EFNL vs. VOO
Compare and contrast key facts about iShares MSCI Finland ETF (EFNL) and Vanguard S&P 500 ETF (VOO).
EFNL and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFNL is a passively managed fund by iShares that tracks the performance of the MSCI Finland IMI 25/50 Index. It was launched on Jan 25, 2012. 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 EFNL 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: EFNL or VOO.
Key characteristics
| EFNL | VOO | |
|---|---|---|
| YTD Return | -2.61% | 26.94% |
| 1Y Return | 4.16% | 35.06% |
| 3Y Return (Ann) | -7.12% | 10.23% |
| 5Y Return (Ann) | 2.13% | 15.77% |
| 10Y Return (Ann) | 4.07% | 13.41% |
| Sharpe Ratio | 0.49 | 3.08 |
| Sortino Ratio | 0.81 | 4.09 |
| Omega Ratio | 1.09 | 1.58 |
| Calmar Ratio | 0.26 | 4.46 |
| Martin Ratio | 1.98 | 20.36 |
| Ulcer Index | 4.02% | 1.85% |
| Daily Std Dev | 16.26% | 12.23% |
| Max Drawdown | -38.70% | -33.99% |
| Current Drawdown | -26.59% | -0.25% |
Correlation
The correlation between EFNL and VOO is 0.63, 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.
Performance
EFNL vs. VOO - Performance Comparison
In the year-to-date period, EFNL achieves a -2.61% return, which is significantly lower than VOO's 26.94% return. Over the past 10 years, EFNL has underperformed VOO with an annualized return of 4.07%, while VOO has yielded a comparatively higher 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EFNL vs. VOO - Expense Ratio Comparison
EFNL has a 0.53% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
EFNL vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Finland ETF (EFNL) 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
EFNL vs. VOO - Dividend Comparison
EFNL's dividend yield for the trailing twelve months is around 5.91%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFNL iShares MSCI Finland ETF | 5.91% | 4.31% | 5.94% | 2.29% | 2.94% | 5.70% | 3.83% | 3.30% | 2.40% | 1.57% | 3.54% | 2.47% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
EFNL vs. VOO - Drawdown Comparison
The maximum EFNL drawdown since its inception was -38.70%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EFNL and VOO. For additional features, visit the drawdowns tool.
Volatility
EFNL vs. VOO - Volatility Comparison
iShares MSCI Finland ETF (EFNL) has a higher volatility of 5.21% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that EFNL's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.