REVS vs. ESGN
Compare and contrast key facts about Columbia Research Enhanced Value ETF (REVS) and Columbia Sustainable International Equity Income ETF (ESGN).
REVS and ESGN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. REVS is a passively managed fund by Ameriprise Financial that tracks the performance of the Beta Advantage Research Enhanced U.S. Value Index. It was launched on Sep 25, 2019. ESGN is a passively managed fund by Ameriprise Financial that tracks the performance of the MSCI Beta ADV Sust Intl Equity Income 100. It was launched on Jun 13, 2016. Both REVS and ESGN 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
REVS vs. ESGN - Performance Comparison
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REVS vs. ESGN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
REVS Columbia Research Enhanced Value ETF | 1.72% | 16.80% | 16.36% | 13.46% | -6.20% | 28.52% | 1.37% | 7.22% |
ESGN Columbia Sustainable International Equity Income ETF | 6.14% | 39.85% | 6.02% | 20.88% | -5.95% | 10.18% | -0.52% | 6.66% |
Returns By Period
In the year-to-date period, REVS achieves a 1.72% return, which is significantly lower than ESGN's 6.14% return.
REVS
- 1D
- 0.52%
- 1M
- -3.75%
- YTD
- 1.72%
- 6M
- 5.01%
- 1Y
- 17.19%
- 3Y*
- 15.64%
- 5Y*
- 10.68%
- 10Y*
- —
ESGN
- 1D
- 1.13%
- 1M
- -2.53%
- YTD
- 6.14%
- 6M
- 14.00%
- 1Y
- 34.08%
- 3Y*
- 20.71%
- 5Y*
- 12.48%
- 10Y*
- —
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REVS vs. ESGN - Expense Ratio Comparison
REVS has a 0.19% expense ratio, which is lower than ESGN's 0.45% expense ratio.
Return for Risk
REVS vs. ESGN — Risk / Return Rank
REVS
ESGN
REVS vs. ESGN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Value ETF (REVS) and Columbia Sustainable International Equity Income ETF (ESGN). 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.
| REVS | ESGN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 2.02 | -0.96 |
Sortino ratioReturn per unit of downside risk | 1.54 | 2.69 | -1.15 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.41 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 2.96 | -1.63 |
Martin ratioReturn relative to average drawdown | 5.85 | 12.96 | -7.10 |
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
| REVS | ESGN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 2.02 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.82 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.61 | 0.00 |
Correlation
The correlation between REVS and ESGN is 0.69, 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
REVS vs. ESGN - Dividend Comparison
REVS's dividend yield for the trailing twelve months is around 2.09%, less than ESGN's 9.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
REVS Columbia Research Enhanced Value ETF | 2.09% | 2.13% | 1.89% | 2.49% | 2.46% | 1.18% | 27.75% | 0.70% | 0.00% | 0.00% | 0.00% |
ESGN Columbia Sustainable International Equity Income ETF | 9.30% | 9.76% | 3.11% | 3.27% | 3.57% | 3.43% | 2.64% | 3.34% | 7.25% | 4.63% | 2.52% |
Drawdowns
REVS vs. ESGN - Drawdown Comparison
The maximum REVS drawdown since its inception was -37.85%, smaller than the maximum ESGN drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for REVS and ESGN.
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Drawdown Indicators
| REVS | ESGN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.85% | -41.71% | +3.86% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -11.52% | -0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -18.04% | -24.51% | +6.47% |
Current DrawdownCurrent decline from peak | -4.48% | -4.56% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -4.76% | -7.13% | +2.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.64% | +0.17% |
Volatility
REVS vs. ESGN - Volatility Comparison
The current volatility for Columbia Research Enhanced Value ETF (REVS) is 4.18%, while Columbia Sustainable International Equity Income ETF (ESGN) has a volatility of 6.51%. This indicates that REVS experiences smaller price fluctuations and is considered to be less risky than ESGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| REVS | ESGN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 6.51% | -2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 8.90% | 9.85% | -0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.27% | 16.96% | -0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.93% | 15.23% | -0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.29% | 16.33% | +2.96% |