VMBS vs ESGU

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

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

VMBS vs ESGU - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

Winner

VMBS

$17B

ESGU

$17B

Expense Ratio

Winner

VMBS

0.03%

ESGU

0.15%

Max Drawdown

Winner

VMBS

22.61%

ESGU

33.87%

Sharpe Ratio

VMBS

0.72

Winner

ESGU

1.95

5Y Beta

Winner

VMBS

0.04

ESGU

0.99

P/E Ratio

VMBS

N/A

ESGU

29.63

Forward P/E

VMBS

N/A

ESGU

22.34

PEG Ratio

VMBS

N/A

ESGU

0.44

5Y Dividends CAGR

Winner

VMBS

19.16%

ESGU

11.07%

5Y EPS CAGR

VMBS

N/A

ESGU

28.07%

Debt to Equity

VMBS

N/A

ESGU

20.94%

P/S Ratio

VMBS

N/A

ESGU

3.37

P/B Ratio

VMBS

N/A

ESGU

5.77

VMBS vs ESGU - Historical Returns

Returns include dividend reinvestment.

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

VMBS

-0.02%

Winner

ESGU

+9.17%

VMBS

+0.07%

Winner

ESGU

+7.30%

VMBS

+1.30%

Winner

ESGU

+8.20%

VMBS

+7.27%

Winner

ESGU

+27.61%

5Y(CAGR)

VMBS

+0.51%

Winner

ESGU

+12.66%

10Y(CAGR)

VMBS

+1.38%

Winner

ESGU

+15.26%

Max(CAGR)

VMBS

+2.11%

Winner

ESGU

+15.26%

VMBS vs ESGU - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

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

VMBS vs ESGU Drawdown Comparison

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

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

The current VMBS drawdown is -1.16%.

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

Correlation

Correlation between VMBS and ESGU 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)

VMBS vs ESGU dividend yield comparison.

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