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ECON vs. VWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ECON and VWO is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

ECON vs. VWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Emerging Markets Consumer ETF (ECON) and Vanguard FTSE Emerging Markets ETF (VWO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

ECON:

10.80%

VWO:

12.91%

Max Drawdown

ECON:

-1.95%

VWO:

-1.90%

Current Drawdown

ECON:

-1.42%

VWO:

-1.20%

Returns By Period


ECON

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VWO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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ECON vs. VWO - Expense Ratio Comparison

ECON has a 0.49% expense ratio, which is higher than VWO's 0.08% expense ratio.


Risk-Adjusted Performance

ECON vs. VWO — Risk-Adjusted Performance Rank

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

ECON
The Risk-Adjusted Performance Rank of ECON is 4141
Overall Rank
The Sharpe Ratio Rank of ECON is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of ECON is 4545
Sortino Ratio Rank
The Omega Ratio Rank of ECON is 4343
Omega Ratio Rank
The Calmar Ratio Rank of ECON is 3333
Calmar Ratio Rank
The Martin Ratio Rank of ECON is 4444
Martin Ratio Rank

VWO
The Risk-Adjusted Performance Rank of VWO is 6262
Overall Rank
The Sharpe Ratio Rank of VWO is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VWO is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VWO is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VWO is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VWO is 5757
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.

ECON vs. VWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Emerging Markets Consumer ETF (ECON) and Vanguard FTSE Emerging Markets ETF (VWO). 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.



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Dividends

ECON vs. VWO - Dividend Comparison

ECON's dividend yield for the trailing twelve months is around 0.71%, less than VWO's 3.06% yield.


TTM20242023202220212020201920182017201620152014
ECON
Columbia Emerging Markets Consumer ETF
0.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
3.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ECON vs. VWO - Drawdown Comparison

The maximum ECON drawdown since its inception was -1.95%, roughly equal to the maximum VWO drawdown of -1.90%. Use the drawdown chart below to compare losses from any high point for ECON and VWO. For additional features, visit the drawdowns tool.


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Volatility

ECON vs. VWO - Volatility Comparison


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