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ESG vs SPY

Comparison between FLEXSHARES STOXX US ESG SELECT INDEX FUND (ESG, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed ESG, delivering a return of +13.3% compared to +12.1%

ESG vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
ESG
$128M
Winner
SPY
$735B
Expense Ratio
ESG
0.32%
Winner
SPY
0.09%
Max Drawdown
Winner
ESG
32.89%
SPY
56.47%
Sharpe Ratio
ESG
1.53
Winner
SPY
1.62
5Y Beta
Winner
ESG
0.90
SPY
1.00
P/E Ratio
Winner
ESG
27.56
SPY
28.99
Forward P/E
Winner
ESG
21.28
SPY
22.37
PEG Ratio
ESG
0.46
SPY
N/A
5Y Dividends CAGR
ESG
4.34%
Winner
SPY
5.43%
5Y EPS CAGR
ESG
24.32%
Winner
SPY
26.05%
Debt to Equity
ESG
40.18%
Winner
SPY
32.40%
P/S Ratio
Winner
ESG
3.17
SPY
3.74
P/B Ratio
Winner
ESG
4.96
SPY
5.61

ESG vs SPY - Holdings Comparison

ESG and SPY have 224 common holdings. Overlap is 60.59%

ESG's top 25 holdings weight is 61.71%. SPY's top 25 holdings weight is 52.37%.

RankESGSPY
#1
BROADCOM INC (AVGO) - 5.56%
NVIDIA CORP (NVDA) - 8.10%
#2
APPLE INC (AAPL) - 5.32%
APPLE INC (AAPL) - 7.02%
#3
NVIDIA CORP (NVDA) - 5.20%
MICROSOFT CORP (MSFT) - 4.79%
#4
MICROSOFT CORP (MSFT) - 4.57%
AMAZON.COM INC (AMZN) - 4.02%
#5
MICRON TECHNOLOGY INC (MU) - 4.31%
ALPHABET INC CLASS A (GOOGL) - 3.51%
#6
AMAZON.COM INC (AMZN) - 3.70%
BROADCOM INC (AVGO) - 3.10%
#7
JPMORGAN CHASE & CO (JPM) - 3.52%
ALPHABET INC CLASS C (GOOG) - 2.79%
#8
ELI LILLY AND CO (LLY) - 3.21%
META PLATFORMS INC CLASS A (META) - 2.08%
#9
BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 2.84%
TESLA INC (TSLA) - 1.89%
#10
EXXON MOBIL CORP (XOM) - 2.67%
MICRON TECHNOLOGY INC (MU) - 1.56%
#11
JOHNSON & JOHNSON (JNJ) - 2.37%
BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.37%
#12
WALMART INC (WMT) - 2.24%
ELI LILLY AND CO (LLY) - 1.31%
#13
TESLA INC (TSLA) - 2.06%
JPMORGAN CHASE & CO (JPM) - 1.28%
#14
PROCTER & GAMBLE CO (PG) - 1.42%
ADVANCED MICRO DEVICES INC (AMD) - 1.27%
#15
COCA-COLA CO (KO) - 1.33%
EXXON MOBIL CORP (XOM) - 0.97%
#16
INTEL CORP (INTC) - 1.29%
INTEL CORP (INTC) - 0.90%
#17
COSTCO WHOLESALE CORP (COST) - 1.27%
JOHNSON & JOHNSON (JNJ) - 0.86%
#18
MERCK & CO INC (MRK) - 1.27%
VISA INC CLASS A (V) - 0.85%
#19
CATERPILLAR INC (CAT) - 1.19%
WALMART INC (WMT) - 0.81%
#20
ADVANCED MICRO DEVICES INC (AMD) - 1.18%
CISCO SYSTEMS INC (CSCO) - 0.72%
#21
VISA INC CLASS A (V) - 1.17%
COSTCO WHOLESALE CORP (COST) - 0.69%
#22
CISCO SYSTEMS INC (CSCO) - 1.01%
CATERPILLAR INC (CAT) - 0.66%
#23
WELLS FARGO & CO (WFC) - 1.01%
MASTERCARD INC CLASS A (MA) - 0.62%
#24
INTERNATIONAL BUSINESS MACHINES CORP (IBM) - 1.00%
LAM RESEARCH CORP (LRCX) - 0.62%
#25
BANK OF AMERICA CORP (BAC) - 1.00%
ABBVIE INC (ABBV) - 0.58%
Total Holdings253505

ESG vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
Winner
ESG
+3.29%
SPY
+1.90%
3M
Winner
ESG
+9.29%
SPY
+8.55%
6M
Winner
ESG
+10.08%
SPY
+8.18%
1Y
ESG
+23.63%
Winner
SPY
+25.79%
5Y(CAGR)
ESG
+12.14%
Winner
SPY
+13.32%
10Y(CAGR)
ESG
+14.84%
Winner
SPY
+15.19%
Max(CAGR)
Winner
ESG
+14.84%
SPY
+8.47%

ESG vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearESGSPY
2026+9.29%+8.26%
2025+16.48%+18.00%
2024+20.72%+25.59%
2023+28.05%+26.72%
2022-20.63%-18.64%
2021+30.12%+30.52%
2020+19.77%+17.28%
2019+30.99%+31.09%
2018-5.15%-5.24%
2017+22.77%+20.78%
2016+5.71%+13.59%
2015N/A+1.31%
2014N/A+14.56%
2013N/A+29.00%
2012N/A+14.17%
2011N/A+0.85%
2010N/A+13.14%
2009N/A+22.67%
2008N/A-36.25%
2007N/A+5.32%
2006N/A+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/A+8.61%

ESG vs SPY Drawdown Comparison

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

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current ESG drawdown is -3.03%. The current SPY drawdown is -2.90%.

RankESGSPY
#1-32.52%
Feb 19, 2020 - Aug 6, 2020		-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-26.04%
Jan 3, 2022 - Dec 13, 2023		-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-18.70%
Oct 3, 2018 - Apr 12, 2019		-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-18.32%
Feb 19, 2025 - Jun 26, 2025		-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-13.41%
Jul 10, 2017 - Jan 12, 2018		-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-10.27%
Jan 29, 2018 - Aug 6, 2018		-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-10.24%
Sep 2, 2020 - Nov 16, 2020		-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-8.67%
Feb 9, 2026 - Apr 17, 2026		-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-8.51%
Jul 16, 2024 - Sep 19, 2024		-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-7.02%
May 3, 2019 - Jun 20, 2019		-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-6.57%
Jul 26, 2019 - Oct 28, 2019		-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-5.44%
Mar 28, 2024 - May 15, 2024		-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-5.36%
Sep 3, 2021 - Oct 20, 2021		-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-4.72%
Oct 28, 2025 - Dec 11, 2025		-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-4.52%
Dec 6, 2024 - Jan 27, 2025		-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between ESG and SPY is 1.00 which considered as a very strong positive correlation - the stocks move almost identically together.

1.00
-101

Dividend Comparison (1999 - 2026)

ESG vs SPY dividend yield comparison.

YearESGSPY
20260.16%0.24%
20250.96%1.07%
20241.18%1.21%
20231.10%1.40%
20221.38%1.65%
20211.03%1.20%
20201.33%1.52%
20191.51%1.75%
20181.72%2.04%
20171.52%1.80%
20160.92%2.03%
20150.00%2.06%
20140.00%1.87%
20130.00%1.81%
20120.00%2.18%
20110.00%2.05%
20100.00%1.80%
20090.00%1.95%
20080.00%3.02%
20070.00%1.85%
20060.00%1.73%
20050.00%1.73%
20040.00%1.82%
20030.00%1.47%
20020.00%1.70%
20010.00%1.25%
20000.00%1.15%
19990.00%0.24%

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