HEFA vs ESGE
Comparison between ISHARES CURRENCY HEDGED MSCI EAFE ETF (HEFA, ETF) and ISHARES ESG AWARE MSCI EM ETF (ESGE, ETF).
5-Year PerformanceHEFA has outperformed ESGE, delivering a return of +13.9% compared to +6.5%
HEFA vs ESGE - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
HEFA
$7.10B
ESGE
$7.10B
Expense Ratio
HEFA
0.35%
Winner
ESGE
0.25%
Max Drawdown
Winner
HEFA
32.39%
ESGE
43.02%
Sharpe Ratio
Winner
HEFA
1.78
ESGE
1.62
5Y Beta
Winner
HEFA
0.74
ESGE
0.86
5Y Dividends CAGR
Winner
HEFA
20.05%
ESGE
14.19%
HEFA vs ESGE - Holdings Comparison
HEFA and ESGE have 1 common holdings. Overlap is -35.17%
HEFA's top 25 holdings weight is 173.26%. ESGE's top 25 holdings weight is 48.07%.
| Rank | HEFA | ESGE |
|---|---|---|
| #1 | ISHARES MSCI EAFE ETF (EFA) - 99.25% | n/a (n/a) - 14.19% |
| #2 | EUR/USD PURCHASED (n/a) - 35.17% | SAMSUNG ELECTRONICS CO LTD (n/a) - 8.74% |
| #3 | JPY/USD PURCHASED (n/a) - 23.62% | SK HYNIX INC (n/a) - 4.59% |
| #4 | GBP/USD PURCHASED (n/a) - 14.47% | TENCENT HOLDINGS LTD (n/a) - 2.49% |
| #5 | CHF/USD PURCHASED (n/a) - 9.47% | MEDIATEK INC (n/a) - 1.72% |
| #6 | AUD/USD PURCHASED (n/a) - 6.65% | n/a (n/a) - 1.58% |
| #7 | SEK/USD PURCHASED (n/a) - 3.30% | DELTA ELECTRONICS INC (n/a) - 1.37% |
| #8 | HKD/USD PURCHASED (n/a) - 1.84% | CHUNGHWA TELECOM CO LTD (n/a) - 1.13% |
| #9 | DKK/USD PURCHASED (n/a) - 1.70% | n/a (n/a) - 1.13% |
| #10 | SGD/USD PURCHASED (n/a) - 1.46% | CHINA CONSTRUCTION BANK CORP CLASS H (n/a) - 1.07% |
| #11 | ILS/USD PURCHASED (n/a) - 0.94% | BLACKROCK CASH FUNDS TREASURY SL AGENCY (n/a) - 0.97% |
| #12 | CASH OFFSET (n/a) - 0.69% | SAMSUNG ELECTRO-MECHANICS CO LTD (n/a) - 0.93% |
| #13 | NOK/USD PURCHASED (n/a) - 0.67% | LENOVO GROUP LTD (n/a) - 0.92% |
| #14 | NZD/USD PURCHASED (n/a) - 0.18% | HDFC BANK LTD (n/a) - 0.91% |
| #15 | BLACKROCK CASH FUNDS TREASURY SL AGENCY (n/a) - 0.05% | SK SQUARE (n/a) - 0.88% |
| #16 | USD CASH (n/a) - 0.02% | UNITED MICROELECTRONICS CORP (n/a) - 0.81% |
| #17 | NZD/USD SOLD (n/a) - -0.18% | AL RAJHI BANK (n/a) - 0.79% |
| #18 | NOK/USD SOLD (n/a) - -0.67% | CATHAY FINANCIAL HOLDING CO LTD (n/a) - 0.73% |
| #19 | ILS/USD SOLD (n/a) - -0.94% | HON HAI PRECISION INDUSTRY CO LTD (n/a) - 0.73% |
| #20 | SGD/USD SOLD (n/a) - -1.46% | ASE TECHNOLOGY HOLDING CO LTD (n/a) - 0.70% |
| #21 | DKK/USD SOLD (n/a) - -1.70% | UNIMICRON TECHNOLOGY CORP (n/a) - 0.35% |
| #22 | HKD/USD SOLD (n/a) - -1.84% | SHRIRAM FINANCE LTD (n/a) - 0.34% |
| #23 | SEK/USD SOLD (n/a) - -3.30% | ASIA VITAL COMPONENTS CO LTD (n/a) - 0.34% |
| #24 | AUD/USD SOLD (n/a) - -6.65% | SAMSUNG SDI CO LTD (n/a) - 0.33% |
| #25 | CHF/USD SOLD (n/a) - -9.48% | PIRAEUS BANK SA (n/a) - 0.33% |
| Total Holdings | 28 | 291 |
HEFA vs ESGE - Historical Returns
Returns include dividend reinvestment.
1M
HEFA
+2.31%
Winner
ESGE
+2.81%
3M
HEFA
+11.39%
Winner
ESGE
+17.31%
6M
HEFA
+12.33%
Winner
ESGE
+23.11%
1Y
HEFA
+29.36%
Winner
ESGE
+44.90%
5Y(CAGR)
Winner
HEFA
+13.94%
ESGE
+6.48%
10Y(CAGR)
Winner
HEFA
+12.68%
ESGE
+9.65%
Max(CAGR)
Winner
HEFA
+10.75%
ESGE
+9.65%
HEFA vs ESGE - Annual Returns (2014 - 2026)
Returns include dividend reinvestment.
| Year | HEFA | ESGE |
|---|---|---|
| 2026 | +10.72% | +18.83% |
| 2025 | +24.11% | +36.02% |
| 2024 | +13.79% | +8.19% |
| 2023 | +18.27% | +8.71% |
| 2022 | -5.86% | -22.85% |
| 2021 | +19.07% | -3.53% |
| 2020 | +0.72% | +16.63% |
| 2019 | +27.05% | +20.03% |
| 2018 | -9.58% | -16.97% |
| 2017 | +15.19% | +41.64% |
| 2016 | +8.06% | -0.46% |
| 2015 | +3.94% | N/A |
| 2014 | +6.13% | N/A |
HEFA vs ESGE Drawdown Comparison
The maximum drawdown for HEFA was -32.39%, occurring on Mar 16, 2020. Recovery took 226 trading sessions.
The maximum drawdown for ESGE was -41.04%, occurring on Oct 24, 2022. Recovery took 1147 trading sessions.
The current HEFA drawdown is -1.61%. The current ESGE drawdown is -5.62%.
| Rank | HEFA | ESGE |
|---|---|---|
| #1 | -32.39% Feb 12, 2020 - Jan 5, 2021 | -41.04% Feb 17, 2021 - Sep 11, 2025 |
| #2 | -23.14% May 27, 2015 - Mar 1, 2017 | -36.60% Jan 26, 2018 - Nov 5, 2020 |
| #3 | -15.43% Jan 23, 2018 - Apr 12, 2019 | -13.90% Feb 25, 2026 - Apr 17, 2026 |
| #4 | -14.77% Jan 4, 2022 - Jan 23, 2023 | -9.86% Sep 7, 2016 - Feb 8, 2017 |
| #5 | -14.28% Feb 18, 2025 - May 12, 2025 | -8.66% Jun 2, 2026 - Jun 18, 2026 |
| #6 | -9.79% Jul 12, 2024 - Oct 14, 2024 | -5.62% Jun 22, 2026 - Jun 23, 2026 |
| #7 | -9.52% Feb 25, 2026 - May 21, 2026 | -5.49% Jan 21, 2021 - Feb 9, 2021 |
| #8 | -9.48% Sep 4, 2014 - Nov 18, 2014 | -5.46% May 8, 2026 - May 26, 2026 |
| #9 | -7.49% Dec 5, 2014 - Jan 26, 2015 | -4.97% Nov 22, 2017 - Dec 22, 2017 |
| #10 | -6.87% Jul 3, 2019 - Sep 12, 2019 | -4.75% Oct 29, 2025 - Jan 2, 2026 |
| #11 | -6.78% Jul 31, 2023 - Nov 24, 2023 | -4.72% Oct 8, 2025 - Oct 20, 2025 |
| #12 | -5.83% Mar 3, 2023 - Apr 10, 2023 | -3.63% Jan 28, 2026 - Feb 10, 2026 |
| #13 | -5.59% Nov 16, 2021 - Jan 3, 2022 | -2.99% May 16, 2017 - May 26, 2017 |
| #14 | -4.97% Apr 29, 2019 - Jul 1, 2019 | -2.97% Sep 19, 2017 - Oct 5, 2017 |
| #15 | -4.84% Jun 19, 2014 - Sep 4, 2014 | -2.91% Aug 8, 2017 - Aug 22, 2017 |
Correlation
Correlation between HEFA and ESGE is 0.79 which considered as a strong positive correlation - the stocks tend to move together.
0.79
-101
Dividend Comparison (2014 - 2026)
HEFA vs ESGE dividend yield comparison.
| Year | HEFA | ESGE |
|---|---|---|
| 2026 | 0.00% | 0.75% |
| 2025 | 4.40% | 2.50% |
| 2024 | 3.09% | 2.41% |
| 2023 | 3.02% | 2.65% |
| 2022 | 25.14% | 2.68% |
| 2021 | 3.06% | 2.66% |
| 2020 | 2.10% | 1.31% |
| 2019 | 7.56% | 2.59% |
| 2018 | 4.58% | 2.19% |
| 2017 | 2.55% | 3.73% |
| 2016 | 3.17% | 0.53% |
| 2015 | 3.54% | 0.00% |
| 2014 | 3.40% | 0.00% |
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