ESML
iShares ESG Aware MSCI USA Small-Cap ETF
SMB
Adj. R2
0.981
Rel. Sharpe
0.806
Mkt beta
1.00
AUM
US$2.3B
MER
0.17%
Valuation
122
ETF comparison
Verified factor-similar pair
ESML vs VB
These two ETFs pass the same FF6 US similarity lane: US-listed equity ETFs, same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
SMB
Similarity score
93
Near substitute
Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
VB
Vanguard Small-Cap ETF
SMB
Adj. R2
0.977
Rel. Sharpe
0.935
Mkt beta
1.03
AUM
US$73.1B
MER
0.03%
Valuation
113
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff +0.08
HML
diff +0.04
RMW
diff -0.00
CMA
diff +0.02
UMD
diff +0.03
Why This Pair Matches
Exposure level
93
Exposure shape
100
Mkt beta diff
0.03
Rel. Sharpe diff
0.129
This comparison focuses on measured factor exposure, not a qualitative review of each fund's portfolio-construction process. Backtested relative Sharpe is included as a secondary signal, while we continue refining a comparison metric that separates factor payoff from alpha. See methodology.
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