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IDAT vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IDAT and VOO is 0.86, 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.


-0.50.00.51.00.9

Performance

IDAT vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Cloud 5G and Tech ETF (IDAT) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
33.65%
45.95%
IDAT
VOO

Key characteristics

Sharpe Ratio

IDAT:

1.07

VOO:

2.04

Sortino Ratio

IDAT:

1.51

VOO:

2.72

Omega Ratio

IDAT:

1.19

VOO:

1.38

Calmar Ratio

IDAT:

1.48

VOO:

3.02

Martin Ratio

IDAT:

4.69

VOO:

13.60

Ulcer Index

IDAT:

4.76%

VOO:

1.88%

Daily Std Dev

IDAT:

20.90%

VOO:

12.52%

Max Drawdown

IDAT:

-38.40%

VOO:

-33.99%

Current Drawdown

IDAT:

-4.60%

VOO:

-3.52%

Returns By Period

In the year-to-date period, IDAT achieves a 20.26% return, which is significantly lower than VOO's 24.65% return.


IDAT

YTD

20.26%

1M

5.69%

6M

3.83%

1Y

21.86%

5Y*

N/A

10Y*

N/A

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

Compare stocks, funds, or ETFs

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


IDAT vs. VOO - Expense Ratio Comparison

IDAT has a 0.47% expense ratio, which is higher than VOO's 0.03% expense ratio.


IDAT
iShares Cloud 5G and Tech ETF
Expense ratio chart for IDAT: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

IDAT vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Cloud 5G and Tech ETF (IDAT) 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.


Sharpe ratio
The chart of Sharpe ratio for IDAT, currently valued at 1.07, compared to the broader market0.002.004.001.072.04
The chart of Sortino ratio for IDAT, currently valued at 1.51, compared to the broader market-2.000.002.004.006.008.0010.001.512.72
The chart of Omega ratio for IDAT, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.38
The chart of Calmar ratio for IDAT, currently valued at 1.48, compared to the broader market0.005.0010.0015.001.483.02
The chart of Martin ratio for IDAT, currently valued at 4.69, compared to the broader market0.0020.0040.0060.0080.00100.004.6913.60
IDAT
VOO

The current IDAT Sharpe Ratio is 1.07, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of IDAT and VOO, 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.07
2.04
IDAT
VOO

Dividends

IDAT vs. VOO - Dividend Comparison

IDAT's dividend yield for the trailing twelve months is around 1.13%, less than VOO's 1.26% yield.


TTM20232022202120202019201820172016201520142013
IDAT
iShares Cloud 5G and Tech ETF
1.13%0.68%0.85%0.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

IDAT vs. VOO - Drawdown Comparison

The maximum IDAT drawdown since its inception was -38.40%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IDAT and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.60%
-3.52%
IDAT
VOO

Volatility

IDAT vs. VOO - Volatility Comparison

iShares Cloud 5G and Tech ETF (IDAT) has a higher volatility of 6.71% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. This indicates that IDAT's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.71%
3.58%
IDAT
VOO
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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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