ESGE vs HEFA
Comparison between ISHARES ESG AWARE MSCI EM ETF (ESGE, ETF) and ISHARES CURRENCY HEDGED MSCI EAFE ETF (HEFA, ETF).
5-Year PerformanceHEFA has outperformed ESGE, delivering a return of +13.9% compared to +6.5%
ESGE vs HEFA - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
ESGE
$7.10B
HEFA
$7.10B
Expense Ratio
Winner
ESGE
0.25%
HEFA
0.35%
Max Drawdown
ESGE
43.02%
Winner
HEFA
32.39%
Sharpe Ratio
ESGE
1.62
Winner
HEFA
1.78
5Y Beta
ESGE
0.86
Winner
HEFA
0.74
5Y Dividends CAGR
ESGE
14.19%
Winner
HEFA
20.05%
ESGE vs HEFA - Holdings Comparison
ESGE and HEFA have 1 common holdings. Overlap is -35.17%
ESGE's top 25 holdings weight is 48.07%. HEFA's top 25 holdings weight is 173.26%.
| Rank | ESGE | HEFA |
|---|---|---|
| #1 | n/a (n/a) - 14.19% | ISHARES MSCI EAFE ETF (EFA) - 99.25% |
| #2 | SAMSUNG ELECTRONICS CO LTD (n/a) - 8.74% | EUR/USD PURCHASED (n/a) - 35.17% |
| #3 | SK HYNIX INC (n/a) - 4.59% | JPY/USD PURCHASED (n/a) - 23.62% |
| #4 | TENCENT HOLDINGS LTD (n/a) - 2.49% | GBP/USD PURCHASED (n/a) - 14.47% |
| #5 | MEDIATEK INC (n/a) - 1.72% | CHF/USD PURCHASED (n/a) - 9.47% |
| #6 | n/a (n/a) - 1.58% | AUD/USD PURCHASED (n/a) - 6.65% |
| #7 | DELTA ELECTRONICS INC (n/a) - 1.37% | SEK/USD PURCHASED (n/a) - 3.30% |
| #8 | CHUNGHWA TELECOM CO LTD (n/a) - 1.13% | HKD/USD PURCHASED (n/a) - 1.84% |
| #9 | n/a (n/a) - 1.13% | DKK/USD PURCHASED (n/a) - 1.70% |
| #10 | CHINA CONSTRUCTION BANK CORP CLASS H (n/a) - 1.07% | SGD/USD PURCHASED (n/a) - 1.46% |
| #11 | BLACKROCK CASH FUNDS TREASURY SL AGENCY (n/a) - 0.97% | ILS/USD PURCHASED (n/a) - 0.94% |
| #12 | SAMSUNG ELECTRO-MECHANICS CO LTD (n/a) - 0.93% | CASH OFFSET (n/a) - 0.69% |
| #13 | LENOVO GROUP LTD (n/a) - 0.92% | NOK/USD PURCHASED (n/a) - 0.67% |
| #14 | HDFC BANK LTD (n/a) - 0.91% | NZD/USD PURCHASED (n/a) - 0.18% |
| #15 | SK SQUARE (n/a) - 0.88% | BLACKROCK CASH FUNDS TREASURY SL AGENCY (n/a) - 0.05% |
| #16 | UNITED MICROELECTRONICS CORP (n/a) - 0.81% | USD CASH (n/a) - 0.02% |
| #17 | AL RAJHI BANK (n/a) - 0.79% | NZD/USD SOLD (n/a) - -0.18% |
| #18 | CATHAY FINANCIAL HOLDING CO LTD (n/a) - 0.73% | NOK/USD SOLD (n/a) - -0.67% |
| #19 | HON HAI PRECISION INDUSTRY CO LTD (n/a) - 0.73% | ILS/USD SOLD (n/a) - -0.94% |
| #20 | ASE TECHNOLOGY HOLDING CO LTD (n/a) - 0.70% | SGD/USD SOLD (n/a) - -1.46% |
| #21 | UNIMICRON TECHNOLOGY CORP (n/a) - 0.35% | DKK/USD SOLD (n/a) - -1.70% |
| #22 | SHRIRAM FINANCE LTD (n/a) - 0.34% | HKD/USD SOLD (n/a) - -1.84% |
| #23 | ASIA VITAL COMPONENTS CO LTD (n/a) - 0.34% | SEK/USD SOLD (n/a) - -3.30% |
| #24 | SAMSUNG SDI CO LTD (n/a) - 0.33% | AUD/USD SOLD (n/a) - -6.65% |
| #25 | PIRAEUS BANK SA (n/a) - 0.33% | CHF/USD SOLD (n/a) - -9.48% |
| Total Holdings | 291 | 28 |
ESGE vs HEFA - Historical Returns
Returns include dividend reinvestment.
1M
Winner
ESGE
+2.81%
HEFA
+2.31%
3M
Winner
ESGE
+17.31%
HEFA
+11.39%
6M
Winner
ESGE
+23.11%
HEFA
+12.33%
1Y
Winner
ESGE
+44.90%
HEFA
+29.36%
5Y(CAGR)
ESGE
+6.48%
Winner
HEFA
+13.94%
10Y(CAGR)
ESGE
+9.65%
Winner
HEFA
+12.68%
Max(CAGR)
ESGE
+9.65%
Winner
HEFA
+10.75%
ESGE vs HEFA - Annual Returns (2014 - 2026)
Returns include dividend reinvestment.
| Year | ESGE | HEFA |
|---|---|---|
| 2026 | +18.83% | +10.72% |
| 2025 | +36.02% | +24.11% |
| 2024 | +8.19% | +13.79% |
| 2023 | +8.71% | +18.27% |
| 2022 | -22.85% | -5.86% |
| 2021 | -3.53% | +19.07% |
| 2020 | +16.63% | +0.72% |
| 2019 | +20.03% | +27.05% |
| 2018 | -16.97% | -9.58% |
| 2017 | +41.64% | +15.19% |
| 2016 | -0.46% | +8.06% |
| 2015 | N/A | +3.94% |
| 2014 | N/A | +6.13% |
ESGE vs HEFA Drawdown Comparison
The maximum drawdown for ESGE was -41.04%, occurring on Oct 24, 2022. Recovery took 1147 trading sessions.
The maximum drawdown for HEFA was -32.39%, occurring on Mar 16, 2020. Recovery took 226 trading sessions.
The current ESGE drawdown is -5.62%. The current HEFA drawdown is -1.61%.
| Rank | ESGE | HEFA |
|---|---|---|
| #1 | -41.04% Feb 17, 2021 - Sep 11, 2025 | -32.39% Feb 12, 2020 - Jan 5, 2021 |
| #2 | -36.60% Jan 26, 2018 - Nov 5, 2020 | -23.14% May 27, 2015 - Mar 1, 2017 |
| #3 | -13.90% Feb 25, 2026 - Apr 17, 2026 | -15.43% Jan 23, 2018 - Apr 12, 2019 |
| #4 | -9.86% Sep 7, 2016 - Feb 8, 2017 | -14.77% Jan 4, 2022 - Jan 23, 2023 |
| #5 | -8.66% Jun 2, 2026 - Jun 18, 2026 | -14.28% Feb 18, 2025 - May 12, 2025 |
| #6 | -5.62% Jun 22, 2026 - Jun 23, 2026 | -9.79% Jul 12, 2024 - Oct 14, 2024 |
| #7 | -5.49% Jan 21, 2021 - Feb 9, 2021 | -9.52% Feb 25, 2026 - May 21, 2026 |
| #8 | -5.46% May 8, 2026 - May 26, 2026 | -9.48% Sep 4, 2014 - Nov 18, 2014 |
| #9 | -4.97% Nov 22, 2017 - Dec 22, 2017 | -7.49% Dec 5, 2014 - Jan 26, 2015 |
| #10 | -4.75% Oct 29, 2025 - Jan 2, 2026 | -6.87% Jul 3, 2019 - Sep 12, 2019 |
| #11 | -4.72% Oct 8, 2025 - Oct 20, 2025 | -6.78% Jul 31, 2023 - Nov 24, 2023 |
| #12 | -3.63% Jan 28, 2026 - Feb 10, 2026 | -5.83% Mar 3, 2023 - Apr 10, 2023 |
| #13 | -2.99% May 16, 2017 - May 26, 2017 | -5.59% Nov 16, 2021 - Jan 3, 2022 |
| #14 | -2.97% Sep 19, 2017 - Oct 5, 2017 | -4.97% Apr 29, 2019 - Jul 1, 2019 |
| #15 | -2.91% Aug 8, 2017 - Aug 22, 2017 | -4.84% Jun 19, 2014 - Sep 4, 2014 |
Correlation
Correlation between ESGE and HEFA is 0.79 which considered as a strong positive correlation - the stocks tend to move together.
0.79
-101
Dividend Comparison (2014 - 2026)
ESGE vs HEFA dividend yield comparison.
| Year | ESGE | HEFA |
|---|---|---|
| 2026 | 0.75% | 0.00% |
| 2025 | 2.50% | 4.40% |
| 2024 | 2.41% | 3.09% |
| 2023 | 2.65% | 3.02% |
| 2022 | 2.68% | 25.14% |
| 2021 | 2.66% | 3.06% |
| 2020 | 1.31% | 2.10% |
| 2019 | 2.59% | 7.56% |
| 2018 | 2.19% | 4.58% |
| 2017 | 3.73% | 2.55% |
| 2016 | 0.53% | 3.17% |
| 2015 | 0.00% | 3.54% |
| 2014 | 0.00% | 3.40% |
Select Stocks to Compare
Popular: ESGE vs SPYHEFA vs SPY
More Comparisons
Compare with similar stocks