EFIV vs. VOO
Compare and contrast key facts about SPDR S&P 500 ESG ETF (EFIV) and Vanguard S&P 500 ETF (VOO).
EFIV and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both EFIV and VOO 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 VOO.
Performance
EFIV vs. VOO - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with EFIV having a 25.08% return and VOO slightly higher at 25.52%.
EFIV
25.08%
1.08%
11.87%
31.29%
N/A
N/A
VOO
25.52%
1.19%
12.21%
32.23%
15.58%
13.15%
Key characteristics
| EFIV | VOO | |
|---|---|---|
| Sharpe Ratio | 2.51 | 2.62 |
| Sortino Ratio | 3.37 | 3.50 |
| Omega Ratio | 1.46 | 1.49 |
| Calmar Ratio | 3.44 | 3.78 |
| Martin Ratio | 15.22 | 17.12 |
| Ulcer Index | 2.04% | 1.86% |
| Daily Std Dev | 12.36% | 12.19% |
| Max Drawdown | -24.53% | -33.99% |
| Current Drawdown | -1.19% | -1.36% |
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EFIV vs. VOO - Expense Ratio Comparison
EFIV has a 0.10% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between EFIV and VOO is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
EFIV vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 ESG ETF (EFIV) 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.
Dividends
EFIV vs. VOO - Dividend Comparison
EFIV's dividend yield for the trailing twelve months is around 1.16%, less than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFIV SPDR S&P 500 ESG ETF | 1.16% | 1.37% | 1.64% | 1.18% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
EFIV vs. VOO - Drawdown Comparison
The maximum EFIV drawdown since its inception was -24.53%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EFIV and VOO. For additional features, visit the drawdowns tool.
Volatility
EFIV vs. VOO - Volatility Comparison
SPDR S&P 500 ESG ETF (EFIV) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.02% and 4.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.