XVV vs. ESGU
Compare and contrast key facts about iShares ESG Screened S&P 500 ETF (XVV) and iShares ESG MSCI USA ETF (ESGU).
XVV and ESGU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Sustainablility Screened Index. It was launched on Sep 22, 2020. 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 XVV 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: XVV or ESGU.
Performance
XVV vs. ESGU - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with XVV having a 27.12% return and ESGU slightly lower at 26.25%.
XVV
27.12%
3.19%
13.22%
33.31%
N/A
N/A
ESGU
26.25%
3.53%
13.48%
32.83%
15.46%
N/A
Key characteristics
| XVV | ESGU | |
|---|---|---|
| Sharpe Ratio | 2.49 | 2.64 |
| Sortino Ratio | 3.31 | 3.52 |
| Omega Ratio | 1.46 | 1.49 |
| Calmar Ratio | 3.63 | 3.84 |
| Martin Ratio | 15.88 | 17.16 |
| Ulcer Index | 2.10% | 1.91% |
| Daily Std Dev | 13.39% | 12.44% |
| Max Drawdown | -27.20% | -33.87% |
| Current Drawdown | -0.58% | -0.51% |
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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%.
Correlation
The correlation between XVV 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.
Risk-Adjusted Performance
XVV vs. ESGU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Screened S&P 500 ETF (XVV) 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
XVV vs. ESGU - Dividend Comparison
XVV's dividend yield for the trailing twelve months is around 1.00%, less than ESGU's 1.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
XVV iShares ESG Screened S&P 500 ETF | 1.00% | 1.25% | 1.57% | 0.81% | 0.31% | 0.00% | 0.00% | 0.00% |
ESGU iShares ESG MSCI USA ETF | 1.11% | 1.43% | 1.58% | 1.06% | 1.27% | 1.32% | 1.81% | 1.82% |
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. For additional features, visit the drawdowns tool.
Volatility
XVV vs. ESGU - Volatility Comparison
iShares ESG Screened S&P 500 ETF (XVV) and iShares ESG MSCI USA ETF (ESGU) have volatilities of 4.18% and 4.12%, 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.