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0GZB.DE vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 0GZB.DE and VOOG is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

0GZB.DE vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNPP RICI Enhanced Kupfer (ER) EUR Hedge ETC (0GZB.DE) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-7.78%
11.30%
0GZB.DE
VOOG

Key characteristics

Sharpe Ratio

0GZB.DE:

0.41

VOOG:

2.22

Sortino Ratio

0GZB.DE:

0.71

VOOG:

2.86

Omega Ratio

0GZB.DE:

1.09

VOOG:

1.40

Calmar Ratio

0GZB.DE:

0.36

VOOG:

3.02

Martin Ratio

0GZB.DE:

1.04

VOOG:

11.97

Ulcer Index

0GZB.DE:

7.40%

VOOG:

3.25%

Daily Std Dev

0GZB.DE:

18.51%

VOOG:

17.48%

Max Drawdown

0GZB.DE:

-31.84%

VOOG:

-32.73%

Current Drawdown

0GZB.DE:

-12.94%

VOOG:

-2.70%

Returns By Period

In the year-to-date period, 0GZB.DE achieves a 8.08% return, which is significantly lower than VOOG's 37.24% return.


0GZB.DE

YTD

8.08%

1M

-1.74%

6M

-5.46%

1Y

7.94%

5Y*

7.80%

10Y*

N/A

VOOG

YTD

37.24%

1M

2.95%

6M

10.97%

1Y

38.85%

5Y*

17.34%

10Y*

15.16%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


0GZB.DE vs. VOOG - Expense Ratio Comparison

0GZB.DE has a 1.20% expense ratio, which is higher than VOOG's 0.10% expense ratio.


0GZB.DE
BNPP RICI Enhanced Kupfer (ER) EUR Hedge ETC
Expense ratio chart for 0GZB.DE: current value at 1.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.20%
Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

0GZB.DE vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BNPP RICI Enhanced Kupfer (ER) EUR Hedge ETC (0GZB.DE) and Vanguard S&P 500 Growth ETF (VOOG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for 0GZB.DE, currently valued at 0.17, compared to the broader market0.002.004.000.172.27
The chart of Sortino ratio for 0GZB.DE, currently valued at 0.40, compared to the broader market-2.000.002.004.006.008.0010.000.402.92
The chart of Omega ratio for 0GZB.DE, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.42
The chart of Calmar ratio for 0GZB.DE, currently valued at 0.12, compared to the broader market0.005.0010.0015.000.123.06
The chart of Martin ratio for 0GZB.DE, currently valued at 0.48, compared to the broader market0.0020.0040.0060.0080.00100.000.4812.18
0GZB.DE
VOOG

The current 0GZB.DE Sharpe Ratio is 0.41, which is lower than the VOOG Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of 0GZB.DE and VOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.17
2.27
0GZB.DE
VOOG

Dividends

0GZB.DE vs. VOOG - Dividend Comparison

0GZB.DE has not paid dividends to shareholders, while VOOG's dividend yield for the trailing twelve months is around 0.34%.


TTM20232022202120202019201820172016201520142013
0GZB.DE
BNPP RICI Enhanced Kupfer (ER) EUR Hedge ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOOG
Vanguard S&P 500 Growth ETF
0.34%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%

Drawdowns

0GZB.DE vs. VOOG - Drawdown Comparison

The maximum 0GZB.DE drawdown since its inception was -31.84%, roughly equal to the maximum VOOG drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for 0GZB.DE and VOOG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-23.14%
-2.70%
0GZB.DE
VOOG

Volatility

0GZB.DE vs. VOOG - Volatility Comparison

The current volatility for BNPP RICI Enhanced Kupfer (ER) EUR Hedge ETC (0GZB.DE) is 4.33%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 4.72%. This indicates that 0GZB.DE experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.33%
4.72%
0GZB.DE
VOOG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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