ESGG vs SAUG
Comparison between FLEXSHARES STOXX GLOBAL ESG SELECT INDEX FUND (ESGG, ETF) and FT VEST U.S. SMALL CAP MODERATE BUFFER ETF - AUGUST (SAUG, ETF).
ESGG vs SAUG - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
ESGG
$111M
SAUG
$111M
Expense Ratio
Winner
ESGG
0.42%
SAUG
0.90%
Max Drawdown
ESGG
32.63%
Winner
SAUG
14.62%
Sharpe Ratio
Winner
ESGG
1.55
SAUG
1.50
5Y Beta
ESGG
0.87
Winner
SAUG
0.53
P/E Ratio
ESGG
26.47
SAUG
N/A
Forward P/E
ESGG
18.09
SAUG
N/A
PEG Ratio
ESGG
0.25
SAUG
N/A
5Y Dividends CAGR
ESGG
12.36%
SAUG
N/A
5Y EPS CAGR
ESGG
28.02%
SAUG
N/A
Debt to Equity
ESGG
77.31%
SAUG
N/A
P/S Ratio
ESGG
4.28
SAUG
N/A
P/B Ratio
ESGG
5.19
SAUG
N/A
ESGG vs SAUG - Historical Returns
Returns include dividend reinvestment.
1M
Winner
ESGG
+3.37%
SAUG
+0.36%
3M
Winner
ESGG
+5.55%
SAUG
+2.41%
6M
Winner
ESGG
+13.56%
SAUG
+6.69%
1Y
Winner
ESGG
+25.64%
SAUG
+14.29%
5Y(CAGR)
ESGG
+12.22%
SAUG
N/A
10Y(CAGR)
ESGG
+14.18%
SAUG
N/A
Max(CAGR)
Winner
ESGG
+14.03%
SAUG
+11.89%
ESGG vs SAUG - Annual Returns (2016 - 2026)
Returns include dividend reinvestment.
| Year | ESGG | SAUG |
|---|---|---|
| 2026 | +16.80% | +9.22% |
| 2025 | +24.13% | +8.05% |
| 2024 | +15.55% | +11.43% |
| 2023 | +25.35% | +6.26% |
| 2022 | -19.27% | N/A |
| 2021 | +24.58% | N/A |
| 2020 | +16.18% | N/A |
| 2019 | +29.68% | N/A |
| 2018 | -8.88% | N/A |
| 2017 | +23.89% | N/A |
| 2016 | +4.49% | N/A |
ESGG vs SAUG Drawdown Comparison
The maximum drawdown for ESGG was -32.30%, occurring on Mar 23, 2020. Recovery took 126 trading sessions.
The maximum drawdown for SAUG was -14.62%, occurring on Apr 8, 2025. Recovery took 173 trading sessions.
The current ESGG drawdown is -1.88%. The current SAUG drawdown is -0.36%.
| Rank | ESGG | SAUG |
|---|---|---|
| #1 | -32.30% Feb 12, 2020 - Aug 12, 2020 | -14.62% Dec 2, 2024 - Aug 13, 2025 |
| #2 | -27.57% Jan 4, 2022 - Dec 19, 2023 | -8.29% Sep 1, 2023 - Dec 13, 2023 |
| #3 | -19.57% Jan 26, 2018 - Jun 20, 2019 | -6.64% Jul 31, 2024 - Sep 18, 2024 |
| #4 | -16.71% Feb 18, 2025 - May 19, 2025 | -4.72% Mar 28, 2024 - May 15, 2024 |
| #5 | -9.23% Sep 2, 2020 - Nov 11, 2020 | -4.10% Jan 22, 2026 - Apr 9, 2026 |
| #6 | -9.16% Feb 9, 2026 - Apr 16, 2026 | -4.07% Oct 27, 2025 - Dec 3, 2025 |
| #7 | -8.39% Jul 16, 2024 - Aug 30, 2024 | -3.56% Dec 27, 2023 - Feb 12, 2024 |
| #8 | -5.89% Jul 15, 2019 - Sep 12, 2019 | -3.20% May 20, 2024 - Jul 11, 2024 |
| #9 | -5.37% Sep 7, 2021 - Oct 26, 2021 | -2.55% Feb 12, 2024 - Feb 15, 2024 |
| #10 | -5.07% Mar 28, 2024 - May 15, 2024 | -2.19% Aug 13, 2025 - Aug 27, 2025 |
| #11 | -4.75% Jun 2, 2026 - Aug 4, 2026 | -2.11% Nov 11, 2024 - Nov 29, 2024 |
| #12 | -4.64% Nov 8, 2021 - Dec 27, 2021 | -1.73% Oct 6, 2025 - Oct 14, 2025 |
| #13 | -4.60% Nov 12, 2025 - Dec 10, 2025 | -1.70% Feb 15, 2024 - Feb 27, 2024 |
| #14 | -4.27% Feb 16, 2021 - Mar 17, 2021 | -1.60% Jul 16, 2024 - Jul 26, 2024 |
| #15 | -4.27% Dec 6, 2024 - Jan 24, 2025 | -1.49% Sep 19, 2024 - Oct 15, 2024 |
Correlation
Correlation between ESGG and SAUG is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.
0.98
-101
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