ECH vs. SPYG
Compare and contrast key facts about iShares MSCI Chile ETF (ECH) and SPDR Portfolio S&P 500 Growth ETF (SPYG).
ECH and SPYG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ECH is a passively managed fund by iShares that tracks the performance of the MSCI Chile Investable Market Index. It was launched on Nov 12, 2007. SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000. Both ECH and SPYG 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: ECH or SPYG.
Correlation
The correlation between ECH and SPYG is 0.48, 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
ECH vs. SPYG - Performance Comparison
Key characteristics
ECH:
-0.28
SPYG:
2.25
ECH:
-0.27
SPYG:
2.89
ECH:
0.97
SPYG:
1.41
ECH:
-0.09
SPYG:
3.08
ECH:
-0.63
SPYG:
12.14
ECH:
8.58%
SPYG:
3.24%
ECH:
19.09%
SPYG:
17.49%
ECH:
-74.08%
SPYG:
-67.79%
ECH:
-54.83%
SPYG:
-2.45%
Returns By Period
In the year-to-date period, ECH achieves a -8.16% return, which is significantly lower than SPYG's 37.65% return. Over the past 10 years, ECH has underperformed SPYG with an annualized return of -1.41%, while SPYG has yielded a comparatively higher 15.23% annualized return.
ECH
-8.16%
-0.97%
-3.06%
-6.37%
-1.67%
-1.41%
SPYG
37.65%
3.29%
11.66%
37.77%
17.47%
15.23%
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ECH vs. SPYG - Expense Ratio Comparison
ECH has a 0.59% expense ratio, which is higher than SPYG's 0.04% expense ratio.
Risk-Adjusted Performance
ECH vs. SPYG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Chile ETF (ECH) and SPDR Portfolio S&P 500 Growth ETF (SPYG). 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
ECH vs. SPYG - Dividend Comparison
ECH's dividend yield for the trailing twelve months is around 3.11%, more than SPYG's 0.40% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
iShares MSCI Chile ETF | 3.11% | 4.76% | 6.73% | 5.49% | 2.16% | 2.47% | 2.37% | 1.42% | 1.85% | 2.13% | 1.74% | 1.42% |
SPDR Portfolio S&P 500 Growth ETF | 0.40% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
Drawdowns
ECH vs. SPYG - Drawdown Comparison
The maximum ECH drawdown since its inception was -74.08%, which is greater than SPYG's maximum drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for ECH and SPYG. For additional features, visit the drawdowns tool.
Volatility
ECH vs. SPYG - Volatility Comparison
The current volatility for iShares MSCI Chile ETF (ECH) is 3.63%, while SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 4.80%. This indicates that ECH experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.