EUSA vs. VOO
Compare and contrast key facts about iShares MSCI USA Equal Weighted ETF (EUSA) and Vanguard S&P 500 ETF (VOO).
EUSA and VOO 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. 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. Both EUSA and VOO 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 VOO.
Performance
EUSA vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, EUSA achieves a 20.04% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, EUSA has underperformed VOO with an annualized return of 10.42%, while VOO has yielded a comparatively higher 13.18% annualized return.
EUSA
20.04%
4.09%
14.12%
30.83%
11.90%
10.42%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| EUSA | VOO | |
|---|---|---|
| Sharpe Ratio | 2.59 | 2.70 |
| Sortino Ratio | 3.55 | 3.60 |
| Omega Ratio | 1.45 | 1.50 |
| Calmar Ratio | 2.74 | 3.90 |
| Martin Ratio | 14.71 | 17.65 |
| Ulcer Index | 2.14% | 1.86% |
| Daily Std Dev | 12.13% | 12.19% |
| Max Drawdown | -39.16% | -33.99% |
| Current Drawdown | 0.00% | -0.86% |
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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%.
Correlation
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.
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.
Dividends
EUSA vs. VOO - Dividend Comparison
EUSA's dividend yield for the trailing twelve months is around 1.39%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.24% | 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.
Volatility
EUSA vs. VOO - Volatility Comparison
iShares MSCI USA Equal Weighted ETF (EUSA) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.84% and 3.99%, 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.