ESGE vs TFLO

Comparison between ISHARES ESG AWARE MSCI EM ETF (ESGE, ETF) and ISHARES TREASURY FLOATING RATE BOND ETF (TFLO, ETF).

5-Year PerformanceESGE has outperformed TFLO, delivering a return of +7.6% compared to +3.6%

ESGE vs TFLO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ESGE(ETF)	TFLO(ETF)
Net Assets	$6.60B	$6.70B
Expense Ratio	0.25%	0.15%
Max Drawdown	43.02%	5.02%
Sharpe Ratio	1.99	1.29
5Y Beta	0.80	-0.00
5Y Dividends CAGR	6.30%	134.46%

Net Assets

ESGE

$6.60B

Winner

TFLO

$6.70B

Expense Ratio

ESGE

0.25%

Winner

TFLO

0.15%

Max Drawdown

ESGE

43.02%

Winner

TFLO

5.02%

Sharpe Ratio

Winner

ESGE

1.99

TFLO

1.29

5Y Beta

ESGE

0.80

Winner

TFLO

-0.00

5Y Dividends CAGR

ESGE

6.30%

Winner

TFLO

134.46%

ESGE vs TFLO - Historical Returns

Returns include dividend reinvestment.

Period	ESGE	TFLO
1 month	+9.73%	+0.32%
3 months	+8.72%	+0.85%
6 months	+22.43%	+1.94%
1 year	+48.91%	+4.03%
5 years(CAGR)	+7.57%	+3.59%
10 years(CAGR)	+9.43%	+2.34%
Max(CAGR)	+9.43%	+1.93%

Winner

ESGE

+9.73%

TFLO

+0.32%

Winner

ESGE

+8.72%

TFLO

+0.85%

Winner

ESGE

+22.43%

TFLO

+1.94%

Winner

ESGE

+48.91%

TFLO

+4.03%

5Y(CAGR)

Winner

ESGE

+7.57%

TFLO

+3.59%

10Y(CAGR)

Winner

ESGE

+9.43%

TFLO

+2.34%

Max(CAGR)

Winner

ESGE

+9.43%

TFLO

+1.93%

ESGE vs TFLO - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

Year	ESGE	TFLO
2026	+17.94%	+1.33%
2025	+36.02%	+4.20%
2024	+8.19%	+5.34%
2023	+8.71%	+5.12%
2022	-22.85%	+1.99%
2021	-3.53%	-0.01%
2020	+16.63%	+0.43%
2019	+20.03%	+2.04%
2018	-16.97%	+1.90%
2017	+38.88%	+1.03%
2016	-0.73%	+0.21%
2015	N/A	+0.65%
2014	N/A	+0.06%

ESGE vs TFLO Drawdown Comparison

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

The maximum drawdown for TFLO was -5.01%, occurring on Dec 19, 2014. Recovery took 293 trading sessions.

The current ESGE drawdown is -1.43%.

Rank	ESGE	TFLO
#1	-41.04% Feb 17, 2021 - Sep 11, 2025	-5.01% Oct 28, 2014 - Dec 28, 2015
#2	-36.60% Jan 26, 2018 - Nov 5, 2020	-0.76% Dec 28, 2015 - May 22, 2017
#3	-13.90% Feb 25, 2026 - Apr 17, 2026	-0.34% Oct 13, 2014 - Oct 16, 2014
#4	-9.86% Sep 7, 2016 - Feb 10, 2017	-0.26% Oct 16, 2014 - Oct 28, 2014
#5	-5.49% Jan 21, 2021 - Feb 9, 2021	-0.16% Feb 20, 2018 - Feb 27, 2018
#6	-4.97% Nov 22, 2017 - Dec 29, 2017	-0.15% Feb 25, 2020 - Mar 17, 2020
#7	-4.75% Oct 29, 2025 - Jan 2, 2026	-0.15% May 14, 2014 - Jul 31, 2014
#8	-4.72% Oct 8, 2025 - Oct 20, 2025	-0.14% Sep 2, 2014 - Oct 2, 2014
#9	-3.63% Jan 28, 2026 - Feb 10, 2026	-0.14% Dec 29, 2017 - Jan 11, 2018
#10	-3.31% May 8, 2026 - May 12, 2026	-0.13% Jul 29, 2022 - Aug 12, 2022
#11	-2.99% May 16, 2017 - May 26, 2017	-0.12% Oct 2, 2014 - Oct 9, 2014
#12	-2.97% Sep 19, 2017 - Oct 5, 2017	-0.12% Sep 12, 2017 - Sep 27, 2017
#13	-2.91% Aug 8, 2017 - Aug 22, 2017	-0.12% Nov 3, 2017 - Nov 13, 2017
#14	-2.69% Nov 27, 2020 - Dec 3, 2020	-0.12% Oct 19, 2017 - Oct 23, 2017
#15	-2.68% Feb 23, 2017 - Mar 15, 2017	-0.12% Feb 7, 2018 - Feb 20, 2018

Correlation

Correlation between ESGE and TFLO is 0.71 which considered as a strong positive correlation - the stocks tend to move together.

0.71

-101

Dividend Comparison (2014 - 2026)

ESGE vs TFLO dividend yield comparison.

Year	ESGE	TFLO
2026	0.00%	1.18%
2025	2.50%	4.16%
2024	2.41%	5.21%
2023	2.65%	4.88%
2022	2.68%	1.68%
2021	2.66%	0.00%
2020	1.31%	0.36%
2019	2.59%	2.08%
2018	2.19%	1.65%
2017	1.86%	0.86%
2016	0.27%	0.31%
2015	0.00%	0.15%
2014	0.00%	0.08%