INTF vs. ESGD
Compare and contrast key facts about iShares MSCI Intl Multifactor ETF (INTF) and iShares ESG Aware MSCI EAFE ETF (ESGD).
INTF and ESGD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. INTF is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Diversified Multi-Factor. It was launched on Apr 28, 2015. 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 INTF 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: INTF or ESGD.
Key characteristics
| INTF | ESGD | |
|---|---|---|
| YTD Return | 8.84% | 6.96% |
| 1Y Return | 20.68% | 18.73% |
| 3Y Return (Ann) | 3.70% | 1.83% |
| 5Y Return (Ann) | 5.94% | 5.99% |
| Sharpe Ratio | 1.61 | 1.44 |
| Sortino Ratio | 2.26 | 2.04 |
| Omega Ratio | 1.28 | 1.25 |
| Calmar Ratio | 2.03 | 1.64 |
| Martin Ratio | 9.01 | 7.72 |
| Ulcer Index | 2.33% | 2.44% |
| Daily Std Dev | 13.07% | 13.07% |
| Max Drawdown | -40.39% | -33.70% |
| Current Drawdown | -5.88% | -6.53% |
Correlation
The correlation between INTF and ESGD is 0.93, 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
INTF vs. ESGD - Performance Comparison
In the year-to-date period, INTF achieves a 8.84% return, which is significantly higher than ESGD's 6.96% return. 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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INTF vs. ESGD - Expense Ratio Comparison
INTF has a 0.30% expense ratio, which is higher than ESGD's 0.20% expense ratio.
Risk-Adjusted Performance
INTF vs. ESGD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Multifactor ETF (INTF) 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.
Dividends
INTF vs. ESGD - Dividend Comparison
INTF's dividend yield for the trailing twelve months is around 3.49%, more than ESGD's 2.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
INTF iShares MSCI Intl Multifactor ETF | 3.49% | 3.59% | 2.81% | 5.38% | 2.06% | 3.65% | 2.62% | 3.25% | 1.66% | 0.85% |
ESGD iShares ESG Aware MSCI EAFE ETF | 2.99% | 3.02% | 2.59% | 2.75% | 1.63% | 2.57% | 2.69% | 2.65% | 0.09% | 0.00% |
Drawdowns
INTF vs. ESGD - Drawdown Comparison
The maximum INTF drawdown since its inception was -40.39%, which is greater than ESGD's maximum drawdown of -33.70%. Use the drawdown chart below to compare losses from any high point for INTF and ESGD. For additional features, visit the drawdowns tool.
Volatility
INTF vs. ESGD - Volatility Comparison
iShares MSCI Intl Multifactor ETF (INTF) and iShares ESG Aware MSCI EAFE ETF (ESGD) have volatilities of 4.19% and 4.23%, 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.