GEQT.TO vs. VTV
Compare and contrast key facts about iShares ESG Equity ETF Portfolio (GEQT.TO) and Vanguard Value ETF (VTV).
GEQT.TO and VTV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GEQT.TO is an actively managed fund by iShares. It was launched on Sep 2, 2020. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GEQT.TO or VTV.
Key characteristics
| GEQT.TO | VTV | |
|---|---|---|
| YTD Return | 27.83% | 21.01% |
| 1Y Return | 38.34% | 32.68% |
| 3Y Return (Ann) | 10.14% | 9.75% |
| Sharpe Ratio | 3.33 | 3.13 |
| Sortino Ratio | 4.53 | 4.42 |
| Omega Ratio | 1.66 | 1.58 |
| Calmar Ratio | 5.80 | 4.70 |
| Martin Ratio | 26.54 | 20.48 |
| Ulcer Index | 1.45% | 1.58% |
| Daily Std Dev | 11.60% | 10.32% |
| Max Drawdown | -23.64% | -59.27% |
| Current Drawdown | 0.00% | -0.30% |
Correlation
The correlation between GEQT.TO and VTV 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
GEQT.TO vs. VTV - Performance Comparison
In the year-to-date period, GEQT.TO achieves a 27.83% return, which is significantly higher than VTV's 21.01% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GEQT.TO vs. VTV - Expense Ratio Comparison
GEQT.TO has a 0.25% expense ratio, which is higher than VTV's 0.04% 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%.
Risk-Adjusted Performance
GEQT.TO vs. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Equity ETF Portfolio (GEQT.TO) and Vanguard Value ETF (VTV). 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
GEQT.TO vs. VTV - Dividend Comparison
GEQT.TO's dividend yield for the trailing twelve months is around 1.34%, less than VTV's 2.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GEQT.TO iShares ESG Equity ETF Portfolio | 1.34% | 1.58% | 1.82% | 1.32% | 0.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTV Vanguard Value ETF | 2.23% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
GEQT.TO vs. VTV - Drawdown Comparison
The maximum GEQT.TO drawdown since its inception was -23.64%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for GEQT.TO and VTV. For additional features, visit the drawdowns tool.
Volatility
GEQT.TO vs. VTV - Volatility Comparison
The current volatility for iShares ESG Equity ETF Portfolio (GEQT.TO) is 3.52%, while Vanguard Value ETF (VTV) has a volatility of 3.75%. This indicates that GEQT.TO experiences smaller price fluctuations and is considered to be less risky than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.