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