GPSA.L vs. ESGS
Compare and contrast key facts about iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.L) and Columbia Sustainable US Equity Income ETF (ESGS).
GPSA.L and ESGS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GPSA.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Oct 19, 2018. ESGS is a passively managed fund by Ameriprise Financial that tracks the performance of the MSCI Beta ADV US Sustainable Equity Income100. It was launched on Jun 13, 2016. Both GPSA.L and ESGS 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: GPSA.L or ESGS.
Key characteristics
| GPSA.L | ESGS | |
|---|---|---|
| YTD Return | 15.38% | 15.46% |
| 1Y Return | 22.33% | 22.73% |
| 3Y Return (Ann) | 11.10% | 11.83% |
| 5Y Return (Ann) | 9.50% | 13.80% |
| Sharpe Ratio | 0.70 | 1.97 |
| Daily Std Dev | 33.28% | 10.94% |
| Max Drawdown | -34.83% | -42.15% |
| Current Drawdown | -3.08% | 0.00% |
Correlation
The correlation between GPSA.L and ESGS is 0.51, 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
GPSA.L vs. ESGS - Performance Comparison
The year-to-date returns for both investments are quite close, with GPSA.L having a 15.38% return and ESGS slightly higher at 15.46%. 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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GPSA.L vs. ESGS - Expense Ratio Comparison
GPSA.L has a 0.07% expense ratio, which is lower than ESGS's 0.35% expense ratio.
Risk-Adjusted Performance
GPSA.L vs. ESGS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.L) and Columbia Sustainable US Equity Income ETF (ESGS). 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
GPSA.L vs. ESGS - Dividend Comparison
GPSA.L has not paid dividends to shareholders, while ESGS's dividend yield for the trailing twelve months is around 1.99%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
GPSA.L iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ESGS Columbia Sustainable US Equity Income ETF | 1.99% | 2.41% | 2.71% | 1.95% | 2.54% | 2.47% | 6.90% | 2.38% | 1.21% |
Drawdowns
GPSA.L vs. ESGS - Drawdown Comparison
The maximum GPSA.L drawdown since its inception was -34.83%, smaller than the maximum ESGS drawdown of -42.15%. Use the drawdown chart below to compare losses from any high point for GPSA.L and ESGS. For additional features, visit the drawdowns tool.
Volatility
GPSA.L vs. ESGS - Volatility Comparison
iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.L) has a higher volatility of 4.43% compared to Columbia Sustainable US Equity Income ETF (ESGS) at 3.23%. This indicates that GPSA.L's price experiences larger fluctuations and is considered to be riskier than ESGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.