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ESGE vs SGOL

Comparison between ISHARES ESG AWARE MSCI EM ETF (ESGE, ETF) and abrdn Physical Gold Shares ETF (SGOL, ETF).

5-Year PerformanceSGOL has outperformed ESGE, delivering a return of +20.7% compared to +8.6%

ESGE vs SGOL - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
ESGE
$6.60B
Winner
SGOL
$6.70B
Expense Ratio
ESGE
0.25%
Winner
SGOL
0.17%
Max Drawdown
Winner
ESGE
43.02%
SGOL
45.51%
Sharpe Ratio
Winner
ESGE
1.24
SGOL
1.13
5Y Beta
ESGE
0.89
Winner
SGOL
0.22
5Y Dividends CAGR
ESGE
14.19%
SGOL
N/A

ESGE vs SGOL - Historical Returns

Returns include dividend reinvestment.

1M
ESGE
+2.84%
Winner
SGOL
+12.98%
3M
Winner
ESGE
+3.17%
SGOL
+1.67%
6M
Winner
ESGE
+8.16%
SGOL
-9.49%
1Y
ESGE
+36.95%
Winner
SGOL
+38.11%
5Y(CAGR)
ESGE
+8.57%
Winner
SGOL
+20.75%
10Y(CAGR)
ESGE
+8.93%
Winner
SGOL
+12.95%
Max(CAGR)
Winner
ESGE
+9.31%
SGOL
+9.20%

ESGE vs SGOL - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

YearESGESGOL
2026+19.54%+6.49%
2025+36.02%+61.80%
2024+8.19%+27.29%
2023+8.71%+12.16%
2022-22.85%+0.98%
2021-3.53%-6.05%
2020+16.63%+24.27%
2019+20.03%+18.07%
2018-16.97%-3.08%
2017+38.88%+12.01%
2016-0.73%+6.54%
2015N/A-11.03%
2014N/A-3.67%
2013N/A-28.85%
2012N/A+3.87%
2011N/A+10.17%
2010N/A+26.32%
2009N/A+10.54%

ESGE vs SGOL Drawdown Comparison

The maximum drawdown for ESGE was -41.04%, occurring on Oct 24, 2022. Recovery took 1147 trading sessions.

The maximum drawdown for SGOL was -45.51%, occurring on Dec 17, 2015. Recovery took 2247 trading sessions.

The current ESGE drawdown is -5.05%. The current SGOL drawdown is -14.49%.

RankESGESGOL
#1-41.04%
Feb 17, 2021 - Sep 11, 2025
-45.51%
Aug 22, 2011 - Jul 28, 2020
#2-36.60%
Jan 26, 2018 - Nov 5, 2020
-26.32%
Jan 29, 2026 - Jul 16, 2026
#3-13.90%
Feb 25, 2026 - Apr 17, 2026
-21.56%
Aug 6, 2020 - Dec 27, 2023
#4-13.64%
Jun 22, 2026 - Jul 29, 2026
-12.65%
Dec 2, 2009 - May 11, 2010
#5-9.86%
Sep 7, 2016 - Feb 10, 2017
-10.06%
Oct 20, 2025 - Dec 22, 2025
#6-8.66%
Jun 2, 2026 - Jun 18, 2026
-8.11%
Oct 30, 2024 - Jan 30, 2025
#7-5.49%
Jan 21, 2021 - Feb 9, 2021
-8.07%
Dec 6, 2010 - Mar 1, 2011
#8-5.46%
May 8, 2026 - May 26, 2026
-7.61%
Jun 18, 2010 - Sep 14, 2010
#9-4.97%
Nov 22, 2017 - Dec 29, 2017
-7.13%
Apr 21, 2025 - Jun 13, 2025
#10-4.75%
Oct 29, 2025 - Jan 2, 2026
-5.85%
Apr 29, 2011 - Jul 12, 2011
#11-4.72%
Oct 8, 2025 - Oct 20, 2025
-5.69%
May 20, 2024 - Jul 16, 2024
#12-3.63%
Jan 28, 2026 - Feb 10, 2026
-5.33%
Nov 8, 2010 - Dec 3, 2010
#13-2.99%
May 16, 2017 - May 26, 2017
-5.13%
May 12, 2010 - Jun 17, 2010
#14-2.97%
Sep 19, 2017 - Oct 5, 2017
-4.89%
Dec 26, 2025 - Jan 12, 2026
#15-2.91%
Aug 8, 2017 - Aug 22, 2017
-4.80%
Mar 31, 2025 - Apr 10, 2025

Correlation

Correlation between ESGE and SGOL is 0.85 which considered as a strong positive correlation - the stocks tend to move together.

0.85
-101

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