EWO vs ESG

Comparison between ISHARES MSCI AUSTRIA ETF (EWO, ETF) and FLEXSHARES STOXX US ESG SELECT INDEX FUND (ESG, ETF).

5-Year PerformanceEWO has outperformed ESG, delivering a return of +16.4% compared to +12.5%

EWO vs ESG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EWO(ETF)	ESG(ETF)
Net Assets	$136M	$136M
Expense Ratio	0.49%	0.32%
Max Drawdown	77.19%	32.89%
Sharpe Ratio	1.93	1.53
5Y Beta	0.73	0.90
P/E Ratio	N/A	27.08
Forward P/E	N/A	20.64
PEG Ratio	N/A	0.44
5Y Dividends CAGR	31.47%	4.34%
5Y EPS CAGR	N/A	23.44%
Debt to Equity	N/A	36.53%
P/S Ratio	N/A	3.19
P/B Ratio	N/A	5.00

Net Assets

Winner

EWO

$136M

ESG

$136M

Expense Ratio

EWO

0.49%

Winner

ESG

0.32%

Max Drawdown

EWO

77.19%

Winner

ESG

32.89%

Sharpe Ratio

Winner

EWO

1.93

ESG

1.53

5Y Beta

Winner

EWO

0.73

ESG

0.90

P/E Ratio

EWO

N/A

ESG

27.08

Forward P/E

EWO

N/A

ESG

20.64

PEG Ratio

EWO

N/A

ESG

0.44

5Y Dividends CAGR

Winner

EWO

31.47%

ESG

4.34%

5Y EPS CAGR

EWO

N/A

ESG

23.44%

Debt to Equity

EWO

N/A

ESG

36.53%

P/S Ratio

EWO

N/A

ESG

3.19

P/B Ratio

EWO

N/A

ESG

5.00

EWO vs ESG - Historical Returns

Returns include dividend reinvestment.

Period	EWO	ESG
1 month	+11.66%	+3.88%
3 months	+25.99%	+13.78%
6 months	+26.21%	+12.08%
1 year	+51.54%	+24.18%
5 years(CAGR)	+16.35%	+12.52%
10 years(CAGR)	+15.44%	+15.06%
Max(CAGR)	+9.06%	+15.06%

Winner

EWO

+11.66%

ESG

+3.88%

Winner

EWO

+25.99%

ESG

+13.78%

Winner

EWO

+26.21%

ESG

+12.08%

Winner

EWO

+51.54%

ESG

+24.18%

5Y(CAGR)

Winner

EWO

+16.35%

ESG

+12.52%

10Y(CAGR)

Winner

EWO

+15.44%

ESG

+15.06%

Max(CAGR)

EWO

+9.06%

Winner

ESG

+15.06%

EWO vs ESG - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	EWO	ESG
2026	+21.53%	+11.73%
2025	+76.70%	+16.48%
2024	+5.70%	+20.72%
2023	+19.02%	+28.05%
2022	-22.04%	-20.63%
2021	+30.09%	+30.12%
2020	-4.96%	+19.77%
2019	+17.21%	+30.99%
2018	-24.17%	-5.15%
2017	+50.23%	+22.77%
2016	+9.17%	+5.71%
2015	+3.37%	N/A
2014	-19.71%	N/A
2013	+10.06%	N/A
2012	+27.62%	N/A
2011	-34.76%	N/A
2010	+12.07%	N/A
2009	+52.29%	N/A
2008	-63.61%	N/A
2007	+2.80%	N/A
2006	+31.44%	N/A
2005	+21.97%	N/A
2004	+69.66%	N/A
2003	+58.35%	N/A
2002	+18.58%	N/A
2001	-4.51%	N/A
2000	-14.30%	N/A
1999	-2.92%	N/A

EWO vs ESG Drawdown Comparison

The maximum drawdown for EWO was -75.71%, occurring on Mar 9, 2009. Recovery took 4455 trading sessions.

The maximum drawdown for ESG was -32.52%, occurring on Mar 23, 2020. Recovery took 118 trading sessions.

The current ESG drawdown is -0.86%.

Rank	EWO	ESG
#1	-75.71% Jun 4, 2007 - Feb 14, 2025	-32.52% Feb 19, 2020 - Aug 6, 2020
#2	-27.90% Jan 7, 2000 - Jan 24, 2003	-26.04% Jan 3, 2022 - Dec 13, 2023
#3	-23.59% May 5, 2006 - Nov 29, 2006	-18.70% Oct 3, 2018 - Apr 12, 2019
#4	-16.75% Mar 18, 2025 - May 5, 2025	-18.32% Feb 19, 2025 - Jun 26, 2025
#5	-14.80% Mar 7, 2005 - Aug 1, 2005	-13.41% Jul 10, 2017 - Jan 12, 2018
#6	-14.08% Feb 11, 2026 - Apr 14, 2026	-10.27% Jan 29, 2018 - Aug 6, 2018
#7	-10.89% Sep 9, 2005 - Dec 13, 2005	-10.24% Sep 2, 2020 - Nov 16, 2020
#8	-10.61% Apr 12, 2004 - Jun 18, 2004	-8.67% Feb 9, 2026 - Apr 17, 2026
#9	-7.57% Aug 16, 2004 - Sep 29, 2004	-8.51% Jul 16, 2024 - Sep 19, 2024
#10	-7.39% Feb 26, 2007 - Mar 21, 2007	-7.02% May 3, 2019 - Jun 20, 2019
#11	-7.14% Nov 2, 1999 - Dec 27, 1999	-6.57% Jul 26, 2019 - Oct 28, 2019
#12	-6.90% Dec 30, 2004 - Feb 15, 2005	-5.44% Mar 28, 2024 - May 15, 2024
#13	-6.52% Jan 24, 2003 - Apr 10, 2003	-5.36% Sep 3, 2021 - Oct 20, 2021
#14	-6.10% Jul 2, 2003 - Oct 2, 2003	-4.72% Oct 28, 2025 - Dec 11, 2025
#15	-6.10% Aug 15, 2025 - Nov 25, 2025	-4.52% Dec 6, 2024 - Jan 27, 2025

Correlation

Correlation between EWO and ESG is 0.84 which considered as a strong positive correlation - the stocks tend to move together.

0.84

-101

Dividend Comparison (2000 - 2026)

EWO vs ESG dividend yield comparison.

Year	EWO	ESG
2026	1.97%	0.16%
2025	2.38%	0.96%
2024	7.40%	1.18%
2023	5.66%	1.10%
2022	4.75%	1.38%
2021	2.42%	1.03%
2020	0.98%	1.33%
2019	3.11%	1.51%
2018	4.04%	1.72%
2017	2.03%	1.52%
2016	1.99%	0.92%
2015	1.51%	0.00%
2014	3.93%	0.00%
2013	2.02%	0.00%
2012	1.94%	0.00%
2011	4.16%	0.00%
2010	1.11%	0.00%
2009	4.56%	0.00%
2008	6.06%	0.00%
2007	1.93%	0.00%
2006	1.99%	0.00%
2005	1.06%	0.00%
2004	0.38%	0.00%
2003	1.28%	0.00%
2002	1.21%	0.00%
2001	1.87%	0.00%
2000	0.59%	0.00%