IEUR vs. VOO
Compare and contrast key facts about iShares Core MSCI Europe ETF (IEUR) and Vanguard S&P 500 ETF (VOO).
IEUR and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEUR is a passively managed fund by iShares that tracks the performance of the MSCI Europe Investable Market Index. It was launched on Jun 10, 2014. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both IEUR and VOO 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: IEUR or VOO.
Performance
IEUR vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, IEUR achieves a 2.86% return, which is significantly lower than VOO's 25.02% return. Over the past 10 years, IEUR has underperformed VOO with an annualized return of 5.07%, while VOO has yielded a comparatively higher 13.11% annualized return.
IEUR
2.86%
-6.84%
-5.92%
9.71%
6.04%
5.07%
VOO
25.02%
0.63%
11.74%
32.35%
15.50%
13.11%
Key characteristics
| IEUR | VOO | |
|---|---|---|
| Sharpe Ratio | 0.85 | 2.67 |
| Sortino Ratio | 1.24 | 3.56 |
| Omega Ratio | 1.15 | 1.50 |
| Calmar Ratio | 1.10 | 3.85 |
| Martin Ratio | 3.84 | 17.51 |
| Ulcer Index | 2.93% | 1.86% |
| Daily Std Dev | 13.14% | 12.23% |
| Max Drawdown | -36.96% | -33.99% |
| Current Drawdown | -9.84% | -1.76% |
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IEUR vs. VOO - Expense Ratio Comparison
IEUR has a 0.09% expense ratio, which is higher than VOO's 0.03% 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%.
Correlation
The correlation between IEUR and VOO is 0.76, 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.
Risk-Adjusted Performance
IEUR vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Europe ETF (IEUR) 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.
Dividends
IEUR vs. VOO - Dividend Comparison
IEUR's dividend yield for the trailing twelve months is around 3.17%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEUR iShares Core MSCI Europe ETF | 3.17% | 3.17% | 3.05% | 2.87% | 2.13% | 3.26% | 3.76% | 2.64% | 3.19% | 2.79% | 0.64% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
IEUR vs. VOO - Drawdown Comparison
The maximum IEUR drawdown since its inception was -36.96%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IEUR and VOO. For additional features, visit the drawdowns tool.
Volatility
IEUR vs. VOO - Volatility Comparison
iShares Core MSCI Europe ETF (IEUR) has a higher volatility of 4.39% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that IEUR'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.