ERTH vs. VOOV
Compare and contrast key facts about Invesco MSCI Sustainable Future ETF (ERTH) and Vanguard S&P 500 Value ETF (VOOV).
ERTH and VOOV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ERTH is a passively managed fund by Invesco that tracks the performance of the MSCI Global Environment Select Index. It was launched on Oct 24, 2006. VOOV is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Value Index. It was launched on Sep 7, 2010. Both ERTH and VOOV 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: ERTH or VOOV.
Key characteristics
| ERTH | VOOV | |
|---|---|---|
| YTD Return | -11.64% | 17.74% |
| 1Y Return | -1.98% | 27.31% |
| 3Y Return (Ann) | -16.00% | 11.61% |
| 5Y Return (Ann) | 1.02% | 12.25% |
| 10Y Return (Ann) | 5.75% | 10.62% |
| Sharpe Ratio | 0.16 | 2.95 |
| Sortino Ratio | 0.39 | 4.19 |
| Omega Ratio | 1.04 | 1.54 |
| Calmar Ratio | 0.08 | 5.68 |
| Martin Ratio | 0.32 | 18.27 |
| Ulcer Index | 10.77% | 1.66% |
| Daily Std Dev | 21.27% | 10.28% |
| Max Drawdown | -64.46% | -37.31% |
| Current Drawdown | -41.86% | -0.60% |
Correlation
The correlation between ERTH and VOOV is 0.72, 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.
Performance
ERTH vs. VOOV - Performance Comparison
In the year-to-date period, ERTH achieves a -11.64% return, which is significantly lower than VOOV's 17.74% return. Over the past 10 years, ERTH has underperformed VOOV with an annualized return of 5.75%, while VOOV has yielded a comparatively higher 10.62% 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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ERTH vs. VOOV - Expense Ratio Comparison
ERTH has a 0.55% expense ratio, which is higher than VOOV's 0.10% expense ratio.
Risk-Adjusted Performance
ERTH vs. VOOV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Sustainable Future ETF (ERTH) and Vanguard S&P 500 Value ETF (VOOV). 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
ERTH vs. VOOV - Dividend Comparison
ERTH's dividend yield for the trailing twelve months is around 1.23%, less than VOOV's 1.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ERTH Invesco MSCI Sustainable Future ETF | 1.23% | 1.28% | 1.22% | 15.33% | 0.21% | 0.50% | 0.61% | 0.87% | 1.06% | 0.79% | 0.83% | 0.85% |
VOOV Vanguard S&P 500 Value ETF | 1.91% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% | 1.98% | 1.97% |
Drawdowns
ERTH vs. VOOV - Drawdown Comparison
The maximum ERTH drawdown since its inception was -64.46%, which is greater than VOOV's maximum drawdown of -37.31%. Use the drawdown chart below to compare losses from any high point for ERTH and VOOV. For additional features, visit the drawdowns tool.
Volatility
ERTH vs. VOOV - Volatility Comparison
Invesco MSCI Sustainable Future ETF (ERTH) has a higher volatility of 6.80% compared to Vanguard S&P 500 Value ETF (VOOV) at 3.42%. This indicates that ERTH's price experiences larger fluctuations and is considered to be riskier than VOOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.