SGAS.DE vs. ESGU
SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) and ESGU (iShares ESG Aware MSCI USA ETF) are both Large Cap Blend Equities funds from iShares - SGAS.DE tracks the MSCI USA ESG Screened while ESGU tracks the MSCI USA Extended ESG Focus Index. Both are passively managed. Over the past 5 years, SGAS.DE returned 15.10%/yr vs 13.88%/yr for ESGU. A 0.60 correlation means they provide meaningful diversification when combined. SGAS.DE charges 0.07%/yr vs 0.15%/yr for ESGU.
Performance
SGAS.DE vs. ESGU - Performance Comparison
Loading charts...
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 11.26% return, which is significantly lower than ESGU's 12.80% return.
SGAS.DE
- 1D
- -0.42%
- 1M
- 5.79%
- YTD
- 11.26%
- 6M
- 11.24%
- 1Y
- 26.36%
- 3Y*
- 20.20%
- 5Y*
- 15.10%
- 10Y*
- —
ESGU
- 1D
- 0.28%
- 1M
- 5.76%
- YTD
- 12.80%
- 6M
- 11.57%
- 1Y
- 26.24%
- 3Y*
- 18.99%
- 5Y*
- 13.88%
- 10Y*
- —
SGAS.DE vs. ESGU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 11.26% | 5.13% | 33.97% | 26.37% | -17.05% | 39.63% | 10.62% | 35.37% | -7.63% |
ESGU iShares ESG Aware MSCI USA ETF | 12.80% | 3.03% | 32.52% | 22.02% | -15.33% | 36.38% | 12.44% | 34.69% | -5.46% |
Correlation
The correlation between SGAS.DE and ESGU is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.60 |
The correlation between SGAS.DE and ESGU has been stable across timeframes, ranging from 0.59 to 0.67 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SGAS.DE vs. ESGU — Risk / Return Rank
SGAS.DE
ESGU
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 Aware 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.DE | ESGU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.39 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 3.40 | -0.32 |
| Martin ratioReturn relative to average drawdown | 10.78 | 12.44 | -1.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SGAS.DE | ESGU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 2.11 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.81 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.76 | +0.16 |
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 charts...
Drawdown Indicators
| SGAS.DE | ESGU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -33.37% | -0.18% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -7.75% | -0.76% |
Max Drawdown (3Y)Largest decline over 3 years | -24.66% | -24.50% | -0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -24.66% | -24.50% | -0.16% |
Current DrawdownCurrent decline from peak | -0.42% | -0.24% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -4.83% | -4.56% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.11% | +0.33% |
Volatility
SGAS.DE vs. ESGU - Volatility Comparison
iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) has a higher volatility of 3.03% compared to iShares ESG Aware MSCI USA ETF (ESGU) at 2.26%. This indicates that SGAS.DE'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.
Loading charts...
Volatility by Period
| SGAS.DE | ESGU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 2.26% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 8.85% | -0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 12.52% | +0.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 17.17% | -1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 19.11% | -1.50% |
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%.
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 0.91%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
ESGU iShares ESG Aware MSCI USA ETF | 0.91% | 0.99% | 1.18% | 1.43% | 1.58% | 1.06% | 1.27% | 1.32% | 1.73% | 1.82% |
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% |
Frequently Asked Questions
SGAS.DE and ESGU have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for ESGU.
SGAS.DE tracks MSCI USA ESG Screened, while ESGU tracks MSCI USA Extended ESG Focus Index. Their fees differ too: 0.07% for SGAS.DE and 0.15% for ESGU.
Find the right allocation for SGAS.DE and ESGU
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer