ESEB vs. VOO
Compare and contrast key facts about Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF (ESEB) and Vanguard S&P 500 ETF (VOO).
ESEB and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESEB is a passively managed fund by Deutsche Bank that tracks the performance of the J.P. Morgan ESG EMBI Global Diversified Sovereign Index. It was launched on Mar 3, 2015. 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 ESEB 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: ESEB or VOO.
Key characteristics
| ESEB | VOO | |
|---|---|---|
| YTD Return | -0.48% | 6.68% |
| 1Y Return | 6.66% | 26.39% |
| 3Y Return (Ann) | -3.62% | 8.30% |
| 5Y Return (Ann) | -2.29% | 13.39% |
| Sharpe Ratio | 1.06 | 2.06 |
| Daily Std Dev | 8.14% | 11.84% |
| Max Drawdown | -31.07% | -33.99% |
| Current Drawdown | -15.97% | -3.50% |
Correlation
The correlation between ESEB and VOO is 0.29, 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
ESEB vs. VOO - Performance Comparison
In the year-to-date period, ESEB achieves a -0.48% return, which is significantly lower than VOO's 6.68% 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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ESEB vs. VOO - Expense Ratio Comparison
ESEB has a 0.35% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
ESEB vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF (ESEB) 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
ESEB vs. VOO - Dividend Comparison
ESEB's dividend yield for the trailing twelve months is around 5.72%, more than VOO's 1.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESEB Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF | 5.72% | 6.07% | 5.06% | 4.00% | 3.53% | 4.46% | 4.62% | 4.53% | 4.99% | 4.59% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.38% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ESEB vs. VOO - Drawdown Comparison
The maximum ESEB drawdown since its inception was -31.07%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ESEB and VOO. For additional features, visit the drawdowns tool.
Volatility
ESEB vs. VOO - Volatility Comparison
The current volatility for Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF (ESEB) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.55%. This indicates that ESEB experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.