DBEH vs. VOO
Compare and contrast key facts about iM DBi Hedge Strategy ETF (DBEH) and Vanguard S&P 500 ETF (VOO).
DBEH and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DBEH is an actively managed fund by Litman Gregory Capital Partners LLC. It was launched on Dec 18, 2019. 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: DBEH or VOO.
Key characteristics
| DBEH | VOO | |
|---|---|---|
| YTD Return | 2.05% | 7.94% |
| 1Y Return | 8.90% | 28.21% |
| 3Y Return (Ann) | 1.25% | 8.82% |
| Sharpe Ratio | 1.31 | 2.33 |
| Daily Std Dev | 6.61% | 11.70% |
| Max Drawdown | -21.42% | -33.99% |
| Current Drawdown | -1.39% | -2.36% |
Correlation
The correlation between DBEH and VOO is 0.64, 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.
Performance
DBEH vs. VOO - Performance Comparison
In the year-to-date period, DBEH achieves a 2.05% return, which is significantly lower than VOO's 7.94% 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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DBEH vs. VOO - Expense Ratio Comparison
DBEH has a 0.85% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
DBEH vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iM DBi Hedge Strategy ETF (DBEH) 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
DBEH vs. VOO - Dividend Comparison
DBEH's dividend yield for the trailing twelve months is around 3.92%, more than VOO's 1.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBEH iM DBi Hedge Strategy ETF | 3.92% | 3.05% | 1.54% | 17.43% | 0.06% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.36% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DBEH vs. VOO - Drawdown Comparison
The maximum DBEH drawdown since its inception was -21.42%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DBEH and VOO. For additional features, visit the drawdowns tool.
Volatility
DBEH vs. VOO - Volatility Comparison
The current volatility for iM DBi Hedge Strategy ETF (DBEH) is 2.45%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.09%. This indicates that DBEH experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.