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LOPP vs. ESGU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LOPP and ESGU is 0.82, 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.


-0.50.00.51.00.8

Performance

LOPP vs. ESGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gabelli Love Our Planet & People ETF (LOPP) and iShares ESG MSCI USA ETF (ESGU). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
9.07%
10.21%
LOPP
ESGU

Key characteristics

Sharpe Ratio

LOPP:

1.08

ESGU:

1.79

Sortino Ratio

LOPP:

1.57

ESGU:

2.42

Omega Ratio

LOPP:

1.19

ESGU:

1.33

Calmar Ratio

LOPP:

1.16

ESGU:

2.70

Martin Ratio

LOPP:

4.48

ESGU:

11.01

Ulcer Index

LOPP:

3.50%

ESGU:

2.10%

Daily Std Dev

LOPP:

14.49%

ESGU:

12.95%

Max Drawdown

LOPP:

-25.28%

ESGU:

-33.87%

Current Drawdown

LOPP:

-3.12%

ESGU:

-0.47%

Returns By Period

In the year-to-date period, LOPP achieves a 5.56% return, which is significantly higher than ESGU's 3.76% return.


LOPP

YTD

5.56%

1M

-0.21%

6M

9.07%

1Y

17.60%

5Y*

N/A

10Y*

N/A

ESGU

YTD

3.76%

1M

0.58%

6M

10.21%

1Y

23.80%

5Y*

14.07%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LOPP vs. ESGU - Expense Ratio Comparison

LOPP has a 0.90% expense ratio, which is higher than ESGU's 0.15% expense ratio.


LOPP
Gabelli Love Our Planet & People ETF
Expense ratio chart for LOPP: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%
Expense ratio chart for ESGU: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

LOPP vs. ESGU — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LOPP
The Risk-Adjusted Performance Rank of LOPP is 4444
Overall Rank
The Sharpe Ratio Rank of LOPP is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of LOPP is 4242
Sortino Ratio Rank
The Omega Ratio Rank of LOPP is 4040
Omega Ratio Rank
The Calmar Ratio Rank of LOPP is 4646
Calmar Ratio Rank
The Martin Ratio Rank of LOPP is 4646
Martin Ratio Rank

ESGU
The Risk-Adjusted Performance Rank of ESGU is 7575
Overall Rank
The Sharpe Ratio Rank of ESGU is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of ESGU is 7171
Sortino Ratio Rank
The Omega Ratio Rank of ESGU is 7474
Omega Ratio Rank
The Calmar Ratio Rank of ESGU is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ESGU is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LOPP vs. ESGU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gabelli Love Our Planet & People ETF (LOPP) and iShares ESG MSCI USA ETF (ESGU). 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.


Sharpe ratio
The chart of Sharpe ratio for LOPP, currently valued at 1.12, compared to the broader market0.002.004.001.121.79
The chart of Sortino ratio for LOPP, currently valued at 1.61, compared to the broader market-2.000.002.004.006.008.0010.0012.001.612.42
The chart of Omega ratio for LOPP, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.33
The chart of Calmar ratio for LOPP, currently valued at 1.19, compared to the broader market0.005.0010.0015.001.192.70
The chart of Martin ratio for LOPP, currently valued at 4.62, compared to the broader market0.0020.0040.0060.0080.00100.004.6211.01
LOPP
ESGU

The current LOPP Sharpe Ratio is 1.08, which is lower than the ESGU Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of LOPP and ESGU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
1.12
1.79
LOPP
ESGU

Dividends

LOPP vs. ESGU - Dividend Comparison

LOPP's dividend yield for the trailing twelve months is around 1.78%, more than ESGU's 1.14% yield.


TTM20242023202220212020201920182017
LOPP
Gabelli Love Our Planet & People ETF
1.78%1.88%2.23%2.01%1.25%0.00%0.00%0.00%0.00%
ESGU
iShares ESG MSCI USA ETF
1.14%1.18%1.43%1.58%1.06%1.27%1.32%1.81%1.82%

Drawdowns

LOPP vs. ESGU - Drawdown Comparison

The maximum LOPP drawdown since its inception was -25.28%, smaller than the maximum ESGU drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for LOPP and ESGU. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.12%
-0.47%
LOPP
ESGU

Volatility

LOPP vs. ESGU - Volatility Comparison

Gabelli Love Our Planet & People ETF (LOPP) has a higher volatility of 4.55% compared to iShares ESG MSCI USA ETF (ESGU) at 3.02%. This indicates that LOPP's price experiences larger fluctuations and is considered to be riskier than ESGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.55%
3.02%
LOPP
ESGU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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