18M2.DE vs. VOO
Compare and contrast key facts about Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) and Vanguard S&P 500 ETF (VOO).
18M2.DE and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 18M2.DE is a passively managed fund by Amundi that tracks the performance of the MSCI EMU High Dividend Yield. It was launched on Mar 3, 2009. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both 18M2.DE and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 18M2.DE or VOO.
Key characteristics
| 18M2.DE | VOO | |
|---|---|---|
| YTD Return | 6.06% | 23.23% |
| 1Y Return | 9.82% | 34.93% |
| 3Y Return (Ann) | 6.51% | 10.88% |
| 5Y Return (Ann) | 5.44% | 16.05% |
| 10Y Return (Ann) | 8.28% | 14.00% |
| Sharpe Ratio | 1.22 | 2.91 |
| Sortino Ratio | 1.68 | 3.88 |
| Omega Ratio | 1.21 | 1.53 |
| Calmar Ratio | 1.35 | 3.13 |
| Martin Ratio | 4.52 | 18.19 |
| Ulcer Index | 2.67% | 2.00% |
| Daily Std Dev | 9.95% | 12.48% |
| Max Drawdown | -37.06% | -33.99% |
| Current Drawdown | -3.35% | -0.76% |
Correlation
The correlation between 18M2.DE and VOO is 0.37, 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.
Performance
18M2.DE vs. VOO - Performance Comparison
In the year-to-date period, 18M2.DE achieves a 6.06% return, which is significantly lower than VOO's 23.23% return. Over the past 10 years, 18M2.DE has underperformed VOO with an annualized return of 8.28%, while VOO has yielded a comparatively higher 14.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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18M2.DE vs. VOO - Expense Ratio Comparison
18M2.DE has a 0.30% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
18M2.DE vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
18M2.DE vs. VOO - Dividend Comparison
18M2.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.27%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
18M2.DE Amundi ETF MSCI EMU High Dividend UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.27% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
18M2.DE vs. VOO - Drawdown Comparison
The maximum 18M2.DE drawdown since its inception was -37.06%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for 18M2.DE and VOO. For additional features, visit the drawdowns tool.
Volatility
18M2.DE vs. VOO - Volatility Comparison
Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) has a higher volatility of 3.84% compared to Vanguard S&P 500 ETF (VOO) at 3.03%. This indicates that 18M2.DE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.