YOKE vs. ESN

Last updated Aug 2, 2026

YOKE (Yoke Core ETF) and ESN (Essential 40 Stock ETF) are both Large Cap Blend Equities funds. YOKE is actively managed, while ESN is passively managed. Over the past year, YOKE returned 22.33% vs 27.64% for ESN. Their 0.74 correlation means they have sometimes moved together and sometimes differently. YOKE charges 0.30%/yr vs 0.70%/yr for ESN.

Performance

YOKE vs. ESN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yoke Core ETF (YOKE) and Essential 40 Stock ETF (ESN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with YOKE having a 17.33% return and ESN slightly lower at 16.65%.

YOKE

• 1D: 0.71%
• 1M: -0.12%
• 6M: 12.09%
• YTD: 17.33%
• 1Y: 22.33%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 18.92%

ESN

• 1D: 0.28%
• 1M: -0.26%
• 6M: 12.11%
• YTD: 16.65%
• 1Y: 27.64%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.50%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ESN Essential 40 Stock ETF	$2.17M	$1.60M	$1.63M
YOKE Yoke Core ETF	$98.43K	$131.46K	$212.39K

YOKE vs. ESN - Yearly Performance Comparison

	2026 (YTD)	2025
YOKE Yoke Core ETF	17.33%	9.19%
ESN Essential 40 Stock ETF	16.65%	10.58%

Correlation

The correlation between YOKE and ESN is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.68
Correlation (All Time) Calculated using the full available price history since Feb 24, 2025	0.74

The correlation between YOKE and ESN has been stable across timeframes, ranging from 0.68 to 0.74 - a consistent structural relationship.

Return for Risk

YOKE vs. ESN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

YOKE

YOKE Risk / Return Rank: 66
YOKE Sharpe Ratio Rank: 61
YOKE Sortino Ratio Rank: 64
YOKE Omega Ratio Rank: 59
YOKE Calmar Ratio Rank: 71
YOKE Martin Ratio Rank: 75

ESN

ESN Risk / Return Rank: 93
ESN Sharpe Ratio Rank: 94
ESN Sortino Ratio Rank: 93
ESN Omega Ratio Rank: 92
ESN Calmar Ratio Rank: 91
ESN Martin Ratio Rank: 92

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

YOKE vs. ESN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Yoke Core ETF (YOKE) and Essential 40 Stock ETF (ESN). 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.

	YOKE	ESN	Difference
Sharpe ratio: Return per unit of total volatility	1.47	2.65	-1.18
Sortino ratio: Return per unit of downside risk	2.17	3.65	-1.49
Omega ratio: Gain probability vs. loss probability	1.26	1.46	-0.20
Calmar ratio: Return relative to maximum drawdown	2.52	4.12	-1.60
Martin ratio: Return relative to average drawdown	9.54	16.52	-6.98

YOKE vs. ESN - Sharpe Ratio Comparison

The current YOKE Sharpe Ratio is 1.47, which is lower than the ESN Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of YOKE and ESN, 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

YOKE vs. ESN - Drawdown Comparison

The maximum YOKE drawdown since its inception was -14.94%, which is greater than ESN's maximum drawdown of -13.60%. Use the drawdown chart below to compare losses from any high point for YOKE and ESN.

Drawdown Indicators

	YOKE	ESN	Difference
Max Drawdown Largest peak-to-trough decline	-14.94%	-13.60%	-1.34%
Max Drawdown (1Y) Largest decline over 1 year	-8.57%	-6.42%	-2.15%
Current Drawdown Current decline from peak	-3.19%	-0.53%	-2.66%
Average Drawdown Average peak-to-trough decline	-1.97%	-1.81%	-0.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.26%	1.60%	+0.66%

Volatility

YOKE vs. ESN - Volatility Comparison

Yoke Core ETF (YOKE) has a higher volatility of 4.15% compared to Essential 40 Stock ETF (ESN) at 2.65%. This indicates that YOKE's price experiences larger fluctuations and is considered to be riskier than ESN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YOKE	ESN	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.15%	2.65%	+1.50%
Volatility (6M) Calculated over the trailing 6-month period	12.61%	7.51%	+5.10%
Volatility (1Y) Calculated over the trailing 1-year period	14.69%	9.98%	+4.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.21%	13.04%	+4.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.21%	13.04%	+4.17%

YOKE vs. ESN - Expense Ratio Comparison

YOKE has a 0.30% expense ratio, which is lower than ESN's 0.70% expense ratio.

Dividends

YOKE vs. ESN - Dividend Comparison

YOKE's dividend yield for the trailing twelve months is around 0.73%, less than ESN's 0.78% yield.

Position	TTM	2025	2024
ESN Essential 40 Stock ETF	0.78%	0.91%	0.76%
YOKE Yoke Core ETF	0.73%	0.76%	0.00%

Frequently Asked Questions

Can I hold both YOKE and ESN in my portfolio?

YOKE and ESN have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YOKE or ESN?

YOKE has higher volatility (4.15%) compared to ESN (2.65%). In terms of maximum drawdown, YOKE dropped -14.94% vs ESN's -13.60%.

Which ETF is better, YOKE or ESN?

On 1-year performance, ESN leads with 27.64% vs 22.33% for YOKE. On fees, YOKE is cheaper at 0.30% per year. On volatility, ESN has been the lower-risk option at 2.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, YOKE or ESN?

Over the 1-year period, ESN has performed better with a 27.64% return vs 22.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, YOKE or ESN?

YOKE is cheaper with a 0.30% expense ratio, compared with 0.70% for ESN.

Which ETF pays a higher dividend yield, YOKE or ESN?

ESN has the higher dividend yield at 0.78%, compared with 0.73% for YOKE.

What is the main difference between YOKE and ESN?

They also come from different issuers: Alpha Architect and KKM. Their fees differ too: 0.30% for YOKE and 0.70% for ESN.

Which has better risk-adjusted returns?

ESN currently has the higher Sharpe Ratio (2.65 vs 1.47), 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.