OEF vs. ESGV
Compare and contrast key facts about iShares S&P 100 ETF (OEF) and Vanguard ESG U.S. Stock ETF (ESGV).
OEF and ESGV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. OEF is a passively managed fund by iShares that tracks the performance of the S&P 100 Index. It was launched on Oct 23, 2000. ESGV is a passively managed fund by Vanguard that tracks the performance of the FTSE US All Cap Choice Index. It was launched on Sep 18, 2018. Both OEF and ESGV 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: OEF or ESGV.
Performance
OEF vs. ESGV - Performance Comparison
Returns By Period
In the year-to-date period, OEF achieves a 28.55% return, which is significantly higher than ESGV's 23.87% return.
OEF
28.55%
0.95%
13.29%
34.89%
17.19%
13.96%
ESGV
23.87%
0.89%
11.87%
32.75%
15.35%
N/A
Key characteristics
| OEF | ESGV | |
|---|---|---|
| Sharpe Ratio | 2.63 | 2.44 |
| Sortino Ratio | 3.48 | 3.24 |
| Omega Ratio | 1.49 | 1.44 |
| Calmar Ratio | 3.58 | 3.53 |
| Martin Ratio | 15.88 | 14.84 |
| Ulcer Index | 2.19% | 2.22% |
| Daily Std Dev | 13.27% | 13.52% |
| Max Drawdown | -54.11% | -33.66% |
| Current Drawdown | -1.78% | -2.13% |
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OEF vs. ESGV - Expense Ratio Comparison
OEF has a 0.20% expense ratio, which is higher than ESGV's 0.09% 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%.
Correlation
The correlation between OEF and ESGV is 0.98, 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.
Risk-Adjusted Performance
OEF vs. ESGV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 100 ETF (OEF) and Vanguard ESG U.S. Stock ETF (ESGV). 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
OEF vs. ESGV - Dividend Comparison
OEF's dividend yield for the trailing twelve months is around 1.01%, less than ESGV's 1.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | 1.01% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% | 1.85% | 1.96% |
ESGV Vanguard ESG U.S. Stock ETF | 1.08% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
OEF vs. ESGV - Drawdown Comparison
The maximum OEF drawdown since its inception was -54.11%, which is greater than ESGV's maximum drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for OEF and ESGV. For additional features, visit the drawdowns tool.
Volatility
OEF vs. ESGV - Volatility Comparison
iShares S&P 100 ETF (OEF) and Vanguard ESG U.S. Stock ETF (ESGV) have volatilities of 4.54% and 4.57%, 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.