USXF vs. ESGV
Compare and contrast key facts about iShares ESG Advanced MSCI USA ETF (USXF) and Vanguard ESG U.S. Stock ETF (ESGV).
USXF and ESGV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USXF is a passively managed fund by iShares that tracks the performance of the MSCI USA Choice ESG Screened Index. It was launched on Jun 16, 2020. 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 USXF 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USXF or ESGV.
Key characteristics
| USXF | ESGV | |
|---|---|---|
| YTD Return | 31.49% | 26.20% |
| 1Y Return | 42.42% | 35.80% |
| 3Y Return (Ann) | 10.94% | 8.13% |
| Sharpe Ratio | 2.80 | 2.87 |
| Sortino Ratio | 3.70 | 3.80 |
| Omega Ratio | 1.50 | 1.53 |
| Calmar Ratio | 4.49 | 4.18 |
| Martin Ratio | 17.50 | 17.63 |
| Ulcer Index | 2.61% | 2.21% |
| Daily Std Dev | 16.35% | 13.53% |
| Max Drawdown | -29.54% | -33.66% |
| Current Drawdown | -0.54% | -0.29% |
Correlation
The correlation between USXF and ESGV is 0.94, 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
USXF vs. ESGV - Performance Comparison
In the year-to-date period, USXF achieves a 31.49% return, which is significantly higher than ESGV's 26.20% return. 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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USXF vs. ESGV - Expense Ratio Comparison
USXF has a 0.10% 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%.
Risk-Adjusted Performance
USXF vs. ESGV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI USA ETF (USXF) 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.
Dividends
USXF vs. ESGV - Dividend Comparison
USXF's dividend yield for the trailing twelve months is around 0.96%, less than ESGV's 1.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
USXF iShares ESG Advanced MSCI USA ETF | 0.96% | 1.21% | 1.39% | 0.85% | 0.58% | 0.00% | 0.00% |
ESGV Vanguard ESG U.S. Stock ETF | 1.06% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% |
Drawdowns
USXF vs. ESGV - Drawdown Comparison
The maximum USXF drawdown since its inception was -29.54%, smaller than the maximum ESGV drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for USXF and ESGV. For additional features, visit the drawdowns tool.
Volatility
USXF vs. ESGV - Volatility Comparison
iShares ESG Advanced MSCI USA ETF (USXF) and Vanguard ESG U.S. Stock ETF (ESGV) have volatilities of 4.20% and 4.16%, 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.