AADR vs. VOO
Compare and contrast key facts about AdvisorShares Dorsey Wright ADR ETF (AADR) and Vanguard S&P 500 ETF (VOO).
AADR and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AADR is an actively managed fund by AdvisorShares. It was launched on Jul 20, 2010. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AADR or VOO.
Performance
AADR vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, AADR achieves a 21.59% return, which is significantly lower than VOO's 25.52% return. Over the past 10 years, AADR has underperformed VOO with an annualized return of 7.18%, while VOO has yielded a comparatively higher 13.15% annualized return.
AADR
21.59%
2.53%
7.15%
31.09%
7.68%
7.18%
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| AADR | VOO | |
|---|---|---|
| Sharpe Ratio | 1.66 | 2.62 |
| Sortino Ratio | 2.25 | 3.50 |
| Omega Ratio | 1.29 | 1.49 |
| Calmar Ratio | 1.41 | 3.78 |
| Martin Ratio | 9.25 | 17.12 |
| Ulcer Index | 3.17% | 1.86% |
| Daily Std Dev | 17.72% | 12.19% |
| Max Drawdown | -45.01% | -33.99% |
| Current Drawdown | 0.00% | -1.36% |
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AADR vs. VOO - Expense Ratio Comparison
AADR has a 1.10% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between AADR and VOO is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
AADR vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright ADR ETF (AADR) 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
AADR vs. VOO - Dividend Comparison
AADR's dividend yield for the trailing twelve months is around 1.60%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AADR AdvisorShares Dorsey Wright ADR ETF | 1.60% | 0.74% | 3.65% | 0.92% | 0.11% | 0.58% | 0.75% | 0.74% | 0.58% | 0.81% | 0.49% | 0.34% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
AADR vs. VOO - Drawdown Comparison
The maximum AADR drawdown since its inception was -45.01%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for AADR and VOO. For additional features, visit the drawdowns tool.
Volatility
AADR vs. VOO - Volatility Comparison
AdvisorShares Dorsey Wright ADR ETF (AADR) has a higher volatility of 4.76% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that AADR'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.