ISCG vs. ESML
Compare and contrast key facts about iShares Morningstar Small-Cap Growth ETF (ISCG) and iShares ESG Aware MSCI USA Small-Cap ETF (ESML).
ISCG and ESML are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISCG is a passively managed fund by iShares that tracks the performance of the Morningstar US Small Cap Broad Growth Extended Index. It was launched on Jun 28, 2004. ESML is a passively managed fund by iShares that tracks the performance of the MSCI USA Small Cap Extended ESG Focus Index. It was launched on Apr 10, 2018. Both ISCG and ESML 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: ISCG or ESML.
Key characteristics
| ISCG | ESML | |
|---|---|---|
| YTD Return | 20.64% | 18.67% |
| 1Y Return | 44.51% | 41.29% |
| 3Y Return (Ann) | -0.06% | 2.87% |
| 5Y Return (Ann) | 10.08% | 11.45% |
| Sharpe Ratio | 2.19 | 2.08 |
| Sortino Ratio | 3.06 | 2.94 |
| Omega Ratio | 1.38 | 1.36 |
| Calmar Ratio | 0.42 | 1.70 |
| Martin Ratio | 13.19 | 11.95 |
| Ulcer Index | 3.22% | 3.29% |
| Daily Std Dev | 19.36% | 18.94% |
| Max Drawdown | -100.00% | -41.97% |
| Current Drawdown | -99.99% | 0.00% |
Correlation
The correlation between ISCG and ESML is 0.92, 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
ISCG vs. ESML - Performance Comparison
In the year-to-date period, ISCG achieves a 20.64% return, which is significantly higher than ESML's 18.67% 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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ISCG vs. ESML - Expense Ratio Comparison
ISCG has a 0.06% expense ratio, which is lower than ESML's 0.17% 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%.
Risk-Adjusted Performance
ISCG vs. ESML - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Small-Cap Growth ETF (ISCG) and iShares ESG Aware MSCI USA Small-Cap ETF (ESML). 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
ISCG vs. ESML - Dividend Comparison
ISCG's dividend yield for the trailing twelve months is around 0.54%, less than ESML's 1.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISCG iShares Morningstar Small-Cap Growth ETF | 0.54% | 0.77% | 0.92% | 0.62% | 0.10% | 0.27% | 0.40% | 0.52% | 1.19% | 0.64% | 0.56% | 0.53% |
ESML iShares ESG Aware MSCI USA Small-Cap ETF | 1.06% | 1.31% | 1.46% | 0.94% | 0.99% | 1.10% | 1.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ISCG vs. ESML - Drawdown Comparison
The maximum ISCG drawdown since its inception was -100.00%, which is greater than ESML's maximum drawdown of -41.97%. Use the drawdown chart below to compare losses from any high point for ISCG and ESML. For additional features, visit the drawdowns tool.
Volatility
ISCG vs. ESML - Volatility Comparison
iShares Morningstar Small-Cap Growth ETF (ISCG) and iShares ESG Aware MSCI USA Small-Cap ETF (ESML) have volatilities of 5.84% and 6.00%, 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.