EUSA vs. VIG
Compare and contrast key facts about iShares MSCI USA Equal Weighted ETF (EUSA) and Vanguard Dividend Appreciation ETF (VIG).
EUSA and VIG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUSA is a passively managed fund by iShares that tracks the performance of the MSCI USA Index. It was launched on May 5, 2010. VIG is a passively managed fund by Vanguard that tracks the performance of the NASDAQ US Dividend Achievers Select Index. It was launched on Apr 21, 2006. Both EUSA and VIG 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: EUSA or VIG.
Key characteristics
| EUSA | VIG | |
|---|---|---|
| YTD Return | 19.24% | 19.91% |
| 1Y Return | 31.72% | 27.18% |
| 3Y Return (Ann) | 4.93% | 8.47% |
| 5Y Return (Ann) | 11.71% | 12.77% |
| 10Y Return (Ann) | 10.54% | 11.90% |
| Sharpe Ratio | 2.89 | 2.93 |
| Sortino Ratio | 3.99 | 4.12 |
| Omega Ratio | 1.51 | 1.55 |
| Calmar Ratio | 2.82 | 5.76 |
| Martin Ratio | 16.78 | 19.21 |
| Ulcer Index | 2.13% | 1.52% |
| Daily Std Dev | 12.35% | 9.98% |
| Max Drawdown | -39.16% | -46.81% |
| Current Drawdown | -0.66% | -0.72% |
Correlation
The correlation between EUSA and VIG is 0.79, 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
EUSA vs. VIG - Performance Comparison
The year-to-date returns for both investments are quite close, with EUSA having a 19.24% return and VIG slightly higher at 19.91%. Over the past 10 years, EUSA has underperformed VIG with an annualized return of 10.54%, while VIG has yielded a comparatively higher 11.90% annualized 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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EUSA vs. VIG - Expense Ratio Comparison
EUSA has a 0.15% expense ratio, which is higher than VIG's 0.06% 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%.
Risk-Adjusted Performance
EUSA vs. VIG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Equal Weighted ETF (EUSA) and Vanguard Dividend Appreciation ETF (VIG). 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
EUSA vs. VIG - Dividend Comparison
EUSA's dividend yield for the trailing twelve months is around 1.40%, less than VIG's 1.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUSA iShares MSCI USA Equal Weighted ETF | 1.40% | 1.53% | 1.73% | 1.23% | 1.45% | 1.49% | 2.01% | 1.50% | 1.59% | 2.21% | 1.91% | 1.97% |
VIG Vanguard Dividend Appreciation ETF | 1.70% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
Drawdowns
EUSA vs. VIG - Drawdown Comparison
The maximum EUSA drawdown since its inception was -39.16%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for EUSA and VIG. For additional features, visit the drawdowns tool.
Volatility
EUSA vs. VIG - Volatility Comparison
iShares MSCI USA Equal Weighted ETF (EUSA) and Vanguard Dividend Appreciation ETF (VIG) have volatilities of 3.63% and 3.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.