1Y
- 15.51%
- 3Y*
- 17.90%
- 5Y*
- 12.75%
- 10Y*
- —
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GGRO.TO vs. ESGG - Expense Ratio Comparison
GGRO.TO has a 0.25% expense ratio, which is lower than ESGG's 0.42% expense ratio.
Return for Risk
GGRO.TO vs. ESGG — Risk / Return Rank
GGRO.TO
ESGG
GGRO.TO vs. ESGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Growth ETF Portfolio (GGRO.TO) 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.
| GGRO.TO | ESGG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 0.94 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.39 | 1.39 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.34 | +0.24 |
Martin ratioReturn relative to average drawdown | 5.96 | 5.97 | -0.01 |
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
| GGRO.TO | ESGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 0.94 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.93 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.92 | -0.03 |
Correlation
The correlation between GGRO.TO and ESGG is 0.74, 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
GGRO.TO vs. ESGG - Dividend Comparison
GGRO.TO's dividend yield for the trailing twelve months is around 1.57%, more than ESGG's 1.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
GGRO.TO iShares ESG Growth ETF Portfolio | 1.57% | 1.51% | 1.62% | 1.89% | 1.69% | 1.43% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% |
ESGG FlexShares STOXX Global ESG Select Index Fund | 1.43% | 1.39% | 1.84% | 1.73% | 1.83% | 1.34% | 1.36% | 1.94% | 2.12% | 1.71% | 0.87% |
Drawdowns
GGRO.TO vs. ESGG - Drawdown Comparison
The maximum GGRO.TO drawdown since its inception was -22.13%, smaller than the maximum ESGG drawdown of -25.95%. Use the drawdown chart below to compare losses from any high point for GGRO.TO and ESGG.
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Drawdown Indicators
| GGRO.TO | ESGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.13% | -32.31% | +10.18% |
Max Drawdown (1Y)Largest decline over 1 year | -8.65% | -12.21% | +3.56% |
Max Drawdown (5Y)Largest decline over 5 years | -22.13% | -27.57% | +5.44% |
Current DrawdownCurrent decline from peak | -5.13% | -6.61% | +1.48% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -4.73% | -0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 2.51% | -0.21% |
Volatility
GGRO.TO vs. ESGG - Volatility Comparison
iShares ESG Growth ETF Portfolio (GGRO.TO) has a higher volatility of 5.77% compared to FlexShares STOXX Global ESG Select Index Fund (ESGG) at 5.47%. This indicates that GGRO.TO's price experiences larger fluctuations and is considered to be riskier than ESGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GGRO.TO | ESGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.77% | 5.47% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 9.71% | 9.12% | +0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.52% | 16.62% | -3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.60% | 13.72% | -2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.53% | 14.65% | -3.12% |