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.
Performance
OEF vs. ESGV - Performance Comparison
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OEF vs. ESGV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | -6.33% | 19.80% | 30.74% | 32.71% | -21.03% | 29.18% | 21.21% | 31.87% | -13.80% |
ESGV Vanguard ESG U.S. Stock ETF | -6.10% | 16.48% | 24.69% | 30.79% | -24.04% | 26.55% | 25.69% | 33.36% | -14.59% |
Returns By Period
The year-to-date returns for both investments are quite close, with OEF having a -6.33% return and ESGV slightly higher at -6.10%.
OEF
- 1D
- 0.72%
- 1M
- -4.08%
- YTD
- -6.33%
- 6M
- -3.65%
- 1Y
- 19.18%
- 3Y*
- 20.95%
- 5Y*
- 13.32%
- 10Y*
- 15.05%
ESGV
- 1D
- 0.91%
- 1M
- -4.64%
- YTD
- -6.10%
- 6M
- -4.26%
- 1Y
- 16.36%
- 3Y*
- 17.78%
- 5Y*
- 9.95%
- 10Y*
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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%.
Return for Risk
OEF vs. ESGV — Risk / Return Rank
OEF
ESGV
OEF vs. ESGV - Risk-Adjusted Trends 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.
| OEF | ESGV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.84 | +0.15 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.33 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.19 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 1.37 | +0.26 |
Martin ratioReturn relative to average drawdown | 6.46 | 5.40 | +1.06 |
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
| OEF | ESGV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.84 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.55 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.61 | -0.20 |
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.
Dividends
OEF vs. ESGV - Dividend Comparison
OEF's dividend yield for the trailing twelve months is around 0.98%, less than ESGV's 1.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | 0.98% | 0.81% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% |
ESGV Vanguard ESG U.S. Stock ETF | 1.00% | 0.91% | 1.04% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 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.
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Drawdown Indicators
| OEF | ESGV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.11% | -33.66% | -20.45% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -12.28% | +0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -26.47% | -28.81% | +2.34% |
Max Drawdown (10Y)Largest decline over 10 years | -31.44% | — | — |
Current DrawdownCurrent decline from peak | -7.55% | -7.77% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -11.83% | -6.55% | -5.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 3.12% | -0.11% |
Volatility
OEF vs. ESGV - Volatility Comparison
The current volatility for iShares S&P 100 ETF (OEF) is 5.64%, while Vanguard ESG U.S. Stock ETF (ESGV) has a volatility of 6.16%. This indicates that OEF experiences smaller price fluctuations and is considered to be less risky than ESGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OEF | ESGV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.64% | 6.16% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 10.10% | 10.62% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.35% | 19.48% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.69% | 18.32% | -0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 20.72% | -2.31% |