EFIV vs. VDE
Compare and contrast key facts about 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFIV or VDE.
Performance
EFIV vs. VDE - Performance Comparison
Returns By Period
In the year-to-date period, EFIV achieves a 25.84% return, which is significantly higher than VDE's 18.82% return.
EFIV
25.84%
1.69%
13.27%
31.56%
N/A
N/A
VDE
18.82%
8.17%
8.33%
18.62%
16.50%
4.49%
Key characteristics
| EFIV | VDE | |
|---|---|---|
| Sharpe Ratio | 2.60 | 1.03 |
| Sortino Ratio | 3.48 | 1.48 |
| Omega Ratio | 1.48 | 1.18 |
| Calmar Ratio | 3.56 | 1.38 |
| Martin Ratio | 15.76 | 3.33 |
| Ulcer Index | 2.04% | 5.56% |
| Daily Std Dev | 12.36% | 17.97% |
| Max Drawdown | -24.53% | -74.16% |
| Current Drawdown | -0.59% | 0.00% |
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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%.
Correlation
The correlation between EFIV and VDE is 0.37, 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.
Risk-Adjusted Performance
EFIV vs. VDE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for 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.
Dividends
EFIV vs. VDE - Dividend Comparison
EFIV's dividend yield for the trailing twelve months is around 1.15%, less than VDE's 2.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFIV SPDR S&P 500 ESG ETF | 1.15% | 1.37% | 1.64% | 1.18% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDE Vanguard Energy ETF | 2.95% | 3.34% | 3.65% | 4.13% | 4.76% | 3.59% | 3.35% | 2.90% | 2.31% | 3.17% | 1.98% | 1.74% |
Drawdowns
EFIV vs. VDE - Drawdown Comparison
The maximum EFIV drawdown since its inception was -24.53%, smaller than the maximum VDE drawdown of -74.16%. Use the drawdown chart below to compare losses from any high point for EFIV and VDE. For additional features, visit the drawdowns tool.
Volatility
EFIV vs. VDE - Volatility Comparison
The current volatility for SPDR S&P 500 ESG ETF (EFIV) is 3.95%, while Vanguard Energy ETF (VDE) has a volatility of 5.22%. 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.