USSG vs. ESGU
Compare and contrast key facts about Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) and iShares ESG MSCI USA ETF (ESGU).
USSG and ESGU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USSG is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI USA ESG Leaders. It was launched on Mar 7, 2019. 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 USSG 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USSG or ESGU.
Key characteristics
| USSG | ESGU | |
|---|---|---|
| YTD Return | 20.69% | 20.44% |
| 1Y Return | 33.33% | 32.94% |
| 3Y Return (Ann) | 7.71% | 6.83% |
| 5Y Return (Ann) | 15.51% | 14.71% |
| Sharpe Ratio | 2.65 | 2.78 |
| Sortino Ratio | 3.53 | 3.70 |
| Omega Ratio | 1.50 | 1.52 |
| Calmar Ratio | 3.68 | 3.51 |
| Martin Ratio | 15.72 | 18.05 |
| Ulcer Index | 2.21% | 1.90% |
| Daily Std Dev | 13.09% | 12.33% |
| Max Drawdown | -34.10% | -33.87% |
| Current Drawdown | -2.43% | -2.55% |
Correlation
The correlation between USSG and ESGU 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.
Performance
USSG vs. ESGU - Performance Comparison
The year-to-date returns for both stocks are quite close, with USSG having a 20.69% return and ESGU slightly lower at 20.44%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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USSG vs. ESGU - Expense Ratio Comparison
USSG has a 0.10% 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%.
Risk-Adjusted Performance
USSG vs. ESGU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) 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.
Dividends
USSG vs. ESGU - Dividend Comparison
USSG's dividend yield for the trailing twelve months is around 1.23%, more than ESGU's 1.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
USSG Xtrackers MSCI USA ESG Leaders Equity ETF | 1.23% | 1.60% | 1.52% | 1.13% | 1.42% | 1.21% | 0.00% | 0.00% |
ESGU iShares ESG MSCI USA ETF | 1.16% | 1.43% | 1.58% | 1.06% | 1.27% | 1.32% | 1.81% | 1.82% |
Drawdowns
USSG vs. ESGU - Drawdown Comparison
The maximum USSG drawdown since its inception was -34.10%, roughly equal to the maximum ESGU drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for USSG and ESGU. For additional features, visit the drawdowns tool.
Volatility
USSG vs. ESGU - Volatility Comparison
Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) and iShares ESG MSCI USA ETF (ESGU) have volatilities of 3.14% and 3.24%, 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.