ETOR vs. VDE
ETOR (eToro Group Ltd) is a stock, while VDE (Vanguard Energy ETF) is Energy Equities fund tracking the MSCI US Investable Market Energy 25/50 Index. Over the past year, ETOR returned -35.40% vs 39.17% for VDE. At a correlation of -0.04, they often move in opposite directions.
Performance
ETOR vs. VDE - Performance Comparison
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Returns By Period
In the year-to-date period, ETOR achieves a 4.41% return, which is significantly lower than VDE's 31.45% return.
ETOR
- 1D
- 1.95%
- 1M
- -6.17%
- 6M
- 17.08%
- YTD
- 4.41%
- 1Y
- -35.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -41.88%
VDE
- 1D
- 0.43%
- 1M
- 8.40%
- 6M
- 22.96%
- YTD
- 31.45%
- 1Y
- 39.17%
- 3Y*
- 15.05%
- 5Y*
- 22.94%
- 10Y*
- 9.33%
- ALL TIME*
- 8.21%
ETOR vs. VDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ETOR eToro Group Ltd | 4.41% | -49.59% |
VDE Vanguard Energy ETF | 31.45% | 7.55% |
Correlation
The correlation between ETOR and VDE is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since May 14, 2025 | -0.04 |
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Return for Risk
ETOR vs. VDE — Risk / Return Rank
ETOR
VDE
ETOR vs. VDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for eToro Group Ltd (ETOR) and Vanguard Energy ETF (VDE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ETOR | VDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.57 | ||
| Sortino ratioReturn per unit of downside risk | -3.39 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.31 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | 2.62 | -3.19 |
| Martin ratioReturn relative to average drawdown | -0.84 | 7.07 | -7.91 |
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Drawdowns
ETOR vs. VDE - Drawdown Comparison
The maximum ETOR drawdown since its inception was -67.41%, smaller than the maximum VDE drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for ETOR and VDE.
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Drawdown Indicators
| ETOR | VDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.41% | -74.20% | +6.79% |
Max Drawdown (1Y)Largest decline over 1 year | -61.95% | -15.04% | -46.91% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.41% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -69.29% | — |
Current DrawdownCurrent decline from peak | -51.72% | -6.99% | -44.73% |
Average DrawdownAverage peak-to-trough decline | -43.82% | -19.91% | -23.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.10% | 5.56% | +36.54% |
Volatility
ETOR vs. VDE - Volatility Comparison
eToro Group Ltd (ETOR) has a higher volatility of 12.56% compared to Vanguard Energy ETF (VDE) at 5.93%. This indicates that ETOR's price experiences larger fluctuations and is considered to be riskier than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETOR | VDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.56% | 5.93% | +6.63% |
Volatility (6M)Calculated over the trailing 6-month period | 37.04% | 16.46% | +20.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.97% | 20.86% | +31.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.79% | 26.19% | +28.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.79% | 29.92% | +24.87% |
Dividends
ETOR vs. VDE - Dividend Comparison
ETOR has not paid dividends to shareholders, while VDE's dividend yield for the trailing twelve months is around 2.46%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETOR eToro Group Ltd | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDE Vanguard Energy ETF | 2.46% | 3.11% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.42% | 3.35% | 2.90% | 2.31% | 3.17% |
Frequently Asked Questions
ETOR and VDE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETOR has higher volatility (12.56%) compared to VDE (5.93%). In terms of maximum drawdown, ETOR dropped -67.41% vs VDE's -74.20%.
VDE currently has the higher Sharpe Ratio (1.89 vs -0.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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