PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SGAS.DE vs. ESGU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SGAS.DE vs. ESGU

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) and iShares ESG MSCI USA ETF (ESGU).

SGAS.DE and ESGU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SGAS.DE is a passively managed fund by iShares that tracks the performance of the MSCI USA ESG Screened. It was launched on Oct 19, 2018. ESGU is a passively managed fund by iShares that tracks the performance of the MSCI USA ESG Focus Index. It was launched on Dec 1, 2016. Both SGAS.DE and ESGU 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

SGAS.DE vs. ESGU - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) and iShares ESG MSCI USA ETF (ESGU). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SGAS.DE vs. ESGU - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
SGAS.DE
iShares MSCI USA ESG Screened UCITS ETF USD (Acc)		-4.42%5.13%33.97%26.37%-17.05%39.63%10.62%35.37%-7.63%
ESGU
iShares ESG MSCI USA ETF		-2.67%3.03%32.52%22.02%-15.33%36.38%12.44%34.69%-5.46%
Different Trading Currencies

SGAS.DE is traded in EUR, while ESGU is traded in USD. To make them comparable, the ESGU values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SGAS.DE achieves a -4.42% return, which is significantly lower than ESGU's -2.67% return.

SGAS.DE

1D
2.08%
1M
-3.07%
YTD
-4.42%
6M
-1.30%
1Y
10.50%
3Y*
16.87%
5Y*
12.06%
10Y*
—

ESGU

1D
0.62%
1M
-3.33%
YTD
-2.67%
6M
-0.59%
1Y
9.72%
3Y*
15.24%
5Y*
10.98%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

iShares MSCI USA ESG Screened UCITS ETF USD (Acc)

iShares ESG MSCI USA ETF

Often compared with SGAS.DE:
SGAS.DE vs. EDMU.DESGAS.DE vs. VUAA.DESGAS.DE vs. CSPX.ASSGAS.DE vs. VOOSGAS.DE vs. SXR8.DESGAS.DE vs. VWCE.DESGAS.DE vs. CSUS.AS
Often compared with ESGU:
ESGU vs. ESGVESGU vs. SPYESGU vs. ESGEESGU vs. ESGDESGU vs. SUSAESGU vs. VOOESGU vs. IVV

SGAS.DE vs. ESGU - Expense Ratio Comparison

SGAS.DE has a 0.07% expense ratio, which is lower than ESGU's 0.15% 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%.

ESGU
iShares ESG MSCI USA ETF
SGAS.DE
iShares MSCI USA ESG Screened UCITS ETF USD (Acc)

Return for Risk

SGAS.DE vs. ESGU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SGAS.DE
SGAS.DE Risk / Return Rank: 3434
Overall Rank
SGAS.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SGAS.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
SGAS.DE Omega Ratio Rank: 3030
Omega Ratio Rank
SGAS.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
SGAS.DE Martin Ratio Rank: 4040
Martin Ratio Rank
ESGU
ESGU Risk / Return Rank: 5656
Overall Rank
ESGU Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
ESGU Sortino Ratio Rank: 5353
Sortino Ratio Rank
ESGU Omega Ratio Rank: 5656
Omega Ratio Rank
ESGU Calmar Ratio Rank: 5555
Calmar Ratio Rank
ESGU Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SGAS.DE vs. ESGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) 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.

SGAS.DEESGUDifference

Sharpe ratio

Return per unit of total volatility

0.58

0.46

+0.12

Sortino ratio

Return per unit of downside risk

0.89

0.77

+0.12

Omega ratio

Gain probability vs. loss probability

1.13

1.12

+0.01

Calmar ratio

Return relative to maximum drawdown

1.23

0.71

+0.52

Martin ratio

Return relative to average drawdown

3.96

2.94

+1.02

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SGAS.DE vs. ESGU - Sharpe Ratio Comparison

The current SGAS.DE Sharpe Ratio is 0.58, which is comparable to the ESGU Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of SGAS.DE 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.

Loading graphics...

Sharpe Ratios by Period

SGAS.DEESGUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

0.46

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.64

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.68

+0.13

Correlation

The correlation between SGAS.DE and ESGU is 0.60, 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

SGAS.DE vs. ESGU - Dividend Comparison

SGAS.DE has not paid dividends to shareholders, while ESGU's dividend yield for the trailing twelve months is around 1.06%.

TTM202520242023202220212020201920182017
SGAS.DE
iShares MSCI USA ESG Screened UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ESGU
iShares ESG MSCI USA ETF		1.06%0.99%1.18%1.43%1.58%1.06%1.27%1.32%1.73%1.82%

Drawdowns

SGAS.DE vs. ESGU - Drawdown Comparison

The maximum SGAS.DE drawdown since its inception was -33.55%, roughly equal to the maximum ESGU drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SGAS.DE and ESGU.

Loading graphics...

Drawdown Indicators

SGAS.DEESGUDifference

Max Drawdown

Largest peak-to-trough decline

-33.55%

-33.87%

+0.32%

Max Drawdown (1Y)

Largest decline over 1 year

-13.73%

-12.35%

-1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-24.66%

-26.15%

+1.49%

Current Drawdown

Current decline from peak

-6.29%

-5.92%

-0.37%

Average Drawdown

Average peak-to-trough decline

-4.92%

-4.97%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

2.67%

-0.03%

Volatility

SGAS.DE vs. ESGU - Volatility Comparison

The current volatility for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) is 4.20%, while iShares ESG MSCI USA ETF (ESGU) has a volatility of 4.48%. This indicates that SGAS.DE experiences smaller price fluctuations and is considered to be less risky than ESGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

SGAS.DEESGUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

4.48%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

9.26%

10.15%

-0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

18.17%

21.11%

-2.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.03%

17.18%

-1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.73%

19.24%

-1.51%