ESIH.L vs. VOO
Compare and contrast key facts about iShares MSCI Europe Health Care Sector UCITS ETF (ESIH.L) and Vanguard S&P 500 ETF (VOO).
ESIH.L and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESIH.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Health Care NR USD. It was launched on Nov 17, 2020. 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 ESIH.L 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: ESIH.L or VOO.
Key characteristics
| ESIH.L | VOO | |
|---|---|---|
| YTD Return | 4.26% | 26.94% |
| 1Y Return | 7.90% | 35.06% |
| 3Y Return (Ann) | 3.72% | 10.23% |
| Sharpe Ratio | 0.69 | 3.08 |
| Sortino Ratio | 1.05 | 4.09 |
| Omega Ratio | 1.12 | 1.58 |
| Calmar Ratio | 0.64 | 4.46 |
| Martin Ratio | 2.22 | 20.36 |
| Ulcer Index | 3.79% | 1.85% |
| Daily Std Dev | 12.19% | 12.23% |
| Max Drawdown | -14.24% | -33.99% |
| Current Drawdown | -12.71% | -0.25% |
Correlation
The correlation between ESIH.L and VOO is 0.37, 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
ESIH.L vs. VOO - Performance Comparison
In the year-to-date period, ESIH.L achieves a 4.26% return, which is significantly lower than VOO's 26.94% 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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ESIH.L vs. VOO - Expense Ratio Comparison
ESIH.L has a 0.18% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
ESIH.L vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Health Care Sector UCITS ETF (ESIH.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
ESIH.L vs. VOO - Dividend Comparison
ESIH.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESIH.L iShares MSCI Europe Health Care Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
ESIH.L vs. VOO - Drawdown Comparison
The maximum ESIH.L drawdown since its inception was -14.24%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ESIH.L and VOO. For additional features, visit the drawdowns tool.
Volatility
ESIH.L vs. VOO - Volatility Comparison
iShares MSCI Europe Health Care Sector UCITS ETF (ESIH.L) has a higher volatility of 4.08% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that ESIH.L'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.