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

Performance

ECH vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Chile ETF (ECH) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%JuneJulyAugustSeptemberOctoberNovember
-49.26%
606.06%
ECH
VOO

Returns By Period

In the year-to-date period, ECH achieves a -8.32% return, which is significantly lower than VOO's 26.58% return. Over the past 10 years, ECH has underperformed VOO with an annualized return of -1.96%, while VOO has yielded a comparatively higher 13.22% annualized return.


ECH

YTD

-8.32%

1M

-6.52%

6M

-11.30%

1Y

-2.08%

5Y (annualized)

0.50%

10Y (annualized)

-1.96%

VOO

YTD

26.58%

1M

3.05%

6M

13.23%

1Y

32.77%

5Y (annualized)

15.74%

10Y (annualized)

13.22%

Key characteristics


ECHVOO
Sharpe Ratio-0.102.69
Sortino Ratio-0.003.59
Omega Ratio1.001.50
Calmar Ratio-0.043.88
Martin Ratio-0.2517.58
Ulcer Index8.26%1.86%
Daily Std Dev20.44%12.19%
Max Drawdown-74.09%-33.99%
Current Drawdown-54.91%-0.53%

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ECH vs. VOO - Expense Ratio Comparison

ECH has a 0.59% expense ratio, which is higher than VOO's 0.03% expense ratio.


ECH
iShares MSCI Chile ETF
Expense ratio chart for ECH: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

The correlation between ECH and VOO is 0.51, 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.


-0.50.00.51.00.5

Risk-Adjusted Performance

ECH vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Chile ETF (ECH) 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.


Sharpe ratio
The chart of Sharpe ratio for ECH, currently valued at -0.10, compared to the broader market0.002.004.00-0.102.68
The chart of Sortino ratio for ECH, currently valued at -0.00, compared to the broader market0.005.0010.00-0.003.58
The chart of Omega ratio for ECH, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.001.001.50
The chart of Calmar ratio for ECH, currently valued at -0.04, compared to the broader market0.005.0010.0015.0020.00-0.043.87
The chart of Martin ratio for ECH, currently valued at -0.25, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-0.2517.54
ECH
VOO

The current ECH Sharpe Ratio is -0.10, which is lower than the VOO Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of ECH 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 Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.10
2.68
ECH
VOO

Dividends

ECH vs. VOO - Dividend Comparison

ECH's dividend yield for the trailing twelve months is around 3.47%, more than VOO's 1.24% yield.


TTM20232022202120202019201820172016201520142013
ECH
iShares MSCI Chile ETF
3.47%4.76%6.73%5.49%2.16%2.47%2.37%1.42%1.85%2.13%1.74%1.42%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

ECH vs. VOO - Drawdown Comparison

The maximum ECH drawdown since its inception was -74.09%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ECH and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-54.91%
-0.53%
ECH
VOO

Volatility

ECH vs. VOO - Volatility Comparison

iShares MSCI Chile ETF (ECH) has a higher volatility of 5.49% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that ECH'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.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
5.49%
3.99%
ECH
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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