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

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.


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%December2025FebruaryMarchAprilMay
-35.00%
573.36%
ECH
VOO

Key characteristics

Sharpe Ratio

ECH:

0.86

VOO:

0.52

Sortino Ratio

ECH:

1.40

VOO:

0.89

Omega Ratio

ECH:

1.18

VOO:

1.13

Calmar Ratio

ECH:

0.35

VOO:

0.57

Martin Ratio

ECH:

2.38

VOO:

2.18

Ulcer Index

ECH:

8.29%

VOO:

4.85%

Daily Std Dev

ECH:

20.82%

VOO:

19.11%

Max Drawdown

ECH:

-74.08%

VOO:

-33.99%

Current Drawdown

ECH:

-42.23%

VOO:

-7.67%

Returns By Period

In the year-to-date period, ECH achieves a 28.59% return, which is significantly higher than VOO's -3.41% return. Over the past 10 years, ECH has underperformed VOO with an annualized return of -0.01%, while VOO has yielded a comparatively higher 12.42% annualized return.


ECH

YTD

28.59%

1M

14.02%

6M

28.00%

1Y

17.66%

5Y*

9.49%

10Y*

-0.01%

VOO

YTD

-3.41%

1M

3.92%

6M

-5.06%

1Y

9.92%

5Y*

15.85%

10Y*

12.42%

*Annualized

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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.


Risk-Adjusted Performance

ECH vs. VOO — Risk-Adjusted Performance Rank

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

ECH
The Risk-Adjusted Performance Rank of ECH is 7171
Overall Rank
The Sharpe Ratio Rank of ECH is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of ECH is 8080
Sortino Ratio Rank
The Omega Ratio Rank of ECH is 7979
Omega Ratio Rank
The Calmar Ratio Rank of ECH is 4949
Calmar Ratio Rank
The Martin Ratio Rank of ECH is 6868
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
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 6464
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.

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.


The current ECH Sharpe Ratio is 0.86, which is higher than the VOO Sharpe Ratio of 0.52. 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.86
0.52
ECH
VOO

Dividends

ECH vs. VOO - Dividend Comparison

ECH's dividend yield for the trailing twelve months is around 2.43%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
ECH
iShares MSCI Chile ETF
2.43%3.12%4.76%6.73%5.49%2.16%2.47%2.37%1.42%1.85%2.13%1.74%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ECH vs. VOO - Drawdown Comparison

The maximum ECH drawdown since its inception was -74.08%, 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%December2025FebruaryMarchAprilMay
-42.23%
-7.67%
ECH
VOO

Volatility

ECH vs. VOO - Volatility Comparison

The current volatility for iShares MSCI Chile ETF (ECH) is 6.22%, while Vanguard S&P 500 ETF (VOO) has a volatility of 6.83%. This indicates that ECH 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%December2025FebruaryMarchAprilMay
6.22%
6.83%
ECH
VOO