ESGG vs ZOCT
Comparison between FLEXSHARES STOXX GLOBAL ESG SELECT INDEX FUND (ESGG, ETF) and Innovator Equity Defined Protection ETF - 1 Yr October (ZOCT, ETF).
ESGG vs ZOCT - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
ESGG
$111M
Winner
ZOCT
$111M
Expense Ratio
Winner
ESGG
0.42%
ZOCT
0.79%
Max Drawdown
ESGG
32.63%
Winner
ZOCT
3.18%
Sharpe Ratio
Winner
ESGG
1.65
ZOCT
1.22
5Y Beta
ESGG
0.87
Winner
ZOCT
0.16
P/E Ratio
ESGG
27.48
ZOCT
N/A
Forward P/E
ESGG
19.36
ZOCT
N/A
PEG Ratio
ESGG
0.43
ZOCT
N/A
5Y Dividends CAGR
ESGG
9.61%
ZOCT
N/A
5Y EPS CAGR
ESGG
27.68%
ZOCT
N/A
Debt to Equity
ESGG
30.73%
ZOCT
N/A
P/S Ratio
ESGG
4.07
ZOCT
N/A
P/B Ratio
ESGG
5.27
ZOCT
N/A
ESGG vs ZOCT - Historical Returns
Returns include dividend reinvestment.
1M
Winner
ESGG
+3.16%
ZOCT
+0.38%
3M
Winner
ESGG
+13.75%
ZOCT
+2.63%
6M
Winner
ESGG
+14.00%
ZOCT
+2.86%
1Y
Winner
ESGG
+27.01%
ZOCT
+6.73%
5Y(CAGR)
ESGG
+12.21%
ZOCT
N/A
10Y(CAGR)
ESGG
+13.88%
ZOCT
N/A
Max(CAGR)
Winner
ESGG
+13.88%
ZOCT
+5.62%
ESGG vs ZOCT - Annual Returns (2016 - 2026)
Returns include dividend reinvestment.
| Year | ESGG | ZOCT |
|---|---|---|
| 2026 | +12.28% | +2.55% |
| 2025 | +24.13% | +6.28% |
| 2024 | +15.55% | +0.68% |
| 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 ZOCT Drawdown Comparison
The maximum drawdown for ESGG was -32.30%, occurring on Mar 23, 2020. Recovery took 126 trading sessions.
The maximum drawdown for ZOCT was -3.18%, occurring on Apr 8, 2025. Recovery took 59 trading sessions.
The current ESGG drawdown is -2.20%. The current ZOCT drawdown is -0.11%.
| Rank | ESGG | ZOCT |
|---|---|---|
| #1 | -32.30% Feb 12, 2020 - Aug 12, 2020 | -3.18% Feb 20, 2025 - May 15, 2025 |
| #2 | -27.57% Jan 4, 2022 - Dec 19, 2023 | -1.46% Feb 25, 2026 - Apr 9, 2026 |
| #3 | -19.57% Jan 26, 2018 - Jun 20, 2019 | -0.90% Oct 27, 2025 - Dec 22, 2025 |
| #4 | -16.71% Feb 18, 2025 - May 19, 2025 | -0.62% Dec 11, 2024 - Dec 26, 2024 |
| #5 | -9.23% Sep 2, 2020 - Nov 11, 2020 | -0.60% Oct 18, 2024 - Nov 7, 2024 |
| #6 | -9.16% Feb 9, 2026 - Apr 16, 2026 | -0.58% May 16, 2025 - Jun 2, 2025 |
| #7 | -8.39% Jul 16, 2024 - Aug 30, 2024 | -0.51% Dec 26, 2024 - Jan 16, 2025 |
| #8 | -5.89% Jul 15, 2019 - Sep 12, 2019 | -0.44% Jan 28, 2026 - Feb 9, 2026 |
| #9 | -5.37% Sep 7, 2021 - Oct 26, 2021 | -0.44% May 29, 2026 - Jun 10, 2026 |
| #10 | -5.07% Mar 28, 2024 - May 15, 2024 | -0.42% Jul 25, 2025 - Aug 8, 2025 |
| #11 | -4.75% Jun 2, 2026 - Jun 10, 2026 | -0.41% Oct 8, 2025 - Oct 20, 2025 |
| #12 | -4.64% Nov 8, 2021 - Dec 27, 2021 | -0.36% Jan 9, 2026 - Jan 26, 2026 |
| #13 | -4.60% Nov 12, 2025 - Dec 10, 2025 | -0.30% Feb 10, 2026 - Feb 25, 2026 |
| #14 | -4.27% Feb 16, 2021 - Mar 17, 2021 | -0.29% Jun 12, 2025 - Jun 23, 2025 |
| #15 | -4.27% Dec 6, 2024 - Jan 24, 2025 | -0.28% Nov 8, 2024 - Nov 22, 2024 |
Correlation
Correlation between ESGG and ZOCT is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.
0.99
-101
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