VOO vs. EUDG
Compare and contrast key facts about Vanguard S&P 500 ETF (VOO) and WisdomTree Europe Quality Dividend Growth Fund (EUDG).
VOO and EUDG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. EUDG is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Europe Quality Dividend Growth Index. It was launched on May 7, 2014. Both VOO and EUDG 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: VOO or EUDG.
Key characteristics
| VOO | EUDG | |
|---|---|---|
| YTD Return | 7.31% | 0.20% |
| 1Y Return | 25.21% | 2.95% |
| 3Y Return (Ann) | 8.45% | 1.48% |
| 5Y Return (Ann) | 13.50% | 7.29% |
| Sharpe Ratio | 2.36 | 0.33 |
| Daily Std Dev | 11.75% | 12.31% |
| Max Drawdown | -33.99% | -33.76% |
| Current Drawdown | -2.94% | -3.48% |
Correlation
The correlation between VOO and EUDG is 0.71, 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
VOO vs. EUDG - Performance Comparison
In the year-to-date period, VOO achieves a 7.31% return, which is significantly higher than EUDG's 0.20% 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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VOO vs. EUDG - Expense Ratio Comparison
VOO has a 0.03% expense ratio, which is lower than EUDG's 0.58% expense ratio.
Risk-Adjusted Performance
VOO vs. EUDG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and WisdomTree Europe Quality Dividend Growth Fund (EUDG). 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
VOO vs. EUDG - Dividend Comparison
VOO's dividend yield for the trailing twelve months is around 1.37%, less than EUDG's 2.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.37% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
EUDG WisdomTree Europe Quality Dividend Growth Fund | 2.01% | 2.14% | 3.07% | 2.98% | 1.87% | 2.30% | 3.00% | 1.55% | 2.49% | 2.10% | 0.97% | 0.00% |
Drawdowns
VOO vs. EUDG - Drawdown Comparison
The maximum VOO drawdown since its inception was -33.99%, roughly equal to the maximum EUDG drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for VOO and EUDG. For additional features, visit the drawdowns tool.
Volatility
VOO vs. EUDG - Volatility Comparison
Vanguard S&P 500 ETF (VOO) has a higher volatility of 3.60% compared to WisdomTree Europe Quality Dividend Growth Fund (EUDG) at 3.40%. This indicates that VOO's price experiences larger fluctuations and is considered to be riskier than EUDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.