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

Correlation

The correlation between VOO and EUDG is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

VOO vs. EUDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 ETF (VOO) and WisdomTree Europe Quality Dividend Growth Fund (EUDG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VOO:

0.52

EUDG:

0.32

Sortino Ratio

VOO:

0.89

EUDG:

0.69

Omega Ratio

VOO:

1.13

EUDG:

1.09

Calmar Ratio

VOO:

0.57

EUDG:

0.48

Martin Ratio

VOO:

2.18

EUDG:

1.08

Ulcer Index

VOO:

4.85%

EUDG:

6.10%

Daily Std Dev

VOO:

19.11%

EUDG:

16.36%

Max Drawdown

VOO:

-33.99%

EUDG:

-33.76%

Current Drawdown

VOO:

-7.67%

EUDG:

-1.32%

Returns By Period

In the year-to-date period, VOO achieves a -3.41% return, which is significantly lower than EUDG's 13.49% return. Over the past 10 years, VOO has outperformed EUDG with an annualized return of 12.42%, while EUDG has yielded a comparatively lower 5.88% annualized return.


VOO

YTD

-3.41%

1M

3.92%

6M

-5.06%

1Y

9.92%

5Y*

15.85%

10Y*

12.42%

EUDG

YTD

13.49%

1M

7.36%

6M

7.26%

1Y

5.13%

5Y*

10.32%

10Y*

5.88%

*Annualized

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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 Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
Martin Ratio Rank

EUDG
The Risk-Adjusted Performance Rank of EUDG is 4848
Overall Rank
The Sharpe Ratio Rank of EUDG is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of EUDG is 4949
Sortino Ratio Rank
The Omega Ratio Rank of EUDG is 4545
Omega Ratio Rank
The Calmar Ratio Rank of EUDG is 6060
Calmar Ratio Rank
The Martin Ratio Rank of EUDG is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current VOO Sharpe Ratio is 0.52, which is higher than the EUDG Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of VOO and EUDG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VOO vs. EUDG - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.34%, less than EUDG's 2.13% yield.


TTM20242023202220212020201920182017201620152014
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
EUDG
WisdomTree Europe Quality Dividend Growth Fund
2.13%2.41%2.14%3.08%2.98%1.87%2.30%3.00%1.55%2.49%2.11%0.97%

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.


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Volatility

VOO vs. EUDG - Volatility Comparison


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