ECH vs. VOO
Compare and contrast key facts about iShares MSCI Chile ETF (ECH) and Vanguard S&P 500 ETF (VOO).
ECH and VOO 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. 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 ECH 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: ECH or VOO.
Key characteristics
| ECH | VOO | |
|---|---|---|
| YTD Return | -5.73% | 21.11% |
| 1Y Return | 3.84% | 32.98% |
| 3Y Return (Ann) | 5.02% | 8.44% |
| 5Y Return (Ann) | -0.84% | 15.04% |
| 10Y Return (Ann) | -1.80% | 12.94% |
| Sharpe Ratio | 0.40 | 2.84 |
| Sortino Ratio | 0.71 | 3.76 |
| Omega Ratio | 1.08 | 1.53 |
| Calmar Ratio | 0.15 | 4.05 |
| Martin Ratio | 1.11 | 18.51 |
| Ulcer Index | 7.74% | 1.85% |
| Daily Std Dev | 21.02% | 12.06% |
| Max Drawdown | -74.09% | -33.99% |
| Current Drawdown | -53.64% | -2.52% |
Correlation
The correlation between ECH and VOO is 0.52, 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
In the year-to-date period, ECH achieves a -5.73% return, which is significantly lower than VOO's 21.11% return. Over the past 10 years, ECH has underperformed VOO with an annualized return of -1.80%, while VOO has yielded a comparatively higher 12.94% annualized 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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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 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.
Dividends
ECH vs. VOO - Dividend Comparison
ECH's dividend yield for the trailing twelve months is around 3.37%, more than VOO's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECH iShares MSCI Chile ETF | 3.37% | 4.77% | 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 | 1.29% | 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.
Volatility
ECH vs. VOO - Volatility Comparison
iShares MSCI Chile ETF (ECH) has a higher volatility of 4.36% compared to Vanguard S&P 500 ETF (VOO) at 3.15%. 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.