EFIV vs. VDE
Compare and contrast key facts about State Street SPDR S&P 500 ESG ETF (EFIV) and Vanguard Energy ETF (VDE).
EFIV and VDE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFIV is a passively managed fund by State Street that tracks the performance of the S&P 500 ESG Index. It was launched on Jul 27, 2020. VDE is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Energy 25/50 Index. It was launched on Sep 23, 2004. Both EFIV and VDE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EFIV vs. VDE - Performance Comparison
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EFIV vs. VDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EFIV State Street SPDR S&P 500 ESG ETF | -3.62% | 18.47% | 23.80% | 27.92% | -17.76% | 31.70% | 16.69% |
VDE Vanguard Energy ETF | 33.23% | 7.11% | 6.75% | 0.03% | 62.89% | 56.31% | 7.82% |
Returns By Period
In the year-to-date period, EFIV achieves a -3.62% return, which is significantly lower than VDE's 33.23% return.
EFIV
- 1D
- 0.81%
- 1M
- -4.66%
- YTD
- -3.62%
- 6M
- 0.17%
- 1Y
- 19.79%
- 3Y*
- 18.74%
- 5Y*
- 12.76%
- 10Y*
- —
VDE
- 1D
- -3.61%
- 1M
- 4.27%
- YTD
- 33.23%
- 6M
- 34.21%
- 1Y
- 31.84%
- 3Y*
- 17.03%
- 5Y*
- 23.32%
- 10Y*
- 10.83%
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EFIV vs. VDE - Expense Ratio Comparison
Both EFIV and VDE have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
EFIV vs. VDE — Risk / Return Rank
EFIV
VDE
EFIV vs. VDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P 500 ESG ETF (EFIV) and Vanguard Energy ETF (VDE). 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.
| EFIV | VDE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.27 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.66 | 1.67 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.25 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.72 | -0.10 |
Martin ratioReturn relative to average drawdown | 7.52 | 4.92 | +2.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EFIV | VDE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | 1.27 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.88 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.36 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.28 | +0.64 |
Correlation
The correlation between EFIV and VDE is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
EFIV vs. VDE - Dividend Comparison
EFIV's dividend yield for the trailing twelve months is around 1.07%, less than VDE's 2.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFIV State Street SPDR S&P 500 ESG ETF | 1.07% | 1.03% | 1.20% | 1.37% | 1.64% | 1.19% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDE Vanguard Energy ETF | 2.36% | 3.11% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.42% | 3.35% | 2.90% | 2.31% | 3.17% |
Drawdowns
EFIV vs. VDE - Drawdown Comparison
The maximum EFIV drawdown since its inception was -24.52%, smaller than the maximum VDE drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for EFIV and VDE.
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Drawdown Indicators
| EFIV | VDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.52% | -74.20% | +49.68% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -18.91% | +6.41% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -26.58% | +2.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -69.29% | — |
Current DrawdownCurrent decline from peak | -6.10% | -5.74% | -0.36% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -20.06% | +15.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 6.61% | -3.93% |
Volatility
EFIV vs. VDE - Volatility Comparison
The current volatility for State Street SPDR S&P 500 ESG ETF (EFIV) is 5.24%, while Vanguard Energy ETF (VDE) has a volatility of 6.29%. This indicates that EFIV experiences smaller price fluctuations and is considered to be less risky than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFIV | VDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 6.29% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.24% | 14.31% | -5.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.17% | 25.19% | -7.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.94% | 26.53% | -9.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 29.88% | -12.93% |