ECNS vs. VOO
Compare and contrast key facts about iShares MSCI China Small-Cap ETF (ECNS) and Vanguard S&P 500 ETF (VOO).
ECNS and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ECNS is a passively managed fund by iShares that tracks the performance of the MSCI China Small Cap Index. It was launched on Sep 28, 2010. 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 ECNS 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: ECNS or VOO.
Key characteristics
| ECNS | VOO | |
|---|---|---|
| YTD Return | 2.08% | 26.13% |
| 1Y Return | -2.89% | 33.91% |
| 3Y Return (Ann) | -17.87% | 9.98% |
| 5Y Return (Ann) | -4.42% | 15.61% |
| 10Y Return (Ann) | -2.46% | 13.33% |
| Sharpe Ratio | -0.07 | 2.82 |
| Sortino Ratio | 0.15 | 3.76 |
| Omega Ratio | 1.02 | 1.53 |
| Calmar Ratio | -0.04 | 4.05 |
| Martin Ratio | -0.18 | 18.48 |
| Ulcer Index | 13.48% | 1.85% |
| Daily Std Dev | 34.21% | 12.12% |
| Max Drawdown | -63.43% | -33.99% |
| Current Drawdown | -54.42% | -0.88% |
Correlation
The correlation between ECNS and VOO is 0.47, 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
ECNS vs. VOO - Performance Comparison
In the year-to-date period, ECNS achieves a 2.08% return, which is significantly lower than VOO's 26.13% return. Over the past 10 years, ECNS has underperformed VOO with an annualized return of -2.46%, while VOO has yielded a comparatively higher 13.33% 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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ECNS vs. VOO - Expense Ratio Comparison
ECNS has a 0.59% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
ECNS vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China Small-Cap ETF (ECNS) 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
ECNS vs. VOO - Dividend Comparison
ECNS's dividend yield for the trailing twelve months is around 5.43%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECNS iShares MSCI China Small-Cap ETF | 5.43% | 4.90% | 3.54% | 4.87% | 3.59% | 3.23% | 6.16% | 3.18% | 4.30% | 3.58% | 2.51% | 2.85% |
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
ECNS vs. VOO - Drawdown Comparison
The maximum ECNS drawdown since its inception was -63.43%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ECNS and VOO. For additional features, visit the drawdowns tool.
Volatility
ECNS vs. VOO - Volatility Comparison
iShares MSCI China Small-Cap ETF (ECNS) has a higher volatility of 11.08% compared to Vanguard S&P 500 ETF (VOO) at 3.84%. This indicates that ECNS'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.