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HAP vs. MOAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HAP and MOAT is 0.70, 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

HAP vs. MOAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Natural Resources ETF (HAP) and VanEck Vectors Morningstar Wide Moat ETF (MOAT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HAP:

-0.04

MOAT:

0.10

Sortino Ratio

HAP:

-0.12

MOAT:

0.14

Omega Ratio

HAP:

0.98

MOAT:

1.02

Calmar Ratio

HAP:

-0.19

MOAT:

0.00

Martin Ratio

HAP:

-0.54

MOAT:

0.00

Ulcer Index

HAP:

6.05%

MOAT:

6.07%

Daily Std Dev

HAP:

18.32%

MOAT:

18.89%

Max Drawdown

HAP:

-50.73%

MOAT:

-33.31%

Current Drawdown

HAP:

-3.56%

MOAT:

-9.42%

Returns By Period

In the year-to-date period, HAP achieves a 10.04% return, which is significantly higher than MOAT's -4.85% return. Over the past 10 years, HAP has underperformed MOAT with an annualized return of 6.44%, while MOAT has yielded a comparatively higher 12.42% annualized return.


HAP

YTD

10.04%

1M

4.54%

6M

1.35%

1Y

-0.71%

3Y*

1.89%

5Y*

15.01%

10Y*

6.44%

MOAT

YTD

-4.85%

1M

6.47%

6M

-8.23%

1Y

1.85%

3Y*

11.17%

5Y*

13.31%

10Y*

12.42%

*Annualized

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HAP vs. MOAT - Expense Ratio Comparison

HAP has a 0.50% expense ratio, which is higher than MOAT's 0.48% expense ratio.


Risk-Adjusted Performance

HAP vs. MOAT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HAP
The Risk-Adjusted Performance Rank of HAP is 1212
Overall Rank
The Sharpe Ratio Rank of HAP is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of HAP is 1212
Sortino Ratio Rank
The Omega Ratio Rank of HAP is 1111
Omega Ratio Rank
The Calmar Ratio Rank of HAP is 99
Calmar Ratio Rank
The Martin Ratio Rank of HAP is 1111
Martin Ratio Rank

MOAT
The Risk-Adjusted Performance Rank of MOAT is 1919
Overall Rank
The Sharpe Ratio Rank of MOAT is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of MOAT is 1818
Sortino Ratio Rank
The Omega Ratio Rank of MOAT is 1919
Omega Ratio Rank
The Calmar Ratio Rank of MOAT is 1818
Calmar Ratio Rank
The Martin Ratio Rank of MOAT is 1818
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HAP vs. MOAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Natural Resources ETF (HAP) and VanEck Vectors Morningstar Wide Moat ETF (MOAT). 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.


The current HAP Sharpe Ratio is -0.04, which is lower than the MOAT Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of HAP and MOAT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

HAP vs. MOAT - Dividend Comparison

HAP's dividend yield for the trailing twelve months is around 2.41%, more than MOAT's 1.44% yield.


TTM20242023202220212020201920182017201620152014
HAP
VanEck Vectors Natural Resources ETF
2.41%2.65%3.27%3.28%2.16%2.45%2.69%2.85%2.02%1.99%3.00%2.51%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
1.44%1.37%0.86%1.25%1.08%1.45%1.31%1.79%1.07%1.17%2.13%1.34%

Drawdowns

HAP vs. MOAT - Drawdown Comparison

The maximum HAP drawdown since its inception was -50.73%, which is greater than MOAT's maximum drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for HAP and MOAT. For additional features, visit the drawdowns tool.


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Volatility

HAP vs. MOAT - Volatility Comparison

The current volatility for VanEck Vectors Natural Resources ETF (HAP) is 3.42%, while VanEck Vectors Morningstar Wide Moat ETF (MOAT) has a volatility of 5.69%. This indicates that HAP experiences smaller price fluctuations and is considered to be less risky than MOAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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