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ETHO vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ETHOVOO
YTD Return1.75%9.95%
1Y Return15.48%28.35%
3Y Return (Ann)0.27%9.61%
5Y Return (Ann)9.11%14.49%
Sharpe Ratio0.972.44
Daily Std Dev15.18%11.57%
Max Drawdown-36.67%-33.99%
Current Drawdown-12.04%-0.54%

Correlation

-0.50.00.51.00.9

The correlation between ETHO and VOO is 0.85, 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

ETHO vs. VOO - Performance Comparison

In the year-to-date period, ETHO achieves a 1.75% return, which is significantly lower than VOO's 9.95% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%120.00%140.00%160.00%180.00%200.00%December2024FebruaryMarchAprilMay
145.42%
191.86%
ETHO
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Etho Climate Leadership U.S. ETF

Vanguard S&P 500 ETF

ETHO vs. VOO - Expense Ratio Comparison

ETHO has a 0.48% expense ratio, which is higher than VOO's 0.03% expense ratio.


ETHO
Etho Climate Leadership U.S. ETF
Expense ratio chart for ETHO: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

ETHO vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Etho Climate Leadership U.S. ETF (ETHO) 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.


ETHO
Sharpe ratio
The chart of Sharpe ratio for ETHO, currently valued at 0.97, compared to the broader market0.002.004.000.97
Sortino ratio
The chart of Sortino ratio for ETHO, currently valued at 1.47, compared to the broader market-2.000.002.004.006.008.0010.001.47
Omega ratio
The chart of Omega ratio for ETHO, currently valued at 1.17, compared to the broader market0.501.001.502.002.501.17
Calmar ratio
The chart of Calmar ratio for ETHO, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.0012.0014.000.52
Martin ratio
The chart of Martin ratio for ETHO, currently valued at 2.59, compared to the broader market0.0020.0040.0060.0080.002.59
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.44, compared to the broader market0.002.004.002.44
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.44, compared to the broader market-2.000.002.004.006.008.0010.003.45
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.42, compared to the broader market0.501.001.502.002.501.42
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.27, compared to the broader market0.002.004.006.008.0010.0012.0014.002.27
Martin ratio
The chart of Martin ratio for VOO, currently valued at 9.70, compared to the broader market0.0020.0040.0060.0080.009.70

ETHO vs. VOO - Sharpe Ratio Comparison

The current ETHO Sharpe Ratio is 0.97, which is lower than the VOO Sharpe Ratio of 2.44. The chart below compares the 12-month rolling Sharpe Ratio of ETHO and VOO.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2024FebruaryMarchAprilMay
0.97
2.44
ETHO
VOO

Dividends

ETHO vs. VOO - Dividend Comparison

ETHO's dividend yield for the trailing twelve months is around 1.35%, which matches VOO's 1.34% yield.


TTM20232022202120202019201820172016201520142013
ETHO
Etho Climate Leadership U.S. ETF
1.35%1.55%1.09%0.67%0.75%0.82%0.91%0.82%1.16%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.34%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

ETHO vs. VOO - Drawdown Comparison

The maximum ETHO drawdown since its inception was -36.67%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ETHO and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-12.04%
-0.54%
ETHO
VOO

Volatility

ETHO vs. VOO - Volatility Comparison

Etho Climate Leadership U.S. ETF (ETHO) has a higher volatility of 4.47% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. This indicates that ETHO'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.


2.00%3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
4.47%
3.92%
ETHO
VOO