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EUSA vs. VIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

EUSA vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Equal Weighted ETF (EUSA) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.12%
11.90%
EUSA
VIG

Returns By Period

The year-to-date returns for both stocks are quite close, with EUSA having a 20.04% return and VIG slightly lower at 19.54%. Over the past 10 years, EUSA has underperformed VIG with an annualized return of 10.42%, while VIG has yielded a comparatively higher 11.65% annualized return.


EUSA

YTD

20.04%

1M

4.09%

6M

14.12%

1Y

30.83%

5Y (annualized)

11.90%

10Y (annualized)

10.42%

VIG

YTD

19.54%

1M

0.68%

6M

11.90%

1Y

25.17%

5Y (annualized)

12.78%

10Y (annualized)

11.65%

Key characteristics


EUSAVIG
Sharpe Ratio2.592.57
Sortino Ratio3.553.62
Omega Ratio1.451.47
Calmar Ratio2.745.06
Martin Ratio14.7116.59
Ulcer Index2.14%1.55%
Daily Std Dev12.13%9.99%
Max Drawdown-39.16%-46.81%
Current Drawdown0.00%-1.02%

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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%.


EUSA
iShares MSCI USA Equal Weighted ETF
Expense ratio chart for EUSA: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Correlation

-0.50.00.51.00.8

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.

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.


Sharpe ratio
The chart of Sharpe ratio for EUSA, currently valued at 2.59, compared to the broader market0.002.004.002.592.57
The chart of Sortino ratio for EUSA, currently valued at 3.55, compared to the broader market-2.000.002.004.006.008.0010.0012.003.553.62
The chart of Omega ratio for EUSA, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.001.451.47
The chart of Calmar ratio for EUSA, currently valued at 2.74, compared to the broader market0.005.0010.0015.002.745.06
The chart of Martin ratio for EUSA, currently valued at 14.71, compared to the broader market0.0020.0040.0060.0080.00100.0014.7116.59
EUSA
VIG

The current EUSA Sharpe Ratio is 2.59, which is comparable to the VIG Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of EUSA and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.59
2.57
EUSA
VIG

Dividends

EUSA vs. VIG - Dividend Comparison

EUSA's dividend yield for the trailing twelve months is around 1.39%, less than VIG's 1.70% yield.


TTM20232022202120202019201820172016201520142013
EUSA
iShares MSCI USA Equal Weighted ETF
1.39%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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-1.02%
EUSA
VIG

Volatility

EUSA vs. VIG - Volatility Comparison

iShares MSCI USA Equal Weighted ETF (EUSA) and Vanguard Dividend Appreciation ETF (VIG) have volatilities of 3.84% and 3.70%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.84%
3.70%
EUSA
VIG