GSEU vs. ESGD
Compare and contrast key facts about Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) and iShares ESG Aware MSCI EAFE ETF (ESGD).
GSEU and ESGD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GSEU is a passively managed fund by Goldman Sachs that tracks the performance of the Goldman Sachs ActiveBeta Europe Equity Index. It was launched on Mar 2, 2016. ESGD is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Extended ESG Focus Index. It was launched on Jun 28, 2016. Both GSEU and ESGD 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: GSEU or ESGD.
Correlation
The correlation between GSEU and ESGD is 0.72, 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.
Performance
GSEU vs. ESGD - Performance Comparison
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Key characteristics
GSEU:
0.76
ESGD:
0.59
GSEU:
1.30
ESGD:
1.02
GSEU:
1.17
ESGD:
1.14
GSEU:
1.06
ESGD:
0.82
GSEU:
2.96
ESGD:
2.39
GSEU:
5.04%
ESGD:
4.74%
GSEU:
17.36%
ESGD:
17.56%
GSEU:
-35.71%
ESGD:
-33.70%
GSEU:
-0.22%
ESGD:
0.00%
Returns By Period
In the year-to-date period, GSEU achieves a 18.26% return, which is significantly higher than ESGD's 13.21% return.
GSEU
18.26%
9.34%
14.15%
12.95%
13.65%
N/A
ESGD
13.21%
9.07%
9.88%
10.31%
12.36%
N/A
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GSEU vs. ESGD - Expense Ratio Comparison
GSEU has a 0.25% expense ratio, which is higher than ESGD's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
GSEU vs. ESGD — Risk-Adjusted Performance Rank
GSEU
ESGD
GSEU vs. ESGD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) and iShares ESG Aware MSCI EAFE ETF (ESGD). 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.
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Dividends
GSEU vs. ESGD - Dividend Comparison
GSEU's dividend yield for the trailing twelve months is around 1.99%, less than ESGD's 2.86% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSEU Goldman Sachs ActiveBeta Europe Equity ETF | 1.99% | 2.35% | 3.41% | 3.34% | 2.71% | 1.32% | 3.69% | 3.40% | 2.51% | 2.74% |
ESGD iShares ESG Aware MSCI EAFE ETF | 2.86% | 3.23% | 3.02% | 2.59% | 2.75% | 1.63% | 2.57% | 2.69% | 2.65% | 0.09% |
Drawdowns
GSEU vs. ESGD - Drawdown Comparison
The maximum GSEU drawdown since its inception was -35.71%, which is greater than ESGD's maximum drawdown of -33.70%. Use the drawdown chart below to compare losses from any high point for GSEU and ESGD. For additional features, visit the drawdowns tool.
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Volatility
GSEU vs. ESGD - Volatility Comparison
Goldman Sachs ActiveBeta Europe Equity ETF (GSEU) and iShares ESG Aware MSCI EAFE ETF (ESGD) have volatilities of 3.96% and 4.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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