ESCT.L vs. VOO
Compare and contrast key facts about The European Smaller Companies Trust plc (ESCT.L) and Vanguard S&P 500 ETF (VOO).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESCT.L or VOO.
Key characteristics
| ESCT.L | VOO | |
|---|---|---|
| YTD Return | 7.46% | 18.91% |
| 1Y Return | 20.34% | 28.20% |
| 3Y Return (Ann) | 1.39% | 9.93% |
| 5Y Return (Ann) | 14.67% | 15.31% |
| 10Y Return (Ann) | 12.30% | 12.87% |
| Sharpe Ratio | 1.16 | 2.21 |
| Daily Std Dev | 15.61% | 12.64% |
| Max Drawdown | -82.09% | -33.99% |
| Current Drawdown | -7.64% | -0.60% |
Correlation
The correlation between ESCT.L and VOO is 0.39, 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.
Performance
ESCT.L vs. VOO - Performance Comparison
In the year-to-date period, ESCT.L achieves a 7.46% return, which is significantly lower than VOO's 18.91% return. Both investments have delivered pretty close results over the past 10 years, with ESCT.L having a 12.30% annualized return and VOO not far ahead at 12.87%. 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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Risk-Adjusted Performance
ESCT.L vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The European Smaller Companies Trust plc (ESCT.L) 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
ESCT.L vs. VOO - Dividend Comparison
ESCT.L's dividend yield for the trailing twelve months is around 2.70%, more than VOO's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESCT.L The European Smaller Companies Trust plc | 2.70% | 2.87% | 2.94% | 0.02% | 0.02% | 12.02% | 0.02% | 0.01% | 0.01% | 0.01% | 0.02% | 0.37% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ESCT.L vs. VOO - Drawdown Comparison
The maximum ESCT.L drawdown since its inception was -82.09%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ESCT.L and VOO. For additional features, visit the drawdowns tool.
Volatility
ESCT.L vs. VOO - Volatility Comparison
The European Smaller Companies Trust plc (ESCT.L) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.87% and 3.83%, 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.