SUB vs ESGD

Comparison between ISHARES SHORT-TERM NATIONAL MUNI BOND ETF (SUB, ETF) and ISHARES ESG AWARE MSCI EAFE ETF (ESGD, ETF).

5-Year PerformanceESGD has outperformed SUB, delivering a return of +8.8% compared to +1.4%

SUB vs ESGD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SUB(ETF)	ESGD(ETF)
Net Assets	$11B	$11B
Expense Ratio	0.07%	0.20%
Max Drawdown	11.72%	36.32%
Sharpe Ratio	-0.42	1.19
5Y Beta	0.01	0.74
5Y Dividends CAGR	19.17%	19.87%

Net Assets

SUB

$11B

Winner

ESGD

$11B

Expense Ratio

Winner

SUB

0.07%

ESGD

0.20%

Max Drawdown

Winner

SUB

11.72%

ESGD

36.32%

Sharpe Ratio

SUB

-0.42

Winner

ESGD

1.19

5Y Beta

Winner

SUB

0.01

ESGD

0.74

5Y Dividends CAGR

SUB

19.17%

Winner

ESGD

19.87%

SUB vs ESGD - Historical Returns

Returns include dividend reinvestment.

Period	SUB	ESGD
1 month	-0.11%	+0.33%
3 months	-0.38%	-1.19%
6 months	+1.05%	+7.84%
1 year	+3.32%	+22.40%
5 years(CAGR)	+1.42%	+8.77%
10 years(CAGR)	+1.44%	+9.60%
Max(CAGR)	+1.58%	+9.60%

SUB

-0.11%

Winner

ESGD

+0.33%

Winner

SUB

-0.38%

ESGD

-1.19%

SUB

+1.05%

Winner

ESGD

+7.84%

SUB

+3.32%

Winner

ESGD

+22.40%

5Y(CAGR)

SUB

+1.42%

Winner

ESGD

+8.77%

10Y(CAGR)

SUB

+1.44%

Winner

ESGD

+9.60%

Max(CAGR)

SUB

+1.58%

Winner

ESGD

+9.60%

SUB vs ESGD - Annual Returns (2008 - 2026)

Returns include dividend reinvestment.

Year	SUB	ESGD
2026	+0.41%	+5.78%
2025	+3.55%	+30.15%
2024	+2.26%	+5.27%
2023	+2.83%	+17.62%
2022	-2.02%	-15.64%
2021	+0.17%	+11.04%
2020	+2.58%	+7.27%
2019	+3.00%	+24.28%
2018	+1.88%	-13.80%
2017	+0.83%	+24.81%
2016	+0.01%	+5.46%
2015	+0.71%	N/A
2014	+0.54%	N/A
2013	+0.77%	N/A
2012	+0.41%	N/A
2011	+3.85%	N/A
2010	+0.55%	N/A
2009	+4.28%	N/A
2008	+1.68%	N/A

SUB vs ESGD Drawdown Comparison

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

The maximum drawdown for ESGD was -33.70%, occurring on Mar 23, 2020. Recovery took 207 trading sessions.

The current SUB drawdown is -0.46%. The current ESGD drawdown is -2.64%.

Rank	SUB	ESGD
#1	-9.46% Mar 6, 2020 - May 19, 2020	-33.70% Jan 17, 2020 - Nov 11, 2020
#2	-6.40% Jan 16, 2009 - Sep 12, 2011	-29.99% Sep 7, 2021 - Feb 22, 2024
#3	-4.92% Jan 13, 2009 - Jan 16, 2009	-21.96% Jan 26, 2018 - Dec 27, 2019
#4	-4.35% Jul 22, 2021 - Dec 13, 2023	-13.86% Mar 19, 2025 - Apr 29, 2025
#5	-2.43% Mar 1, 2013 - Oct 24, 2013	-11.68% Feb 25, 2026 - Mar 27, 2026
#6	-1.71% Aug 24, 2016 - May 23, 2017	-10.13% Sep 26, 2024 - Mar 5, 2025
#7	-1.46% Jan 17, 2012 - Mar 1, 2013	-7.72% Jul 12, 2024 - Aug 21, 2024
#8	-1.25% Sep 7, 2017 - Nov 29, 2018	-5.79% Nov 12, 2025 - Dec 11, 2025
#9	-1.23% Apr 4, 2025 - May 29, 2025	-5.66% Sep 28, 2016 - Jan 5, 2017
#10	-0.92% Oct 2, 2024 - Jan 27, 2025	-5.42% Jun 15, 2021 - Aug 13, 2021
#11	-0.87% Jan 30, 2015 - Oct 2, 2015	-4.94% Mar 27, 2024 - May 9, 2024
#12	-0.80% Feb 23, 2026 - Mar 24, 2026	-4.61% Jul 23, 2025 - Aug 15, 2025
#13	-0.77% Aug 15, 2019 - Nov 27, 2019	-4.54% Jan 8, 2021 - Feb 11, 2021
#14	-0.75% Sep 12, 2011 - Dec 2, 2011	-3.74% Aug 30, 2024 - Sep 19, 2024
#15	-0.68% Dec 27, 2023 - May 8, 2024	-3.70% Feb 16, 2021 - Apr 5, 2021

Correlation

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

0.93

-101

Dividend Comparison (2008 - 2026)

SUB vs ESGD dividend yield comparison.

Year	SUB	ESGD
2026	0.85%	0.00%
2025	2.42%	3.60%
2024	2.10%	3.23%
2023	1.73%	3.02%
2022	0.86%	2.59%
2021	0.72%	2.75%
2020	1.23%	1.63%
2019	1.58%	2.57%
2018	1.32%	2.69%
2017	0.95%	2.65%
2016	0.75%	0.09%
2015	0.77%	0.00%
2014	0.76%	0.00%
2013	0.84%	0.00%
2012	0.99%	0.00%
2011	1.27%	0.00%
2010	1.28%	0.00%
2009	1.44%	0.00%
2008	0.33%	0.00%