ESGU.USvsESGV.US

10-Year Study
iShares ESG Aware MSCI USA ETF()
Vanguard ESG US Stock()

The Verdict

Over the synchronized 10-year period measured, neither historically led across 10 distinct risk and return vectors.
ESGU.US generated a 10-year CAGR of 13.7% (Max Drawdown: 25.6%), while ESGV.US generated 13.8% (Max Drawdown: 27.8%).

ESGU.US
6
metric wins
13.7% CAGR
VS
ESGV.US
4
metric wins
13.8% CAGR
Tied — very close race

Head-to-Head StatisticsiDetailed side-by-side breakdown of return and risk metrics.

10Y CAGRCAGRCompound Annual Growth Rate — the annualized rate of return over a period, accounting for compounding.Click for full definition →
ESGU.US
+13.7%
VS
ESGV.US
+13.8%
5Y CAGRCAGRCompound Annual Growth Rate — the annualized rate of return over a period, accounting for compounding.Click for full definition →
ESGU.US
+11.2%
VS
ESGV.US
+11.0%
3Y CAGRCAGRCompound Annual Growth Rate — the annualized rate of return over a period, accounting for compounding.Click for full definition →
ESGU.US
+20.3%
VS
ESGV.US
+20.3%
1Y CAGRCAGRCompound Annual Growth Rate — the annualized rate of return over a period, accounting for compounding.Click for full definition →
ESGU.US
+21.1%
VS
ESGV.US
+20.6%
Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
lower is better
ESGU.US
-25.6%
VS
ESGV.US
-27.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
ESGU.US
0.62
VS
ESGV.US
0.62
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
ESGU.US
0.97
VS
ESGV.US
0.99
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
lower is better
ESGU.US
+17.4%
VS
ESGV.US
+18.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
ESGU.US
+87.5%
VS
ESGV.US
+87.5%
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →
ESGU.US
+0.0%
VS
ESGV.US
+0.0%
10Y Income ($10k)
ESGU.US
$64
VS
ESGV.US
$64
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
lower = less market sensitivity
ESGU.US
1.04
VS
ESGV.US
1.10

Historical Trajectory

Growth of $10,000 Over 10 Years

Annual Returns Comparison

Performance Consistency

Rolling 12-Month Returns

Risk & Factor X-Ray AnalysisiAnalyzes downside volatility and macro factor exposures.

Historical Drawdowns

Return Correlation

100%
Pearson Correlation Coefficient

Highly correlated. Moving almost perfectly in tandem, providing minimal diversification benefit when held together.

Risk X-Ray Macro Factor Exposure Mapping

ESGU.US Factor Exposure
ESGV.US Factor Exposure

Fundamentals, Quality & IncomeiSide-by-side fundamental valuation, corporate health, and 10-year income generation.

Fundamentals Radar

Valuation & Quality Matrix

P/E Ratio
0.0
0.0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
0
0
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
1.3
1.3
Market Cap
$0
$0

10-Year Income Simulation ($10k)

Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →
0.0%
0.0%
Total Income Gen
$64
$64

Momentum & Macro PositioningiCompares relative price trends, moving averages, and market sensitivity.

50-Day SMA

ESGU.US+4.0%
ESGV.US+4.9%

200-Day SMA

ESGU.US+5.2%
ESGV.US+4.7%

Beta (Market Risk)

ESGU.US1.04
ESGV.US1.10

Frequently Asked Questions

How did ESGU.US compare to ESGV.US historically?

ESGU.US and ESGV.US performed comparably over the measured period. Neither clearly dominated across all risk and return metrics. The right choice depends on your individual investment goals, income needs, and risk tolerance.

What is the 10-year CAGR of ESGU.US vs ESGV.US?

Over the 2018–2026 study period, ESGU.US produced an annualized return (CAGR) of 13.7% while ESGV.US produced 13.8%. A ${10,000} investment in ESGU.US would have grown to approximately $26,397, compared to $26,686 for ESGV.US.

What is the maximum drawdown of ESGU.US vs ESGV.US?

ESGU.US experienced a peak-to-trough drawdown of 25.6% (2022 was its worst year at -20.3%), versus 27.8% for ESGV.US (worst year 2022 at -24.0%). A smaller maximum drawdown indicates lower downside risk and is particularly important for investors close to or in retirement.

How correlated are ESGU.US and ESGV.US?

ESGU.US and ESGV.US have a Pearson return correlation of 100% over the study period. This very high correlation means the two ETFs move almost in lockstep. Holding both in the same portfolio provides minimal diversification benefit — you're largely doubling exposure to the same risk factors.

Which ETF has a better Sharpe ratio — ESGU.US or ESGV.US?

ESGU.US has a Sharpe ratio of 0.62 versus 0.62 for ESGV.US. The Sharpe ratio measures return per unit of risk (volatility) relative to a risk-free rate. ESGU.US delivered better risk-adjusted returns over the study period. ESGU.US had annualized volatility of 17.4% vs 18.0% for ESGV.US.

Which ETF pays a higher dividend — ESGU.US or ESGV.US?

ESGU.US has a dividend yield of 0.00%, while ESGV.US yields 0.00%. On a $10,000 investment, ESGU.US paid approximately $64 in cumulative income vs $64 for ESGV.US over the study period. Income-focused investors should weigh dividend yield alongside total return (price appreciation + dividends), since a lower-yielding ETF can still produce superior total returns through capital gains.

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