CN vs. VOOG
Compare and contrast key facts about Xtrackers MSCI All China Equity ETF (CN) and Vanguard S&P 500 Growth ETF (VOOG).
CN and VOOG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CN is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI China All Shares. It was launched on Apr 30, 2014. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010. Both CN and VOOG 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: CN or VOOG.
Key characteristics
| CN | VOOG | |
|---|---|---|
| YTD Return | -64.29% | 13.03% |
| 1Y Return | -25.00% | 32.00% |
| 3Y Return (Ann) | -11.56% | 8.68% |
| 5Y Return (Ann) | 35.86% | 15.51% |
| 10Y Return (Ann) | 10.19% | 14.45% |
| Sharpe Ratio | -0.20 | 2.30 |
| Daily Std Dev | 147.99% | 13.92% |
| Max Drawdown | -99.11% | -32.73% |
| Current Drawdown | -91.07% | -0.34% |
Correlation
The correlation between CN and VOOG is 0.01, 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
CN vs. VOOG - Performance Comparison
In the year-to-date period, CN achieves a -64.29% return, which is significantly lower than VOOG's 13.03% return. Over the past 10 years, CN has underperformed VOOG with an annualized return of 10.19%, while VOOG has yielded a comparatively higher 14.45% 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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CN vs. VOOG - Expense Ratio Comparison
CN has a 0.50% expense ratio, which is higher than VOOG's 0.10% expense ratio.
Risk-Adjusted Performance
CN vs. VOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI All China Equity ETF (CN) 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.
Dividends
CN vs. VOOG - Dividend Comparison
CN's dividend yield for the trailing twelve months is around 16,459.04%, more than VOOG's 0.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CN Xtrackers MSCI All China Equity ETF | 16,459.04% | 235.17% | 61.66% | 530.55% | 159.04% | 3,205.11% | 989.83% | 318.27% | 2,808.84% | 4,168.13% | 888.58% | 0.00% |
VOOG Vanguard S&P 500 Growth ETF | 0.87% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
CN vs. VOOG - Drawdown Comparison
The maximum CN drawdown since its inception was -99.11%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for CN and VOOG. For additional features, visit the drawdowns tool.
Volatility
CN vs. VOOG - Volatility Comparison
Xtrackers MSCI All China Equity ETF (CN) has a higher volatility of 34.84% compared to Vanguard S&P 500 Growth ETF (VOOG) at 5.37%. This indicates that CN's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.