USXF vs. VUG
Compare and contrast key facts about iShares ESG Advanced MSCI USA ETF (USXF) and Vanguard Growth ETF (VUG).
USXF and VUG 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. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. Both USXF and VUG 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 VUG.
Key characteristics
| USXF | VUG | |
|---|---|---|
| YTD Return | 31.87% | 31.99% |
| 1Y Return | 46.16% | 42.58% |
| 3Y Return (Ann) | 11.06% | 9.23% |
| Sharpe Ratio | 2.81 | 2.53 |
| Sortino Ratio | 3.72 | 3.26 |
| Omega Ratio | 1.50 | 1.46 |
| Calmar Ratio | 4.51 | 3.28 |
| Martin Ratio | 17.59 | 12.97 |
| Ulcer Index | 2.61% | 3.28% |
| Daily Std Dev | 16.35% | 16.79% |
| Max Drawdown | -29.54% | -50.68% |
| Current Drawdown | -0.25% | 0.00% |
Correlation
The correlation between USXF and VUG is 0.90, 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. VUG - Performance Comparison
The year-to-date returns for both investments are quite close, with USXF having a 31.87% return and VUG slightly higher at 31.99%. 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. VUG - Expense Ratio Comparison
USXF has a 0.10% expense ratio, which is higher than VUG's 0.04% 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. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI USA ETF (USXF) and Vanguard Growth ETF (VUG). 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. VUG - Dividend Comparison
USXF's dividend yield for the trailing twelve months is around 0.96%, more than VUG's 0.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USXF iShares ESG Advanced MSCI USA ETF | 0.96% | 1.21% | 1.39% | 0.85% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
USXF vs. VUG - Drawdown Comparison
The maximum USXF drawdown since its inception was -29.54%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for USXF and VUG. For additional features, visit the drawdowns tool.
Volatility
USXF vs. VUG - Volatility Comparison
The current volatility for iShares ESG Advanced MSCI USA ETF (USXF) is 4.50%, while Vanguard Growth ETF (VUG) has a volatility of 5.05%. This indicates that USXF experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.