ESGU vs VMBS

Comparison between ISHARES ESG AWARE MSCI USA ETF (ESGU, ETF) and VANGUARD MORTGAGE-BACKED SECURITIES INDEX FUND ETF SHARES (VMBS, ETF).

5-Year PerformanceESGU has outperformed VMBS, delivering a return of +12.7% compared to +0.5%

ESGU vs VMBS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ESGU(ETF)	VMBS(ETF)
Net Assets	$17B	$17B
Expense Ratio	0.15%	0.03%
Max Drawdown	33.87%	22.61%
Sharpe Ratio	1.95	0.72
5Y Beta	0.99	0.04
P/E Ratio	29.63	N/A
Forward P/E	22.34	N/A
PEG Ratio	0.44	N/A
5Y Dividends CAGR	11.07%	19.16%
5Y EPS CAGR	28.07%	N/A
Debt to Equity	20.94%	N/A
P/S Ratio	3.37	N/A
P/B Ratio	5.77	N/A

Net Assets

ESGU

$17B

Winner

VMBS

$17B

Expense Ratio

ESGU

0.15%

Winner

VMBS

0.03%

Max Drawdown

ESGU

33.87%

Winner

VMBS

22.61%

Sharpe Ratio

Winner

ESGU

1.95

VMBS

0.72

5Y Beta

ESGU

0.99

Winner

VMBS

0.04

P/E Ratio

ESGU

29.63

VMBS

N/A

Forward P/E

ESGU

22.34

VMBS

N/A

PEG Ratio

ESGU

0.44

VMBS

N/A

5Y Dividends CAGR

ESGU

11.07%

Winner

VMBS

19.16%

5Y EPS CAGR

ESGU

28.07%

VMBS

N/A

Debt to Equity

ESGU

20.94%

VMBS

N/A

P/S Ratio

ESGU

3.37

VMBS

N/A

P/B Ratio

ESGU

5.77

VMBS

N/A

ESGU vs VMBS - Historical Returns

Returns include dividend reinvestment.

Period	ESGU	VMBS
1 month	+9.17%	-0.02%
3 months	+7.30%	+0.07%
6 months	+8.20%	+1.30%
1 year	+27.61%	+7.27%
5 years(CAGR)	+12.66%	+0.51%
10 years(CAGR)	+15.26%	+1.38%
Max(CAGR)	+15.26%	+2.11%

Winner

ESGU

+9.17%

VMBS

-0.02%

Winner

ESGU

+7.30%

VMBS

+0.07%

Winner

ESGU

+8.20%

VMBS

+1.30%

Winner

ESGU

+27.61%

VMBS

+7.27%

5Y(CAGR)

Winner

ESGU

+12.66%

VMBS

+0.51%

10Y(CAGR)

Winner

ESGU

+15.26%

VMBS

+1.38%

Max(CAGR)

Winner

ESGU

+15.26%

VMBS

+2.11%

ESGU vs VMBS - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	ESGU	VMBS
2026	+8.19%	+0.95%
2025	+17.06%	+8.50%
2024	+25.17%	+2.27%
2023	+26.27%	+4.56%
2022	-20.66%	-11.51%
2021	+28.59%	-1.30%
2020	+21.43%	+3.66%
2019	+32.20%	+6.04%
2018	-4.52%	+0.95%
2017	+21.07%	+2.35%
2016	+1.79%	+1.28%
2015	N/A	+1.42%
2014	N/A	+5.91%
2013	N/A	-1.21%
2012	N/A	+2.35%
2011	N/A	+5.83%
2010	N/A	+5.12%
2009	N/A	-1.00%

ESGU vs VMBS Drawdown Comparison

The maximum drawdown for ESGU was -33.87%, occurring on Mar 23, 2020. Recovery took 116 trading sessions.

The maximum drawdown for VMBS was -17.47%, occurring on Oct 20, 2022. Recovery took 1201 trading sessions.

The current VMBS drawdown is -1.16%.

Rank	ESGU	VMBS
#1	-33.87% Feb 19, 2020 - Aug 4, 2020	-17.47% Jan 5, 2021 - Oct 16, 2025
#2	-26.14% Dec 27, 2021 - Dec 27, 2023	-5.08% Mar 9, 2020 - Mar 27, 2020
#3	-19.62% Sep 20, 2018 - Apr 12, 2019	-4.00% Sep 26, 2012 - Mar 3, 2014
#4	-19.32% Jan 23, 2025 - Jun 26, 2025	-3.26% Sep 27, 2016 - Aug 3, 2017
#5	-9.68% Sep 2, 2020 - Nov 11, 2020	-2.81% Sep 7, 2017 - Dec 28, 2018
#6	-9.52% Jan 26, 2018 - Jul 25, 2018	-2.79% Nov 4, 2010 - Mar 16, 2011
#7	-9.26% Jan 28, 2026 - Apr 15, 2026	-2.51% Feb 27, 2026 - Mar 26, 2026
#8	-8.56% Jul 16, 2024 - Sep 19, 2024	-1.50% Apr 24, 2015 - Sep 17, 2015
#9	-6.71% Apr 30, 2019 - Jun 20, 2019	-1.47% Nov 30, 2009 - Feb 4, 2010
#10	-5.82% Jul 26, 2019 - Oct 25, 2019	-1.33% Mar 16, 2011 - Apr 18, 2011
#11	-5.45% Mar 28, 2024 - May 14, 2024	-1.30% Sep 22, 2011 - Dec 7, 2011
#12	-5.38% Sep 2, 2021 - Oct 20, 2021	-1.13% Mar 23, 2010 - May 7, 2010
#13	-5.13% Oct 29, 2025 - Dec 10, 2025	-1.01% Jun 8, 2011 - Jul 29, 2011
#14	-4.98% Feb 12, 2021 - Mar 15, 2021	-0.95% Aug 18, 2011 - Sep 22, 2011
#15	-4.54% Nov 16, 2021 - Dec 27, 2021	-0.91% Oct 19, 2015 - Jan 7, 2016

Correlation

Correlation between ESGU and VMBS is 0.45 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.45

-101

Dividend Comparison (2009 - 2026)

ESGU vs VMBS dividend yield comparison.

Year	ESGU	VMBS
2026	0.23%	1.38%
2025	0.99%	4.20%
2024	1.18%	3.94%
2023	1.43%	3.31%
2022	1.58%	2.35%
2021	1.06%	1.02%
2020	1.27%	2.01%
2019	1.32%	2.77%
2018	1.73%	2.72%
2017	1.82%	2.16%
2016	0.00%	2.10%
2015	0.00%	2.12%
2014	0.00%	1.90%
2013	0.00%	0.99%
2012	0.00%	1.62%
2011	0.00%	2.65%
2010	0.00%	3.88%
2009	0.00%	0.20%