EPV vs. VOO
Compare and contrast key facts about ProShares UltraShort FTSE Europe (EPV) and Vanguard S&P 500 ETF (VOO).
EPV and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EPV is a passively managed fund by ProShares that tracks the performance of the FTSE All Cap Developed Europe (-200%). It was launched on Jun 16, 2009. 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 EPV 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: EPV or VOO.
Key characteristics
| EPV | VOO | |
|---|---|---|
| YTD Return | -15.57% | 11.83% |
| 1Y Return | -24.78% | 31.13% |
| 3Y Return (Ann) | -15.28% | 10.03% |
| 5Y Return (Ann) | -25.44% | 15.07% |
| 10Y Return (Ann) | -17.80% | 13.02% |
| Sharpe Ratio | -0.88 | 2.60 |
| Daily Std Dev | 26.63% | 11.62% |
| Max Drawdown | -98.89% | -33.99% |
| Current Drawdown | -98.89% | 0.00% |
Correlation
The correlation between EPV and VOO is -0.79. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
EPV vs. VOO - Performance Comparison
In the year-to-date period, EPV achieves a -15.57% return, which is significantly lower than VOO's 11.83% return. Over the past 10 years, EPV has underperformed VOO with an annualized return of -17.80%, while VOO has yielded a comparatively higher 13.02% 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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EPV vs. VOO - Expense Ratio Comparison
EPV has a 0.95% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
EPV vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort FTSE Europe (EPV) 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
EPV vs. VOO - Dividend Comparison
EPV's dividend yield for the trailing twelve months is around 4.19%, more than VOO's 1.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPV ProShares UltraShort FTSE Europe | 4.19% | 3.17% | 0.33% | 0.01% | 0.09% | 1.10% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.32% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
EPV vs. VOO - Drawdown Comparison
The maximum EPV drawdown since its inception was -98.89%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EPV and VOO. For additional features, visit the drawdowns tool.
Volatility
EPV vs. VOO - Volatility Comparison
ProShares UltraShort FTSE Europe (EPV) has a higher volatility of 6.08% compared to Vanguard S&P 500 ETF (VOO) at 3.49%. This indicates that EPV'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.