XVV vs. EGUS

Last updated Jun 16, 2026

XVV (iShares ESG Screened S&P 500 ETF) and EGUS (Ishares ESG Aware MSCI USA Growth ETF) are both exchange-traded funds - XVV is a S&P 500 fund tracking the S&P 500 Sustainablility Screened Index, while EGUS is a Large Cap Growth Equities fund tracking the MSCI USA Growth Extended ESG Focus Index. Both are passively managed. Over the past 3 years, XVV returned 21.03%/yr vs 25.10%/yr for EGUS. Their correlation of 0.94 suggests significant overlap in exposure. XVV charges 0.08%/yr vs 0.18%/yr for EGUS.

Performance

XVV vs. EGUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Screened S&P 500 ETF (XVV) and Ishares ESG Aware MSCI USA Growth ETF (EGUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XVV achieves a 9.30% return, which is significantly lower than EGUS's 10.66% return.

XVV

• 1D: 1.90%
• 1M: 1.87%
• YTD: 9.30%
• 6M: 9.87%
• 1Y: 26.68%
• 3Y*: 21.03%
• 5Y*: 13.53%
• 10Y*: —

EGUS

• 1D: 2.63%
• 1M: 2.03%
• YTD: 10.66%
• 6M: 12.22%
• 1Y: 31.41%
• 3Y*: 25.10%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XVV vs. EGUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
XVV iShares ESG Screened S&P 500 ETF	9.30%	17.53%	25.87%	19.73%
EGUS Ishares ESG Aware MSCI USA Growth ETF	10.66%	19.02%	32.85%	27.00%

Correlation

The correlation between XVV and EGUS is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023	0.94

The correlation between XVV and EGUS has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

XVV vs. EGUS - Sectors Allocation Comparison

Sectors	XVV	EGUS
Technology	40.7%	54.1%
Financial Services	12.3%	3.8%
Communication Services	11.8%	11.2%
Consumer Cyclical	10.9%	12.9%
Healthcare	8.3%	6.3%
Industrials	6.3%	7.0%
Consumer Defensive	3.4%	0.2%
Real Estate	2.0%	1.5%
Basic Materials	1.8%	0.8%
Utilities	1.2%	1.0%
Energy	1.1%	1.2%

Return for Risk

XVV vs. EGUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XVV

XVV Risk / Return Rank: 65
XVV Sharpe Ratio Rank: 69
XVV Sortino Ratio Rank: 67
XVV Omega Ratio Rank: 68
XVV Calmar Ratio Rank: 55
XVV Martin Ratio Rank: 66

EGUS

EGUS Risk / Return Rank: 51
EGUS Sharpe Ratio Rank: 59
EGUS Sortino Ratio Rank: 54
EGUS Omega Ratio Rank: 55
EGUS Calmar Ratio Rank: 43
EGUS Martin Ratio Rank: 44

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.

XVV vs. EGUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Screened S&P 500 ETF (XVV) and Ishares ESG Aware MSCI USA Growth ETF (EGUS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	XVV	EGUS	Difference
Sharpe ratio: Return per unit of total volatility	2.04	1.84	+0.20
Sortino ratio: Return per unit of downside risk	2.77	2.44	+0.32
Omega ratio: Gain probability vs. loss probability	1.37	1.32	+0.05
Calmar ratio: Return relative to maximum drawdown	2.53	2.02	+0.52
Martin ratio: Return relative to average drawdown	10.94	6.73	+4.21

XVV vs. EGUS - Sharpe Ratio Comparison

The current XVV Sharpe Ratio is 2.04, which is comparable to the EGUS Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of XVV and EGUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XVV vs. EGUS - Drawdown Comparison

The maximum XVV drawdown since its inception was -27.20%, which is greater than EGUS's maximum drawdown of -24.87%. Use the drawdown chart below to compare losses from any high point for XVV and EGUS.

Drawdown Indicators

	XVV	EGUS	Difference
Max Drawdown Largest peak-to-trough decline	-27.20%	-24.87%	-2.33%
Max Drawdown (1Y) Largest decline over 1 year	-10.59%	-15.66%	+5.07%
Max Drawdown (3Y) Largest decline over 3 years	-19.59%	-24.87%	+5.28%
Max Drawdown (5Y) Largest decline over 5 years	-27.20%	—	—
Current Drawdown Current decline from peak	-0.92%	-2.31%	+1.39%
Average Drawdown Average peak-to-trough decline	-5.85%	-3.37%	-2.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.44%	4.68%	-2.24%

Volatility

XVV vs. EGUS - Volatility Comparison

The current volatility for iShares ESG Screened S&P 500 ETF (XVV) is 4.75%, while Ishares ESG Aware MSCI USA Growth ETF (EGUS) has a volatility of 6.54%. This indicates that XVV experiences smaller price fluctuations and is considered to be less risky than EGUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XVV	EGUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.75%	6.54%	-1.79%
Volatility (6M) Calculated over the trailing 6-month period	10.37%	13.85%	-3.48%
Volatility (1Y) Calculated over the trailing 1-year period	13.16%	17.17%	-4.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.69%	19.29%	-1.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.37%	19.29%	-1.92%

XVV vs. EGUS - Expense Ratio Comparison

XVV has a 0.08% expense ratio, which is lower than EGUS's 0.18% 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

XVV vs. EGUS - Dividend Comparison

XVV's dividend yield for the trailing twelve months is around 1.11%, more than EGUS's 0.25% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
EGUS Ishares ESG Aware MSCI USA Growth ETF	0.25%	0.22%	0.25%	0.36%	0.00%	0.00%	0.00%
XVV iShares ESG Screened S&P 500 ETF	1.11%	0.94%	1.05%	1.25%	1.57%	0.81%	0.31%

Frequently Asked Questions

Can I hold both XVV and EGUS in my portfolio?

With a correlation of 0.93, XVV and EGUS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, XVV or EGUS?

EGUS has higher volatility (6.54%) compared to XVV (4.75%). In terms of maximum drawdown, XVV dropped -27.20% vs EGUS's -24.87%.

Which ETF is better, XVV or EGUS?

On 3-year performance, EGUS leads with 25.10% vs 21.03% for XVV. On fees, XVV is cheaper at 0.08% per year. On volatility, XVV has been the lower-risk option at 4.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XVV or EGUS?

Over the 3-year period, EGUS has performed better with a 25.10% return vs 21.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XVV or EGUS?

XVV is cheaper with a 0.08% expense ratio, compared with 0.18% for EGUS.

Which ETF pays a higher dividend yield, XVV or EGUS?

XVV has the higher dividend yield at 1.11%, compared with 0.25% for EGUS.

What is the main difference between XVV and EGUS?

XVV is categorized as S&P 500, while EGUS is Large Cap Growth Equities. XVV tracks S&P 500 Sustainablility Screened Index, while EGUS tracks MSCI USA Growth Extended ESG Focus Index. Their fees differ too: 0.08% for XVV and 0.18% for EGUS.

Which has better risk-adjusted returns?

XVV currently has the higher Sharpe Ratio (2.04 vs 1.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.