XVV vs. ESGU

Last updated Jun 23, 2026

XVV (iShares ESG Screened S&P 500 ETF) and ESGU (iShares ESG Aware MSCI USA ETF) are both exchange-traded funds - XVV is a S&P 500 fund tracking the S&P 500 Sustainablility Screened Index, while ESGU is a Large Cap Blend Equities fund tracking the MSCI USA Extended ESG Focus Index. Both are passively managed. Over the past 5 years, XVV returned 13.13%/yr vs 12.34%/yr for ESGU. With a 0.98 correlation, they move nearly in lockstep. XVV charges 0.08%/yr vs 0.15%/yr for ESGU.

Performance

XVV vs. ESGU - 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 ETF (ESGU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XVV achieves a 8.02% return, which is significantly lower than ESGU's 9.85% return.

XVV

• 1D: -0.60%
• 1M: -0.14%
• YTD: 8.02%
• 6M: 7.58%
• 1Y: 25.24%
• 3Y*: 21.05%
• 5Y*: 13.13%
• 10Y*: —

ESGU

• 1D: -0.21%
• 1M: 0.32%
• YTD: 9.85%
• 6M: 9.26%
• 1Y: 26.62%
• 3Y*: 21.01%
• 5Y*: 12.34%
• 10Y*: —

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

XVV vs. ESGU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
XVV iShares ESG Screened S&P 500 ETF	8.02%	17.53%	25.87%	29.78%	-21.46%	29.19%	16.13%
ESGU iShares ESG Aware MSCI USA ETF	9.85%	16.90%	24.31%	25.79%	-20.27%	26.89%	17.65%

Correlation

The correlation between XVV and ESGU is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.98
Correlation (3Y) Calculated over the trailing 3-year period	0.98
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (All Time) Calculated using the full available price history since Sep 24, 2020	0.98

The correlation between XVV and ESGU has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

XVV vs. ESGU - Sectors Allocation Comparison

Sectors	XVV	ESGU
Technology	40.7%	39.4%
Financial Services	12.3%	11.1%
Communication Services	11.8%	9.9%
Consumer Cyclical	10.9%	9.3%
Healthcare	8.3%	8.9%
Industrials	6.3%	8.0%
Consumer Defensive	3.4%	4.2%
Real Estate	2.0%	2.1%
Basic Materials	1.8%	1.9%
Utilities	1.2%	1.8%
Energy	1.1%	3.4%

Return for Risk

XVV vs. ESGU — Risk / Return Rank

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

XVV

XVV Risk / Return Rank: 56
XVV Sharpe Ratio Rank: 59
XVV Sortino Ratio Rank: 56
XVV Omega Ratio Rank: 58
XVV Calmar Ratio Rank: 50
XVV Martin Ratio Rank: 59

ESGU

ESGU Risk / Return Rank: 65
ESGU Sharpe Ratio Rank: 66
ESGU Sortino Ratio Rank: 63
ESGU Omega Ratio Rank: 65
ESGU Calmar Ratio Rank: 60
ESGU Martin Ratio Rank: 70

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. ESGU - 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 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.

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	ESGU	Difference
Sharpe ratio: Return per unit of total volatility	1.92	2.10	-0.18
Sortino ratio: Return per unit of downside risk	2.61	2.82	-0.20
Omega ratio: Gain probability vs. loss probability	1.35	1.38	-0.03
Calmar ratio: Return relative to maximum drawdown	2.39	2.89	-0.49
Martin ratio: Return relative to average drawdown	10.31	12.71	-2.40

XVV vs. ESGU - Sharpe Ratio Comparison

The current XVV Sharpe Ratio is 1.92, which is comparable to the ESGU Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of XVV and ESGU, 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. ESGU - Drawdown Comparison

The maximum XVV drawdown since its inception was -27.20%, smaller than the maximum ESGU drawdown of -33.87%. Use the drawdown chart below to compare losses from any high point for XVV and ESGU.

Drawdown Indicators

	XVV	ESGU	Difference
Max Drawdown Largest peak-to-trough decline	-27.20%	-33.87%	+6.67%
Max Drawdown (1Y) Largest decline over 1 year	-10.59%	-9.26%	-1.33%
Max Drawdown (3Y) Largest decline over 3 years	-19.59%	-19.32%	-0.27%
Max Drawdown (5Y) Largest decline over 5 years	-27.20%	-26.15%	-1.05%
Current Drawdown Current decline from peak	-2.08%	-1.88%	-0.20%
Average Drawdown Average peak-to-trough decline	-5.84%	-4.88%	-0.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.45%	2.10%	+0.35%

Volatility

XVV vs. ESGU - Volatility Comparison

iShares ESG Screened S&P 500 ETF (XVV) and iShares ESG Aware MSCI USA ETF (ESGU) have volatilities of 4.81% and 4.77%, 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.

Volatility by Period

	XVV	ESGU	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.81%	4.77%	+0.04%
Volatility (6M) Calculated over the trailing 6-month period	10.46%	10.03%	+0.43%
Volatility (1Y) Calculated over the trailing 1-year period	13.24%	12.76%	+0.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.70%	17.41%	+0.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.37%	18.60%	-1.23%

XVV vs. ESGU - Expense Ratio Comparison

XVV has a 0.08% 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

XVV vs. ESGU - Dividend Comparison

XVV's dividend yield for the trailing twelve months is around 0.94%, which matches ESGU's 0.94% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
ESGU iShares ESG Aware MSCI USA ETF	0.94%	0.99%	1.18%	1.43%	1.58%	1.06%	1.27%	1.32%	1.73%	1.82%
XVV iShares ESG Screened S&P 500 ETF	0.94%	0.94%	1.05%	1.25%	1.57%	0.81%	0.31%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XVV and ESGU in my portfolio?

With a correlation of 0.98, XVV and ESGU 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 ESGU?

XVV has higher volatility (4.81%) compared to ESGU (4.77%). In terms of maximum drawdown, XVV dropped -27.20% vs ESGU's -33.87%.

Which ETF is better, XVV or ESGU?

On 5-year performance, XVV leads with 13.13% vs 12.34% for ESGU. On fees, XVV is cheaper at 0.08% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XVV or ESGU?

Over the 5-year period, XVV has performed better with a 13.13% return vs 12.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XVV or ESGU?

XVV is cheaper with a 0.08% expense ratio, compared with 0.15% for ESGU.

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

XVV and ESGU have nearly identical dividend yields, around 0.94%.

What is the main difference between XVV and ESGU?

XVV is categorized as S&P 500, while ESGU is Large Cap Blend Equities. XVV tracks S&P 500 Sustainablility Screened Index, while ESGU tracks MSCI USA Extended ESG Focus Index. Their fees differ too: 0.08% for XVV and 0.15% for ESGU.

Which has better risk-adjusted returns?

ESGU currently has the higher Sharpe Ratio (2.10 vs 1.92), 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.