ESGU vs ESGV: returns, Sharpe ratio and drawdown

Over the past year, ESGU returned +13.07% against +12.81% for ESGV. Over five years, ESGU averaged +10.30% a year, compared with +9.90% for ESGV. ESGU had the higher Sharpe ratio over the past year (0.69 vs 0.62), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.26% for ESGU and -11.60% for ESGV. Dividends over the past year came to 0.94% of ESGU's price, against 0.89% for ESGV. Their daily returns had a correlation of 0.99 over the past year, which is very high.

ESGU charges 0.15% a year and ESGV 0.09%. Over five years, reinvested dividends added 1.40 points a year to ESGU's return and 1.25 to ESGV's.