IEUS vs. VOO
Compare and contrast key facts about iShares MSCI Europe Small-Cap ETF (IEUS) and Vanguard S&P 500 ETF (VOO).
IEUS and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEUS is a passively managed fund by iShares that tracks the performance of the MSCI Europe Small Cap Index. It was launched on Nov 12, 2007. 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 IEUS 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: IEUS or VOO.
Performance
IEUS vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, IEUS achieves a -0.69% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, IEUS has underperformed VOO with an annualized return of 5.47%, while VOO has yielded a comparatively higher 13.12% annualized return.
IEUS
-0.69%
-7.36%
-6.35%
8.52%
3.42%
5.47%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| IEUS | VOO | |
|---|---|---|
| Sharpe Ratio | 0.64 | 2.64 |
| Sortino Ratio | 0.98 | 3.53 |
| Omega Ratio | 1.12 | 1.49 |
| Calmar Ratio | 0.39 | 3.81 |
| Martin Ratio | 3.02 | 17.34 |
| Ulcer Index | 3.49% | 1.86% |
| Daily Std Dev | 16.39% | 12.20% |
| Max Drawdown | -62.12% | -33.99% |
| Current Drawdown | -19.93% | -2.16% |
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IEUS vs. VOO - Expense Ratio Comparison
IEUS has a 0.40% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between IEUS and VOO is 0.68, 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.
Risk-Adjusted Performance
IEUS vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Small-Cap ETF (IEUS) 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
IEUS vs. VOO - Dividend Comparison
IEUS's dividend yield for the trailing twelve months is around 3.30%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEUS iShares MSCI Europe Small-Cap ETF | 3.30% | 2.97% | 3.00% | 2.63% | 1.21% | 4.03% | 3.20% | 2.13% | 2.48% | 2.06% | 2.38% | 2.50% |
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
IEUS vs. VOO - Drawdown Comparison
The maximum IEUS drawdown since its inception was -62.12%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IEUS and VOO. For additional features, visit the drawdowns tool.
Volatility
IEUS vs. VOO - Volatility Comparison
iShares MSCI Europe Small-Cap ETF (IEUS) has a higher volatility of 5.03% compared to Vanguard S&P 500 ETF (VOO) at 4.07%. This indicates that IEUS'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.