IQSI vs. ESMV
Compare and contrast key facts about IQ Candriam ESG International Equity ETF (IQSI) and iShares ESG MSCI USA Min Vol Factor ETF (ESMV).
IQSI and ESMV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQSI is a passively managed fund by New York Life that tracks the performance of the IQ Candriam ESG International Equity Index. It was launched on Dec 17, 2019. ESMV is a passively managed fund by iShares that tracks the performance of the MSCI USA Minimum Volatility Extended ESG Reduced Carbon Target Index - Benchmark TR Gross. It was launched on Nov 2, 2021. Both IQSI and ESMV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IQSI vs. ESMV - Performance Comparison
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IQSI vs. ESMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IQSI IQ Candriam ESG International Equity ETF | 2.08% | 26.95% | 4.84% | 16.21% | -14.76% | -1.54% |
ESMV iShares ESG MSCI USA Min Vol Factor ETF | -1.54% | 5.34% | 13.06% | 12.20% | -11.08% | 3.20% |
Returns By Period
In the year-to-date period, IQSI achieves a 2.08% return, which is significantly higher than ESMV's -1.54% return.
IQSI
- 1D
- 1.61%
- 1M
- -5.50%
- YTD
- 2.08%
- 6M
- 5.15%
- 1Y
- 21.96%
- 3Y*
- 13.58%
- 5Y*
- 7.48%
- 10Y*
- —
ESMV
- 1D
- 0.30%
- 1M
- -4.99%
- YTD
- -1.54%
- 6M
- -2.08%
- 1Y
- 0.35%
- 3Y*
- 8.85%
- 5Y*
- —
- 10Y*
- —
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IQSI vs. ESMV - Expense Ratio Comparison
IQSI has a 0.15% expense ratio, which is lower than ESMV's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
IQSI vs. ESMV — Risk / Return Rank
IQSI
ESMV
IQSI vs. ESMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IQ Candriam ESG International Equity ETF (IQSI) and iShares ESG MSCI USA Min Vol Factor ETF (ESMV). 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.
| IQSI | ESMV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 0.03 | +1.22 |
Sortino ratioReturn per unit of downside risk | 1.79 | 0.13 | +1.66 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.02 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 0.04 | +1.80 |
Martin ratioReturn relative to average drawdown | 7.16 | 0.15 | +7.01 |
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
| IQSI | ESMV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 0.03 | +1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.33 | +0.12 |
Correlation
The correlation between IQSI and ESMV is 0.65, 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.
Dividends
IQSI vs. ESMV - Dividend Comparison
IQSI's dividend yield for the trailing twelve months is around 2.68%, more than ESMV's 1.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IQSI IQ Candriam ESG International Equity ETF | 2.68% | 2.75% | 2.79% | 2.98% | 2.89% | 2.75% | 1.65% |
ESMV iShares ESG MSCI USA Min Vol Factor ETF | 1.69% | 1.56% | 1.71% | 1.75% | 1.66% | 0.24% | 0.00% |
Drawdowns
IQSI vs. ESMV - Drawdown Comparison
The maximum IQSI drawdown since its inception was -31.90%, which is greater than ESMV's maximum drawdown of -19.77%. Use the drawdown chart below to compare losses from any high point for IQSI and ESMV.
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Drawdown Indicators
| IQSI | ESMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.90% | -19.77% | -12.13% |
Max Drawdown (1Y)Largest decline over 1 year | -12.00% | -9.46% | -2.54% |
Max Drawdown (5Y)Largest decline over 5 years | -29.86% | — | — |
Current DrawdownCurrent decline from peak | -7.64% | -5.02% | -2.62% |
Average DrawdownAverage peak-to-trough decline | -6.58% | -5.46% | -1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 2.56% | +0.52% |
Volatility
IQSI vs. ESMV - Volatility Comparison
IQ Candriam ESG International Equity ETF (IQSI) has a higher volatility of 7.48% compared to iShares ESG MSCI USA Min Vol Factor ETF (ESMV) at 3.38%. This indicates that IQSI's price experiences larger fluctuations and is considered to be riskier than ESMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQSI | ESMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.48% | 3.38% | +4.10% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 8.12% | +3.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.72% | 13.74% | +3.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.15% | 13.39% | +2.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.01% | 13.39% | +5.62% |