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EWC vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWC and VOOG is 0.66, 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.


-0.50.00.51.00.7

Performance

EWC vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Canada ETF (EWC) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
101.28%
774.07%
EWC
VOOG

Key characteristics

Sharpe Ratio

EWC:

1.08

VOOG:

2.24

Sortino Ratio

EWC:

1.53

VOOG:

2.88

Omega Ratio

EWC:

1.19

VOOG:

1.41

Calmar Ratio

EWC:

1.58

VOOG:

3.05

Martin Ratio

EWC:

6.96

VOOG:

12.09

Ulcer Index

EWC:

2.09%

VOOG:

3.24%

Daily Std Dev

EWC:

13.40%

VOOG:

17.50%

Max Drawdown

EWC:

-60.75%

VOOG:

-32.73%

Current Drawdown

EWC:

-6.51%

VOOG:

-2.43%

Returns By Period

In the year-to-date period, EWC achieves a 11.35% return, which is significantly lower than VOOG's 37.61% return. Over the past 10 years, EWC has underperformed VOOG with an annualized return of 5.62%, while VOOG has yielded a comparatively higher 15.20% annualized return.


EWC

YTD

11.35%

1M

-4.14%

6M

10.89%

1Y

12.95%

5Y*

8.50%

10Y*

5.62%

VOOG

YTD

37.61%

1M

3.33%

6M

11.61%

1Y

37.72%

5Y*

17.40%

10Y*

15.20%

Compare stocks, funds, or ETFs

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


EWC vs. VOOG - Expense Ratio Comparison

EWC has a 0.49% expense ratio, which is higher than VOOG's 0.10% expense ratio.


EWC
iShares MSCI Canada ETF
Expense ratio chart for EWC: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

EWC vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Canada ETF (EWC) and Vanguard S&P 500 Growth ETF (VOOG). 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 EWC, currently valued at 1.08, compared to the broader market0.002.004.001.082.24
The chart of Sortino ratio for EWC, currently valued at 1.53, compared to the broader market-2.000.002.004.006.008.0010.001.532.88
The chart of Omega ratio for EWC, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.41
The chart of Calmar ratio for EWC, currently valued at 1.58, compared to the broader market0.005.0010.0015.001.583.05
The chart of Martin ratio for EWC, currently valued at 6.96, compared to the broader market0.0020.0040.0060.0080.00100.006.9612.09
EWC
VOOG

The current EWC Sharpe Ratio is 1.08, which is lower than the VOOG Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of EWC and VOOG, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.08
2.24
EWC
VOOG

Dividends

EWC vs. VOOG - Dividend Comparison

EWC's dividend yield for the trailing twelve months is around 2.25%, more than VOOG's 0.34% yield.


TTM20232022202120202019201820172016201520142013
EWC
iShares MSCI Canada ETF
2.25%2.27%2.34%1.85%2.09%2.16%2.65%1.97%1.75%2.34%2.15%2.37%
VOOG
Vanguard S&P 500 Growth ETF
0.34%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%

Drawdowns

EWC vs. VOOG - Drawdown Comparison

The maximum EWC drawdown since its inception was -60.75%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for EWC and VOOG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.51%
-2.43%
EWC
VOOG

Volatility

EWC vs. VOOG - Volatility Comparison

The current volatility for iShares MSCI Canada ETF (EWC) is 4.32%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 4.77%. This indicates that EWC experiences smaller price fluctuations and is considered to be less risky than VOOG 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%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.32%
4.77%
EWC
VOOG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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