ESGV vs SUB

Comparison between VANGUARD ESG U.S. STOCK ETF ETF SHARES (ESGV, ETF) and ISHARES SHORT-TERM NATIONAL MUNI BOND ETF (SUB, ETF).

5-Year PerformanceESGV has outperformed SUB, delivering a return of +12.0% compared to +1.4%

ESGV vs SUB - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ESGV(ETF)	SUB(ETF)
Net Assets	$11B	$11B
Expense Ratio	0.09%	0.07%
Max Drawdown	33.86%	11.72%
Sharpe Ratio	1.87	-0.24
5Y Beta	1.05	0.00
P/E Ratio	27.59	N/A
Forward P/E	20.68	N/A
5Y Dividends CAGR	12.06%	19.17%
5Y EPS CAGR	25.82%	N/A
Debt to Equity	12.22%	N/A
P/S Ratio	3.30	N/A
P/B Ratio	5.11	N/A

Net Assets

Winner

ESGV

$11B

SUB

$11B

Expense Ratio

ESGV

0.09%

Winner

SUB

0.07%

Max Drawdown

ESGV

33.86%

Winner

SUB

11.72%

Sharpe Ratio

Winner

ESGV

1.87

SUB

-0.24

5Y Beta

ESGV

1.05

Winner

SUB

0.00

P/E Ratio

ESGV

27.59

SUB

N/A

Forward P/E

ESGV

20.68

SUB

N/A

5Y Dividends CAGR

ESGV

12.06%

Winner

SUB

19.17%

5Y EPS CAGR

ESGV

25.82%

SUB

N/A

Debt to Equity

ESGV

12.22%

SUB

N/A

P/S Ratio

ESGV

3.30

SUB

N/A

P/B Ratio

ESGV

5.11

SUB

N/A

ESGV vs SUB - Historical Returns

Returns include dividend reinvestment.

Period	ESGV	SUB
1 month	+11.04%	+0.05%
3 months	+7.57%	-0.17%
6 months	+10.00%	+1.24%
1 year	+32.00%	+3.43%
5 years(CAGR)	+12.04%	+1.43%
10 years(CAGR)	N/A	+1.45%
Max(CAGR)	+14.56%	+1.58%

Winner

ESGV

+11.04%

SUB

+0.05%

Winner

ESGV

+7.57%

SUB

-0.17%

Winner

ESGV

+10.00%

SUB

+1.24%

Winner

ESGV

+32.00%

SUB

+3.43%

5Y(CAGR)

Winner

ESGV

+12.04%

SUB

+1.43%

10Y(CAGR)

ESGV

N/A

SUB

+1.45%

Max(CAGR)

Winner

ESGV

+14.56%

SUB

+1.58%

ESGV vs SUB - Annual Returns (2008 - 2026)

Returns include dividend reinvestment.

Year	ESGV	SUB
2026	+7.85%	+0.51%
2025	+16.78%	+3.55%
2024	+25.78%	+2.26%
2023	+31.30%	+2.83%
2022	-24.39%	-2.02%
2021	+28.15%	+0.17%
2020	+24.59%	+2.58%
2019	+33.24%	+3.00%
2018	-14.58%	+1.88%
2017	N/A	+0.83%
2016	N/A	+0.01%
2015	N/A	+0.71%
2014	N/A	+0.54%
2013	N/A	+0.77%
2012	N/A	+0.41%
2011	N/A	+3.85%
2010	N/A	+0.55%
2009	N/A	+4.28%
2008	N/A	+1.68%

ESGV vs SUB Drawdown Comparison

The maximum drawdown for ESGV was -33.67%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The maximum drawdown for SUB was -9.46%, occurring on Mar 19, 2020. Recovery took 51 trading sessions.

The current SUB drawdown is -0.35%.

Rank	ESGV	SUB
#1	-33.67% Feb 19, 2020 - Jul 22, 2020	-9.46% Mar 6, 2020 - May 19, 2020
#2	-28.81% Dec 27, 2021 - Jan 19, 2024	-6.40% Jan 16, 2009 - Sep 12, 2011
#3	-20.41% Feb 19, 2025 - Jun 27, 2025	-4.92% Jan 13, 2009 - Jan 16, 2009
#4	-19.89% Sep 20, 2018 - Apr 8, 2019	-4.35% Jul 22, 2021 - Dec 13, 2023
#5	-11.60% Jan 12, 2026 - Apr 17, 2026	-2.43% Mar 1, 2013 - Oct 24, 2013
#6	-9.63% Sep 2, 2020 - Nov 11, 2020	-1.71% Aug 24, 2016 - May 23, 2017
#7	-9.31% Jul 16, 2024 - Sep 19, 2024	-1.46% Jan 17, 2012 - Mar 1, 2013
#8	-7.03% May 3, 2019 - Jun 20, 2019	-1.25% Sep 7, 2017 - Nov 29, 2018
#9	-6.38% Mar 28, 2024 - May 15, 2024	-1.23% Apr 4, 2025 - May 29, 2025
#10	-6.26% Jul 26, 2019 - Oct 25, 2019	-0.92% Oct 2, 2024 - Jan 27, 2025
#11	-5.94% Oct 28, 2025 - Dec 23, 2025	-0.87% Jan 30, 2015 - Oct 2, 2015
#12	-5.83% Sep 3, 2021 - Oct 21, 2021	-0.80% Feb 23, 2026 - Mar 24, 2026
#13	-5.79% Feb 12, 2021 - Apr 1, 2021	-0.77% Aug 15, 2019 - Nov 27, 2019
#14	-4.82% Nov 16, 2021 - Dec 27, 2021	-0.75% Sep 12, 2011 - Dec 2, 2011
#15	-4.59% Apr 29, 2021 - Jun 10, 2021	-0.68% Dec 27, 2023 - May 8, 2024

Correlation

Correlation between ESGV and SUB is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93

-101

Dividend Comparison (2008 - 2026)

ESGV vs SUB dividend yield comparison.

Year	ESGV	SUB
2026	0.23%	0.85%
2025	0.91%	2.42%
2024	1.04%	2.10%
2023	1.16%	1.73%
2022	1.42%	0.86%
2021	0.95%	0.72%
2020	1.11%	1.23%
2019	1.27%	1.58%
2018	0.28%	1.32%
2017	0.00%	0.95%
2016	0.00%	0.75%
2015	0.00%	0.77%
2014	0.00%	0.76%
2013	0.00%	0.84%
2012	0.00%	0.99%
2011	0.00%	1.27%
2010	0.00%	1.28%
2009	0.00%	1.44%
2008	0.00%	0.33%