EDEN vs. VGT
Compare and contrast key facts about iShares MSCI Denmark ETF (EDEN) and Vanguard Information Technology ETF (VGT).
EDEN and VGT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EDEN is a passively managed fund by iShares that tracks the performance of the MSCI Denmark IMI 25/50 Index. It was launched on Jan 25, 2012. VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004. Both EDEN and VGT 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: EDEN or VGT.
Performance
EDEN vs. VGT - Performance Comparison
Returns By Period
In the year-to-date period, EDEN achieves a 0.57% return, which is significantly lower than VGT's 28.63% return. Over the past 10 years, EDEN has underperformed VGT with an annualized return of 10.28%, while VGT has yielded a comparatively higher 20.73% annualized return.
EDEN
0.57%
-8.17%
-11.15%
7.26%
13.09%
10.28%
VGT
28.63%
2.11%
15.02%
35.48%
22.76%
20.73%
Key characteristics
| EDEN | VGT | |
|---|---|---|
| Sharpe Ratio | 0.45 | 1.71 |
| Sortino Ratio | 0.74 | 2.24 |
| Omega Ratio | 1.09 | 1.31 |
| Calmar Ratio | 0.47 | 2.36 |
| Martin Ratio | 1.63 | 8.49 |
| Ulcer Index | 4.45% | 4.24% |
| Daily Std Dev | 16.10% | 20.98% |
| Max Drawdown | -36.61% | -54.63% |
| Current Drawdown | -15.59% | -1.01% |
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EDEN vs. VGT - Expense Ratio Comparison
EDEN has a 0.53% expense ratio, which is higher than VGT's 0.10% expense ratio.
Correlation
The correlation between EDEN and VGT is 0.54, 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.
Risk-Adjusted Performance
EDEN vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Denmark ETF (EDEN) and Vanguard Information Technology ETF (VGT). 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
EDEN vs. VGT - Dividend Comparison
EDEN's dividend yield for the trailing twelve months is around 1.40%, more than VGT's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDEN iShares MSCI Denmark ETF | 1.40% | 1.92% | 1.47% | 0.74% | 0.42% | 2.36% | 2.01% | 2.03% | 1.28% | 1.46% | 0.87% | 0.86% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
EDEN vs. VGT - Drawdown Comparison
The maximum EDEN drawdown since its inception was -36.61%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for EDEN and VGT. For additional features, visit the drawdowns tool.
Volatility
EDEN vs. VGT - Volatility Comparison
The current volatility for iShares MSCI Denmark ETF (EDEN) is 5.04%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.47%. This indicates that EDEN experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.