ESG vs EWO

Comparison between FLEXSHARES STOXX US ESG SELECT INDEX FUND (ESG, ETF) and ISHARES MSCI AUSTRIA ETF (EWO, ETF).

5-Year PerformanceEWO has outperformed ESG, delivering a return of +15.6% compared to +12.2%

ESG vs EWO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ESG(ETF)	EWO(ETF)
Net Assets	$136M	$136M
Expense Ratio	0.32%	0.49%
Max Drawdown	32.89%	77.19%
Sharpe Ratio	1.53	1.93
5Y Beta	0.90	0.73
P/E Ratio	27.08	N/A
Forward P/E	20.64	N/A
PEG Ratio	0.44	N/A
5Y Dividends CAGR	4.34%	17.11%
5Y EPS CAGR	23.44%	N/A
Debt to Equity	36.53%	N/A
P/S Ratio	3.19	N/A
P/B Ratio	5.00	N/A

Net Assets

ESG

$136M

Winner

EWO

$136M

Expense Ratio

Winner

ESG

0.32%

EWO

0.49%

Max Drawdown

Winner

ESG

32.89%

EWO

77.19%

Sharpe Ratio

ESG

1.53

Winner

EWO

1.93

5Y Beta

ESG

0.90

Winner

EWO

0.73

P/E Ratio

ESG

27.08

EWO

N/A

Forward P/E

ESG

20.64

EWO

N/A

PEG Ratio

ESG

0.44

EWO

N/A

5Y Dividends CAGR

ESG

4.34%

Winner

EWO

17.11%

5Y EPS CAGR

ESG

23.44%

EWO

N/A

Debt to Equity

ESG

36.53%

EWO

N/A

P/S Ratio

ESG

3.19

EWO

N/A

P/B Ratio

ESG

5.00

EWO

N/A

ESG vs EWO - Historical Returns

Returns include dividend reinvestment.

Period	ESG	EWO
1 month	+2.27%	+6.44%
3 months	+12.76%	+21.01%
6 months	+10.80%	+23.71%
1 year	+22.45%	+45.95%
5 years(CAGR)	+12.21%	+15.58%
10 years(CAGR)	+14.91%	+14.94%
Max(CAGR)	+14.91%	+8.92%

ESG

+2.27%

Winner

EWO

+6.44%

ESG

+12.76%

Winner

EWO

+21.01%

ESG

+10.80%

Winner

EWO

+23.71%

ESG

+22.45%

Winner

EWO

+45.95%

5Y(CAGR)

ESG

+12.21%

Winner

EWO

+15.58%

10Y(CAGR)

ESG

+14.91%

Winner

EWO

+14.94%

Max(CAGR)

Winner

ESG

+14.91%

EWO

+8.92%

ESG vs EWO - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	ESG	EWO
2026	+10.24%	+17.51%
2025	+16.48%	+76.70%
2024	+20.72%	+5.70%
2023	+28.05%	+19.02%
2022	-20.63%	-22.04%
2021	+30.12%	+30.09%
2020	+19.77%	-4.96%
2019	+30.99%	+17.21%
2018	-5.15%	-24.17%
2017	+22.77%	+50.23%
2016	+5.71%	+9.17%
2015	N/A	+3.37%
2014	N/A	-19.71%
2013	N/A	+10.06%
2012	N/A	+27.62%
2011	N/A	-34.76%
2010	N/A	+12.07%
2009	N/A	+52.29%
2008	N/A	-63.61%
2007	N/A	+2.80%
2006	N/A	+31.44%
2005	N/A	+21.97%
2004	N/A	+69.66%
2003	N/A	+58.35%
2002	N/A	+18.58%
2001	N/A	-4.51%
2000	N/A	-14.30%
1999	N/A	-2.92%

ESG vs EWO Drawdown Comparison

The maximum drawdown for ESG was -32.52%, occurring on Mar 23, 2020. Recovery took 118 trading sessions.

The maximum drawdown for EWO was -75.71%, occurring on Mar 9, 2009. Recovery took 4455 trading sessions.

The current ESG drawdown is -2.18%.

Rank	ESG	EWO
#1	-32.52% Feb 19, 2020 - Aug 6, 2020	-75.71% Jun 4, 2007 - Feb 14, 2025
#2	-26.04% Jan 3, 2022 - Dec 13, 2023	-27.90% Jan 7, 2000 - Jan 24, 2003
#3	-18.70% Oct 3, 2018 - Apr 12, 2019	-23.59% May 5, 2006 - Nov 29, 2006
#4	-18.32% Feb 19, 2025 - Jun 26, 2025	-16.75% Mar 18, 2025 - May 5, 2025
#5	-13.41% Jul 10, 2017 - Jan 12, 2018	-14.80% Mar 7, 2005 - Aug 1, 2005
#6	-10.27% Jan 29, 2018 - Aug 6, 2018	-14.08% Feb 11, 2026 - Apr 14, 2026
#7	-10.24% Sep 2, 2020 - Nov 16, 2020	-10.89% Sep 9, 2005 - Dec 13, 2005
#8	-8.67% Feb 9, 2026 - Apr 17, 2026	-10.61% Apr 12, 2004 - Jun 18, 2004
#9	-8.51% Jul 16, 2024 - Sep 19, 2024	-7.57% Aug 16, 2004 - Sep 29, 2004
#10	-7.02% May 3, 2019 - Jun 20, 2019	-7.39% Feb 26, 2007 - Mar 21, 2007
#11	-6.57% Jul 26, 2019 - Oct 28, 2019	-7.14% Nov 2, 1999 - Dec 27, 1999
#12	-5.44% Mar 28, 2024 - May 15, 2024	-6.90% Dec 30, 2004 - Feb 15, 2005
#13	-5.36% Sep 3, 2021 - Oct 20, 2021	-6.52% Jan 24, 2003 - Apr 10, 2003
#14	-4.72% Oct 28, 2025 - Dec 11, 2025	-6.10% Jul 2, 2003 - Oct 2, 2003
#15	-4.52% Dec 6, 2024 - Jan 27, 2025	-6.10% Aug 15, 2025 - Nov 25, 2025

Correlation

Correlation between ESG and EWO is 0.84 which considered as a strong positive correlation - the stocks tend to move together.

0.84

-101

Dividend Comparison (2000 - 2026)

ESG vs EWO dividend yield comparison.

Year	ESG	EWO
2026	0.16%	0.00%
2025	0.96%	2.38%
2024	1.18%	7.40%
2023	1.10%	5.66%
2022	1.38%	4.75%
2021	1.03%	2.42%
2020	1.33%	0.98%
2019	1.51%	3.11%
2018	1.72%	4.04%
2017	1.52%	2.03%
2016	0.92%	1.99%
2015	0.00%	1.51%
2014	0.00%	3.93%
2013	0.00%	2.02%
2012	0.00%	1.94%
2011	0.00%	4.16%
2010	0.00%	1.11%
2009	0.00%	4.56%
2008	0.00%	6.06%
2007	0.00%	1.93%
2006	0.00%	1.99%
2005	0.00%	1.06%
2004	0.00%	0.38%
2003	0.00%	1.28%
2002	0.00%	1.21%
2001	0.00%	1.87%
2000	0.00%	0.59%