BOXX vs ESGD
Comparison between ALPHA ARCHITECT 1-3 MONTH BOX ETF (BOXX, ETF) and ISHARES ESG AWARE MSCI EAFE ETF (ESGD, ETF).
BOXX vs ESGD - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
BOXX
$11B
Winner
ESGD
$11B
Expense Ratio
Winner
BOXX
0.19%
ESGD
0.20%
Max Drawdown
Winner
BOXX
0.26%
ESGD
36.32%
Sharpe Ratio
Winner
BOXX
1.50
ESGD
1.27
5Y Beta
Winner
BOXX
0.00
ESGD
0.74
5Y Dividends CAGR
BOXX
N/A
ESGD
19.87%
BOXX vs ESGD - Historical Returns
Returns include dividend reinvestment.
1M
BOXX
+0.33%
Winner
ESGD
+1.76%
3M
Winner
BOXX
+0.92%
ESGD
-0.37%
6M
BOXX
+2.06%
Winner
ESGD
+11.44%
1Y
BOXX
+4.15%
Winner
ESGD
+24.66%
5Y(CAGR)
BOXX
N/A
ESGD
+8.21%
10Y(CAGR)
BOXX
N/A
ESGD
+9.71%
Max(CAGR)
BOXX
+4.77%
Winner
ESGD
+9.71%
BOXX vs ESGD - Annual Returns (2016 - 2026)
Returns include dividend reinvestment.
| Year | BOXX | ESGD |
|---|---|---|
| 2026 | +1.32% | +6.76% |
| 2025 | +4.32% | +30.15% |
| 2024 | +5.20% | +5.27% |
| 2023 | +5.03% | +17.62% |
| 2022 | +0.07% | -15.64% |
| 2021 | N/A | +11.04% |
| 2020 | N/A | +7.27% |
| 2019 | N/A | +24.28% |
| 2018 | N/A | -13.80% |
| 2017 | N/A | +24.81% |
| 2016 | N/A | +5.46% |
BOXX vs ESGD Drawdown Comparison
The maximum drawdown for BOXX was -0.12%, occurring on Sep 22, 2023. Recovery took 2 trading sessions.
The maximum drawdown for ESGD was -33.70%, occurring on Mar 23, 2020. Recovery took 207 trading sessions.
The current ESGD drawdown is -1.73%.
| Rank | BOXX | ESGD |
|---|---|---|
| #1 | -0.12% Sep 21, 2023 - Sep 25, 2023 | -33.70% Jan 17, 2020 - Nov 11, 2020 |
| #2 | -0.11% Nov 29, 2024 - Dec 5, 2024 | -29.99% Sep 7, 2021 - Feb 22, 2024 |
| #3 | -0.07% Mar 31, 2026 - Apr 10, 2026 | -21.96% Jan 26, 2018 - Dec 27, 2019 |
| #4 | -0.04% Mar 7, 2023 - Mar 9, 2023 | -13.86% Mar 19, 2025 - Apr 29, 2025 |
| #5 | -0.04% Dec 29, 2023 - Jan 4, 2024 | -11.68% Feb 25, 2026 - Mar 27, 2026 |
| #6 | -0.04% Jan 30, 2024 - Feb 1, 2024 | -10.13% Sep 26, 2024 - Mar 5, 2025 |
| #7 | -0.04% Jun 25, 2024 - Jun 28, 2024 | -7.72% Jul 12, 2024 - Aug 21, 2024 |
| #8 | -0.04% Apr 4, 2025 - Apr 9, 2025 | -5.79% Nov 12, 2025 - Dec 11, 2025 |
| #9 | -0.03% May 18, 2023 - May 22, 2023 | -5.66% Sep 28, 2016 - Jan 5, 2017 |
| #10 | -0.03% Feb 6, 2024 - Feb 8, 2024 | -5.42% Jun 15, 2021 - Aug 13, 2021 |
| #11 | -0.03% Aug 4, 2023 - Aug 9, 2023 | -4.94% Mar 27, 2024 - May 9, 2024 |
| #12 | -0.03% Oct 6, 2023 - Oct 11, 2023 | -4.61% Jul 23, 2025 - Aug 15, 2025 |
| #13 | -0.03% Dec 1, 2023 - Dec 6, 2023 | -4.54% Jan 8, 2021 - Feb 11, 2021 |
| #14 | -0.03% Dec 12, 2023 - Dec 14, 2023 | -3.74% Aug 30, 2024 - Sep 19, 2024 |
| #15 | -0.03% Jan 4, 2024 - Jan 9, 2024 | -3.70% Feb 16, 2021 - Apr 5, 2021 |
Correlation
Correlation between BOXX and ESGD is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.
0.95
-101
Dividend Comparison (2016 - 2025)
BOXX vs ESGD dividend yield comparison.
| Year | BOXX | ESGD |
|---|---|---|
| 2025 | 0.00% | 3.60% |
| 2024 | 0.26% | 3.23% |
| 2023 | 0.00% | 3.02% |
| 2022 | 0.00% | 2.59% |
| 2021 | 0.00% | 2.75% |
| 2020 | 0.00% | 1.63% |
| 2019 | 0.00% | 2.57% |
| 2018 | 0.00% | 2.69% |
| 2017 | 0.00% | 2.65% |
| 2016 | 0.00% | 0.09% |
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