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

Key characteristics


EUSAVOO
YTD Return20.03%27.26%
1Y Return36.47%37.86%
3Y Return (Ann)5.18%10.35%
5Y Return (Ann)12.07%16.03%
10Y Return (Ann)10.62%13.45%
Sharpe Ratio3.083.25
Sortino Ratio4.234.31
Omega Ratio1.551.61
Calmar Ratio2.504.74
Martin Ratio17.9121.63
Ulcer Index2.13%1.85%
Daily Std Dev12.35%12.25%
Max Drawdown-39.16%-33.99%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.8

The correlation between EUSA and VOO is 0.83, 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. VOO - Performance Comparison

In the year-to-date period, EUSA achieves a 20.03% return, which is significantly lower than VOO's 27.26% return. Over the past 10 years, EUSA has underperformed VOO with an annualized return of 10.62%, while VOO has yielded a comparatively higher 13.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.75%
15.18%
EUSA
VOO

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EUSA vs. VOO - Expense Ratio Comparison

EUSA has a 0.15% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

EUSA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Equal Weighted ETF (EUSA) and Vanguard S&P 500 ETF (VOO). 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.


EUSA
Sharpe ratio
The chart of Sharpe ratio for EUSA, currently valued at 3.08, compared to the broader market-2.000.002.004.006.003.08
Sortino ratio
The chart of Sortino ratio for EUSA, currently valued at 4.23, compared to the broader market0.005.0010.004.23
Omega ratio
The chart of Omega ratio for EUSA, currently valued at 1.55, compared to the broader market1.001.502.002.503.001.55
Calmar ratio
The chart of Calmar ratio for EUSA, currently valued at 2.50, compared to the broader market0.005.0010.0015.002.50
Martin ratio
The chart of Martin ratio for EUSA, currently valued at 17.91, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.91
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 3.25, compared to the broader market-2.000.002.004.006.003.25
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 4.31, compared to the broader market0.005.0010.004.31
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.61, compared to the broader market1.001.502.002.503.001.61
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.74, compared to the broader market0.005.0010.0015.004.74
Martin ratio
The chart of Martin ratio for VOO, currently valued at 21.63, compared to the broader market0.0020.0040.0060.0080.00100.00120.0021.63

EUSA vs. VOO - Sharpe Ratio Comparison

The current EUSA Sharpe Ratio is 3.08, which is comparable to the VOO Sharpe Ratio of 3.25. The chart below compares the historical Sharpe Ratios of EUSA and VOO, 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 Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.08
3.25
EUSA
VOO

Dividends

EUSA vs. VOO - Dividend Comparison

EUSA's dividend yield for the trailing twelve months is around 1.39%, more than VOO's 1.23% 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%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

EUSA vs. VOO - Drawdown Comparison

The maximum EUSA drawdown since its inception was -39.16%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EUSA and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
EUSA
VOO

Volatility

EUSA vs. VOO - Volatility Comparison

The current volatility for iShares MSCI USA Equal Weighted ETF (EUSA) is 3.59%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.92%. This indicates that EUSA experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.59%
3.92%
EUSA
VOO