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

Correlation

The correlation between EDIV and VOO is 0.64, 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.


-0.50.00.51.00.6

Performance

EDIV vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Emerging Markets Dividend ETF (EDIV) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
27.18%
488.79%
EDIV
VOO

Key characteristics

Sharpe Ratio

EDIV:

1.39

VOO:

2.25

Sortino Ratio

EDIV:

2.02

VOO:

2.98

Omega Ratio

EDIV:

1.25

VOO:

1.42

Calmar Ratio

EDIV:

1.85

VOO:

3.31

Martin Ratio

EDIV:

5.01

VOO:

14.77

Ulcer Index

EDIV:

3.40%

VOO:

1.90%

Daily Std Dev

EDIV:

12.26%

VOO:

12.46%

Max Drawdown

EDIV:

-53.36%

VOO:

-33.99%

Current Drawdown

EDIV:

-8.19%

VOO:

-2.47%

Returns By Period

In the year-to-date period, EDIV achieves a 11.94% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, EDIV has underperformed VOO with an annualized return of 4.46%, while VOO has yielded a comparatively higher 13.08% annualized return.


EDIV

YTD

11.94%

1M

-1.26%

6M

1.16%

1Y

14.98%

5Y*

6.32%

10Y*

4.46%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

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EDIV vs. VOO - Expense Ratio Comparison

EDIV has a 0.49% expense ratio, which is higher than VOO's 0.03% expense ratio.


EDIV
SPDR S&P Emerging Markets Dividend ETF
Expense ratio chart for EDIV: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

EDIV vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Emerging Markets Dividend ETF (EDIV) 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.


Sharpe ratio
The chart of Sharpe ratio for EDIV, currently valued at 1.39, compared to the broader market0.002.004.001.392.25
The chart of Sortino ratio for EDIV, currently valued at 2.02, compared to the broader market-2.000.002.004.006.008.0010.002.022.98
The chart of Omega ratio for EDIV, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.42
The chart of Calmar ratio for EDIV, currently valued at 1.85, compared to the broader market0.005.0010.0015.001.853.31
The chart of Martin ratio for EDIV, currently valued at 5.01, compared to the broader market0.0020.0040.0060.0080.00100.005.0114.77
EDIV
VOO

The current EDIV Sharpe Ratio is 1.39, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of EDIV 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.39
2.25
EDIV
VOO

Dividends

EDIV vs. VOO - Dividend Comparison

EDIV's dividend yield for the trailing twelve months is around 3.47%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
EDIV
SPDR S&P Emerging Markets Dividend ETF
3.47%4.26%4.94%3.84%3.52%3.83%3.41%2.99%4.93%5.33%4.84%5.13%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

EDIV vs. VOO - Drawdown Comparison

The maximum EDIV drawdown since its inception was -53.36%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EDIV and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.19%
-2.47%
EDIV
VOO

Volatility

EDIV vs. VOO - Volatility Comparison

The current volatility for SPDR S&P Emerging Markets Dividend ETF (EDIV) is 2.78%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.75%. This indicates that EDIV 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%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.78%
3.75%
EDIV
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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