iShares ESG Aware MSCI USA Small-Cap ETF (ESML) is a ETF from iShares by BlackRock (US) and Vanguard Total International Stock ETF (VXUS) is a ETF from Vanguard (US). Over the past year ESML returned +33.77% while VXUS returned +27.82%. Year to date, ESML is up 19.74% versus a gain of 14.57% for VXUS.

Over three years, ESML compounded at +16.49% per year against +19.27% for VXUS; over five years the annualized figures are +8.30% and +9.28% respectively. Across the full 8-year window we track, ESML has the edge at +10.58% annualized vs +4.86%. Past performance does not guarantee future results.

ESML has been the more volatile fund, with annualized monthly volatility of 21.4% compared with 15.1% for VXUS. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -42.0% for ESML and -39.9% for VXUS. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.

The two funds' monthly returns correlate at 0.83. They usually move together, but the gap leaves some room for diversification.

ESML charges 0.17% per year while VXUS charges 0.05%. On a $10,000 position that is $17 vs $5 annually, a gap of $12 per year that compounds over a long holding period. On income, ESML currently yields 0.89% against 2.60% for VXUS.