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DURA vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DURA and VOO is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

DURA vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Morningstar Durable Dividend ETF (DURA) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
53.06%
126.39%
DURA
VOO

Key characteristics

Sharpe Ratio

DURA:

0.15

VOO:

0.54

Sortino Ratio

DURA:

0.31

VOO:

0.88

Omega Ratio

DURA:

1.04

VOO:

1.13

Calmar Ratio

DURA:

0.16

VOO:

0.55

Martin Ratio

DURA:

0.60

VOO:

2.27

Ulcer Index

DURA:

3.76%

VOO:

4.55%

Daily Std Dev

DURA:

14.72%

VOO:

19.19%

Max Drawdown

DURA:

-33.12%

VOO:

-33.99%

Current Drawdown

DURA:

-8.86%

VOO:

-9.90%

Returns By Period

In the year-to-date period, DURA achieves a -2.93% return, which is significantly higher than VOO's -5.74% return.


DURA

YTD

-2.93%

1M

-6.29%

6M

-6.90%

1Y

2.80%

5Y*

7.50%

10Y*

N/A

VOO

YTD

-5.74%

1M

-0.92%

6M

-4.28%

1Y

9.78%

5Y*

15.84%

10Y*

12.24%

*Annualized

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DURA vs. VOO - Expense Ratio Comparison

DURA has a 0.29% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for DURA: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DURA: 0.29%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

DURA vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DURA
The Risk-Adjusted Performance Rank of DURA is 3434
Overall Rank
The Sharpe Ratio Rank of DURA is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of DURA is 3131
Sortino Ratio Rank
The Omega Ratio Rank of DURA is 3232
Omega Ratio Rank
The Calmar Ratio Rank of DURA is 3737
Calmar Ratio Rank
The Martin Ratio Rank of DURA is 3535
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DURA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Morningstar Durable Dividend ETF (DURA) 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.


The chart of Sharpe ratio for DURA, currently valued at 0.15, compared to the broader market-1.000.001.002.003.004.00
DURA: 0.15
VOO: 0.54
The chart of Sortino ratio for DURA, currently valued at 0.31, compared to the broader market-2.000.002.004.006.008.00
DURA: 0.31
VOO: 0.88
The chart of Omega ratio for DURA, currently valued at 1.04, compared to the broader market0.501.001.502.002.50
DURA: 1.04
VOO: 1.13
The chart of Calmar ratio for DURA, currently valued at 0.16, compared to the broader market0.002.004.006.008.0010.0012.00
DURA: 0.16
VOO: 0.55
The chart of Martin ratio for DURA, currently valued at 0.60, compared to the broader market0.0020.0040.0060.00
DURA: 0.60
VOO: 2.27

The current DURA Sharpe Ratio is 0.15, which is lower than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of DURA and VOO, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.15
0.54
DURA
VOO

Dividends

DURA vs. VOO - Dividend Comparison

DURA's dividend yield for the trailing twelve months is around 3.59%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
DURA
VanEck Vectors Morningstar Durable Dividend ETF
3.59%3.33%3.58%3.01%2.89%3.49%3.08%0.66%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

DURA vs. VOO - Drawdown Comparison

The maximum DURA drawdown since its inception was -33.12%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DURA and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.86%
-9.90%
DURA
VOO

Volatility

DURA vs. VOO - Volatility Comparison

The current volatility for VanEck Vectors Morningstar Durable Dividend ETF (DURA) is 11.09%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that DURA 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.09%
13.96%
DURA
VOO