EWC vs. VOOG
Compare and contrast key facts about iShares MSCI Canada ETF (EWC) and Vanguard S&P 500 Growth ETF (VOOG).
EWC and VOOG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWC is a passively managed fund by iShares that tracks the performance of the MSCI Canada Index. It was launched on Mar 12, 1996. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010. Both EWC and VOOG 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: EWC or VOOG.
Key characteristics
| EWC | VOOG | |
|---|---|---|
| YTD Return | 15.22% | 35.27% |
| 1Y Return | 28.66% | 46.56% |
| 3Y Return (Ann) | 3.86% | 8.15% |
| 5Y Return (Ann) | 9.62% | 18.15% |
| 10Y Return (Ann) | 5.56% | 15.25% |
| Sharpe Ratio | 2.16 | 2.66 |
| Sortino Ratio | 2.95 | 3.40 |
| Omega Ratio | 1.38 | 1.49 |
| Calmar Ratio | 1.88 | 2.74 |
| Martin Ratio | 15.21 | 14.13 |
| Ulcer Index | 1.91% | 3.21% |
| Daily Std Dev | 13.51% | 17.04% |
| Max Drawdown | -60.75% | -32.73% |
| Current Drawdown | -0.69% | 0.00% |
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.
Performance
EWC vs. VOOG - Performance Comparison
In the year-to-date period, EWC achieves a 15.22% return, which is significantly lower than VOOG's 35.27% return. Over the past 10 years, EWC has underperformed VOOG with an annualized return of 5.56%, while VOOG has yielded a comparatively higher 15.25% 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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EWC vs. VOOG - Expense Ratio Comparison
EWC has a 0.49% expense ratio, which is higher than VOOG's 0.10% expense ratio.
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.
Dividends
EWC vs. VOOG - Dividend Comparison
EWC's dividend yield for the trailing twelve months is around 1.99%, more than VOOG's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWC iShares MSCI Canada ETF | 1.99% | 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 | 0.59% | 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.
Volatility
EWC vs. VOOG - Volatility Comparison
The current volatility for iShares MSCI Canada ETF (EWC) is 3.32%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.25%. 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.