EBLU vs. VOO
Compare and contrast key facts about Ecofin Global Water ESG Fund (EBLU) and Vanguard S&P 500 ETF (VOO).
EBLU and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EBLU is a passively managed fund by Tortoise that tracks the performance of the Ecofin Water ESG Index. It was launched on Feb 15, 2017. 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 EBLU 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: EBLU or VOO.
Key characteristics
| EBLU | VOO | |
|---|---|---|
| YTD Return | 15.99% | 25.62% |
| 1Y Return | 33.09% | 37.28% |
| 3Y Return (Ann) | 2.17% | 9.75% |
| 5Y Return (Ann) | 10.44% | 15.74% |
| Sharpe Ratio | 2.29 | 3.06 |
| Sortino Ratio | 3.25 | 4.08 |
| Omega Ratio | 1.40 | 1.57 |
| Calmar Ratio | 1.38 | 4.46 |
| Martin Ratio | 12.02 | 20.36 |
| Ulcer Index | 2.71% | 1.85% |
| Daily Std Dev | 14.24% | 12.32% |
| Max Drawdown | -37.58% | -33.99% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between EBLU and VOO is 0.66, 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
EBLU vs. VOO - Performance Comparison
In the year-to-date period, EBLU achieves a 15.99% return, which is significantly lower than VOO's 25.62% 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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EBLU vs. VOO - Expense Ratio Comparison
EBLU has a 0.40% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
EBLU vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ecofin Global Water ESG Fund (EBLU) 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
EBLU vs. VOO - Dividend Comparison
EBLU's dividend yield for the trailing twelve months is around 1.13%, less than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EBLU Ecofin Global Water ESG Fund | 1.13% | 1.46% | 0.00% | 1.55% | 1.42% | 1.58% | 1.35% | 0.20% | 0.00% | 0.00% | 0.00% | 0.00% |
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
EBLU vs. VOO - Drawdown Comparison
The maximum EBLU drawdown since its inception was -37.58%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EBLU and VOO. For additional features, visit the drawdowns tool.
Volatility
EBLU vs. VOO - Volatility Comparison
Ecofin Global Water ESG Fund (EBLU) has a higher volatility of 4.75% compared to Vanguard S&P 500 ETF (VOO) at 3.94%. This indicates that EBLU'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.