ESML vs. VOO
Compare and contrast key facts about iShares ESG Aware MSCI USA Small-Cap ETF (ESML) and Vanguard S&P 500 ETF (VOO).
ESML and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESML is a passively managed fund by iShares that tracks the performance of the MSCI USA Small Cap Extended ESG Focus Index. It was launched on Apr 10, 2018. 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 ESML 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: ESML or VOO.
Performance
ESML vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, ESML achieves a 17.95% return, which is significantly lower than VOO's 26.16% return.
ESML
17.95%
6.19%
15.26%
32.19%
11.36%
N/A
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| ESML | VOO | |
|---|---|---|
| Sharpe Ratio | 1.79 | 2.70 |
| Sortino Ratio | 2.54 | 3.60 |
| Omega Ratio | 1.31 | 1.50 |
| Calmar Ratio | 1.79 | 3.90 |
| Martin Ratio | 9.90 | 17.65 |
| Ulcer Index | 3.33% | 1.86% |
| Daily Std Dev | 18.39% | 12.19% |
| Max Drawdown | -41.97% | -33.99% |
| Current Drawdown | -1.72% | -0.86% |
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ESML vs. VOO - Expense Ratio Comparison
ESML has a 0.17% 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%.
Correlation
The correlation between ESML and VOO is 0.82, 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.
Risk-Adjusted Performance
ESML vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI USA Small-Cap ETF (ESML) 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
ESML vs. VOO - Dividend Comparison
ESML's dividend yield for the trailing twelve months is around 1.06%, less than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESML iShares ESG Aware MSCI USA Small-Cap ETF | 1.06% | 1.31% | 1.46% | 0.94% | 0.99% | 1.10% | 1.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ESML vs. VOO - Drawdown Comparison
The maximum ESML drawdown since its inception was -41.97%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ESML and VOO. For additional features, visit the drawdowns tool.
Volatility
ESML vs. VOO - Volatility Comparison
iShares ESG Aware MSCI USA Small-Cap ETF (ESML) has a higher volatility of 6.22% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that ESML'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.