ESGG vs TRPA

Comparison between FLEXSHARES STOXX GLOBAL ESG SELECT INDEX FUND (ESGG, ETF) and HARTFORD AAA CLO ETF (TRPA, ETF).

ESGG vs TRPA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ESGG(ETF)	TRPA(ETF)
Net Assets	$111M	$111M
Expense Ratio	0.42%	0.24%
Max Drawdown	32.63%	1.30%
Sharpe Ratio	1.55	0.55
5Y Beta	0.87	0.03
P/E Ratio	26.47	N/A
Forward P/E	18.09	N/A
PEG Ratio	0.25	N/A
5Y Dividends CAGR	12.36%	N/A
5Y EPS CAGR	28.02%	N/A
Debt to Equity	77.31%	N/A
P/S Ratio	4.28	N/A
P/B Ratio	5.19	N/A

Net Assets

ESGG

$111M

Winner

TRPA

$111M

Expense Ratio

ESGG

0.42%

Winner

TRPA

0.24%

Max Drawdown

ESGG

32.63%

Winner

TRPA

1.30%

Sharpe Ratio

Winner

ESGG

1.55

TRPA

0.55

5Y Beta

ESGG

0.87

Winner

TRPA

0.03

P/E Ratio

ESGG

26.47

TRPA

N/A

Forward P/E

ESGG

18.09

TRPA

N/A

PEG Ratio

ESGG

0.25

TRPA

N/A

5Y Dividends CAGR

ESGG

12.36%

TRPA

N/A

5Y EPS CAGR

ESGG

28.02%

TRPA

N/A

Debt to Equity

ESGG

77.31%

TRPA

N/A

P/S Ratio

ESGG

4.28

TRPA

N/A

P/B Ratio

ESGG

5.19

TRPA

N/A

ESGG vs TRPA - Historical Returns

Returns include dividend reinvestment.

Period	ESGG	TRPA
1 month	+3.37%	+0.29%
3 months	+5.55%	+1.10%
6 months	+13.56%	+2.44%
1 year	+25.64%	+4.84%
5 years(CAGR)	+12.22%	N/A
10 years(CAGR)	+14.18%	N/A
Max(CAGR)	+14.03%	+5.75%

Winner

ESGG

+3.37%

TRPA

+0.29%

Winner

ESGG

+5.55%

TRPA

+1.10%

Winner

ESGG

+13.56%

TRPA

+2.44%

Winner

ESGG

+25.64%

TRPA

+4.84%

5Y(CAGR)

ESGG

+12.22%

TRPA

N/A

10Y(CAGR)

ESGG

+14.18%

TRPA

N/A

Max(CAGR)

Winner

ESGG

+14.03%

TRPA

+5.75%

ESGG vs TRPA - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	ESGG	TRPA
2026	+16.80%	+2.77%
2025	+24.13%	+4.84%
2024	+15.55%	N/A
2023	+25.35%	N/A
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 TRPA Drawdown Comparison

The maximum drawdown for ESGG was -32.30%, occurring on Mar 23, 2020. Recovery took 126 trading sessions.

The maximum drawdown for TRPA was -0.61%, occurring on Mar 24, 2026. Recovery took 16 trading sessions.

The current ESGG drawdown is -1.88%. The current TRPA drawdown is -0.21%.

Rank	ESGG	TRPA
#1	-32.30% Feb 12, 2020 - Aug 12, 2020	-0.61% Mar 18, 2026 - Apr 10, 2026
#2	-27.57% Jan 4, 2022 - Dec 19, 2023	-0.53% Mar 2, 2026 - Mar 9, 2026
#3	-19.57% Jan 26, 2018 - Jun 20, 2019	-0.46% Jul 10, 2025 - Jul 29, 2025
#4	-16.71% Feb 18, 2025 - May 19, 2025	-0.41% Jul 29, 2025 - Aug 4, 2025
#5	-9.23% Sep 2, 2020 - Nov 11, 2020	-0.35% Apr 24, 2025 - Apr 29, 2025
#6	-9.16% Feb 9, 2026 - Apr 16, 2026	-0.33% Oct 7, 2025 - Oct 22, 2025
#7	-8.39% Jul 16, 2024 - Aug 30, 2024	-0.33% Feb 20, 2026 - Mar 2, 2026
#8	-5.89% Jul 15, 2019 - Sep 12, 2019	-0.32% Aug 4, 2025 - Aug 18, 2025
#9	-5.37% Sep 7, 2021 - Oct 26, 2021	-0.31% Mar 16, 2026 - Mar 18, 2026
#10	-5.07% Mar 28, 2024 - May 15, 2024	-0.31% Sep 3, 2025 - Sep 11, 2025
#11	-4.75% Jun 2, 2026 - Aug 4, 2026	-0.31% Aug 18, 2025 - Aug 29, 2025
#12	-4.64% Nov 8, 2021 - Dec 27, 2021	-0.27% Oct 22, 2025 - Oct 31, 2025
#13	-4.60% Nov 12, 2025 - Dec 10, 2025	-0.26% Apr 15, 2025 - Apr 22, 2025
#14	-4.27% Feb 16, 2021 - Mar 17, 2021	-0.24% May 22, 2025 - Jun 2, 2025
#15	-4.27% Dec 6, 2024 - Jan 24, 2025	-0.23% Jul 2, 2025 - Jul 8, 2025

Correlation

Correlation between ESGG and TRPA is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97

-101

Dividend Comparison (2016 - 2026)

ESGG vs TRPA dividend yield comparison.

Year	ESGG	TRPA
2026	0.69%	2.78%
2025	1.39%	4.14%
2024	1.84%	0.00%
2023	1.73%	0.00%
2022	1.83%	0.00%
2021	1.34%	0.00%
2020	1.36%	0.00%
2019	1.94%	0.00%
2018	2.12%	0.00%
2017	1.71%	0.00%
2016	0.87%	0.00%