ESG vs LGRO

Comparison between FLEXSHARES STOXX US ESG SELECT INDEX FUND (ESG, ETF) and LEVEL FOUR LARGE CAP GROWTH ACTIVE ETF (LGRO, ETF).

ESG vs LGRO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ESG(ETF)	LGRO(ETF)
Net Assets	$132M	$132M
Expense Ratio	0.32%	0.50%
Max Drawdown	32.89%	23.30%
Sharpe Ratio	1.23	0.74
5Y Beta	0.89	1.16
P/E Ratio	27.17	33.36
Forward P/E	18.94	21.16
PEG Ratio	N/A	0.46
5Y Dividends CAGR	5.74%	N/A
5Y EPS CAGR	23.55%	23.45%
Debt to Equity	40.25%	-10.11%
P/S Ratio	3.17	3.58
P/B Ratio	5.00	6.94

Net Assets

Winner

ESG

$132M

LGRO

$132M

Expense Ratio

Winner

ESG

0.32%

LGRO

0.50%

Max Drawdown

ESG

32.89%

Winner

LGRO

23.30%

Sharpe Ratio

Winner

ESG

1.23

LGRO

0.74

5Y Beta

Winner

ESG

0.89

LGRO

1.16

P/E Ratio

Winner

ESG

27.17

LGRO

33.36

Forward P/E

Winner

ESG

18.94

LGRO

21.16

PEG Ratio

ESG

N/A

LGRO

0.46

5Y Dividends CAGR

ESG

5.74%

LGRO

N/A

5Y EPS CAGR

Winner

ESG

23.55%

LGRO

23.45%

Debt to Equity

ESG

40.25%

Winner

LGRO

-10.11%

P/S Ratio

Winner

ESG

3.17

LGRO

3.58

P/B Ratio

Winner

ESG

5.00

LGRO

6.94

ESG vs LGRO - Holdings Comparison

ESG and LGRO have 21 common holdings. Overlap is 27.37%

ESG's top 25 holdings weight is 62.17%. LGRO's top 25 holdings weight is 76.03%.

Rank	ESG	LGRO
#1	MICRON TECHNOLOGY INC (MU) - 5.46%	APPLE INC (AAPL) - 6.89%
#2	BROADCOM INC (AVGO) - 4.81%	MICROSOFT CORP (MSFT) - 5.99%
#3	APPLE INC (AAPL) - 4.80%	STATE STREET INSTL TRS PLS MMKT PREMIER (TPIXX) - 5.02%
#4	NVIDIA CORP (NVDA) - 4.79%	ALPHABET INC CLASS A (GOOGL) - 4.94%
#5	MICROSOFT CORP (MSFT) - 4.69%	AMAZON.COM INC (AMZN) - 4.62%
#6	JPMORGAN CHASE & CO (JPM) - 3.69%	NVIDIA CORP (NVDA) - 3.97%
#7	ELI LILLY AND CO (LLY) - 3.57%	UNITEDHEALTH GROUP INC (UNH) - 3.87%
#8	AMAZON.COM INC (AMZN) - 3.30%	TWILIO INC CLASS A (TWLO) - 3.40%
#9	BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 2.95%	PAYPAL HOLDINGS INC (PYPL) - 2.97%
#10	JOHNSON & JOHNSON (JNJ) - 2.56%	SNOWFLAKE INC ORDINARY SHARES (SNOW) - 2.74%
#11	EXXON MOBIL CORP (XOM) - 2.38%	RH CLASS A (RH) - 2.70%
#12	WALMART INC (WMT) - 2.11%	MICRON TECHNOLOGY INC (MU) - 2.66%
#13	TESLA INC (TSLA) - 1.98%	UBER TECHNOLOGIES INC (UBER) - 2.52%
#14	COSTCO WHOLESALE CORP (COST) - 1.45%	MONGODB INC CLASS A (MDB) - 2.42%
#15	PROCTER & GAMBLE CO (PG) - 1.43%	META PLATFORMS INC CLASS A (META) - 2.30%
#16	CATERPILLAR INC (CAT) - 1.38%	MONOLITHIC POWER SYSTEMS INC (MPWR) - 2.28%
#17	INTEL CORP (INTC) - 1.36%	BOOKING HOLDINGS INC (BKNG) - 2.11%
#18	MERCK & CO INC (MRK) - 1.34%	SERVICENOW INC (NOW) - 2.06%
#19	COCA-COLA CO (KO) - 1.34%	BROADCOM INC (AVGO) - 1.92%
#20	ADVANCED MICRO DEVICES INC (AMD) - 1.33%	APPLIED MATERIALS INC (AMAT) - 1.91%
#21	VISA INC CLASS A (V) - 1.19%	PHILLIPS 66 (PSX) - 1.84%
#22	INTERNATIONAL BUSINESS MACHINES CORP (IBM) - 1.12%	SALESFORCE INC (CRM) - 1.83%
#23	WELLS FARGO & CO (WFC) - 1.07%	MASTERCARD INC CLASS A (MA) - 1.80%
#24	BANK OF AMERICA CORP (BAC) - 1.06%	LAM RESEARCH CORP (LRCX) - 1.64%
#25	CITIGROUP INC (C) - 1.01%	BLACKROCK INC (BLK) - 1.63%
Total Holdings	254	49

ESG vs LGRO - Historical Returns

Returns include dividend reinvestment.

Period	ESG	LGRO
1 month	+0.56%	+2.74%
3 months	+6.85%	+7.07%
6 months	+9.81%	+3.77%
1 year	+18.28%	+14.99%
5 years(CAGR)	+11.40%	N/A
10 years(CAGR)	+14.76%	N/A
Max(CAGR)	+14.79%	+20.61%

ESG

+0.56%

Winner

LGRO

+2.74%

ESG

+6.85%

Winner

LGRO

+7.07%

Winner

ESG

+9.81%

LGRO

+3.77%

Winner

ESG

+18.28%

LGRO

+14.99%

5Y(CAGR)

ESG

+11.40%

LGRO

N/A

10Y(CAGR)

ESG

+14.76%

LGRO

N/A

Max(CAGR)

ESG

+14.79%

Winner

LGRO

+20.61%

ESG vs LGRO - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	ESG	LGRO
2026	+10.77%	+5.27%
2025	+16.48%	+18.04%
2024	+20.72%	+26.10%
2023	+28.05%	+11.73%
2022	-20.63%	N/A
2021	+30.12%	N/A
2020	+19.77%	N/A
2019	+30.99%	N/A
2018	-5.15%	N/A
2017	+22.77%	N/A
2016	+5.71%	N/A

ESG vs LGRO Drawdown Comparison

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

The maximum drawdown for LGRO was -23.26%, occurring on Apr 8, 2025. Recovery took 104 trading sessions.

The current ESG drawdown is -1.71%. The current LGRO drawdown is -4.22%.

Rank	ESG	LGRO
#1	-32.52% Feb 19, 2020 - Aug 6, 2020	-23.26% Jan 28, 2025 - Jun 27, 2025
#2	-26.04% Jan 3, 2022 - Dec 13, 2023	-15.24% Jan 12, 2026 - May 14, 2026
#3	-18.70% Oct 3, 2018 - Apr 12, 2019	-11.35% Sep 1, 2023 - Nov 20, 2023
#4	-18.32% Feb 19, 2025 - Jun 26, 2025	-10.47% Jul 16, 2024 - Sep 19, 2024
#5	-13.41% Jul 10, 2017 - Jan 12, 2018	-8.67% Oct 28, 2025 - Jan 6, 2026
#6	-10.27% Jan 29, 2018 - Aug 6, 2018	-6.95% Mar 28, 2024 - May 15, 2024
#7	-10.24% Sep 2, 2020 - Nov 16, 2020	-6.77% Jun 1, 2026 - Jun 23, 2026
#8	-8.67% Feb 9, 2026 - Apr 17, 2026	-5.59% Dec 16, 2024 - Jan 24, 2025
#9	-8.51% Jul 16, 2024 - Sep 19, 2024	-4.23% Dec 26, 2023 - Jan 19, 2024
#10	-7.02% May 3, 2019 - Jun 20, 2019	-3.95% Oct 8, 2025 - Oct 24, 2025
#11	-6.57% Jul 26, 2019 - Oct 28, 2019	-3.71% Jul 28, 2025 - Aug 12, 2025
#12	-5.44% Mar 28, 2024 - May 15, 2024	-3.55% May 20, 2024 - Jun 12, 2024
#13	-5.36% Sep 3, 2021 - Oct 20, 2021	-2.92% Feb 9, 2024 - Mar 1, 2024
#14	-4.72% Oct 28, 2025 - Dec 11, 2025	-2.80% Oct 14, 2024 - Nov 6, 2024
#15	-4.52% Dec 6, 2024 - Jan 27, 2025	-2.43% Nov 12, 2024 - Nov 22, 2024

Correlation

Correlation between ESG and LGRO is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.

0.99

-101

Dividend Comparison (2016 - 2026)

ESG vs LGRO dividend yield comparison.

Year	ESG	LGRO
2026	0.39%	0.17%
2025	0.96%	0.31%
2024	1.18%	0.39%
2023	1.10%	0.26%
2022	1.38%	0.00%
2021	1.03%	0.00%
2020	1.33%	0.00%
2019	1.51%	0.00%
2018	1.72%	0.00%
2017	1.52%	0.00%
2016	0.92%	0.00%