IOO vs. MOAT
Compare and contrast key facts about iShares Global 100 ETF (IOO) and VanEck Vectors Morningstar Wide Moat ETF (MOAT).
IOO and MOAT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IOO is a passively managed fund by iShares that tracks the performance of the S&P Global 100 Index. It was launched on Dec 5, 2000. MOAT is a passively managed fund by VanEck that tracks the performance of the Morningstar Wide Moat Focus Index. It was launched on Apr 24, 2012. Both IOO and MOAT 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: IOO or MOAT.
Performance
IOO vs. MOAT - Performance Comparison
Returns By Period
In the year-to-date period, IOO achieves a 24.15% return, which is significantly higher than MOAT's 12.35% return. Over the past 10 years, IOO has underperformed MOAT with an annualized return of 11.99%, while MOAT has yielded a comparatively higher 12.96% annualized return.
IOO
24.15%
-1.45%
7.80%
28.46%
15.79%
11.99%
MOAT
12.35%
-1.70%
6.66%
23.80%
13.48%
12.96%
Key characteristics
| IOO | MOAT | |
|---|---|---|
| Sharpe Ratio | 2.05 | 2.01 |
| Sortino Ratio | 2.74 | 2.75 |
| Omega Ratio | 1.38 | 1.36 |
| Calmar Ratio | 2.51 | 3.54 |
| Martin Ratio | 10.37 | 10.39 |
| Ulcer Index | 2.69% | 2.28% |
| Daily Std Dev | 13.64% | 11.81% |
| Max Drawdown | -55.85% | -33.31% |
| Current Drawdown | -2.28% | -2.69% |
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IOO vs. MOAT - Expense Ratio Comparison
IOO has a 0.40% expense ratio, which is lower than MOAT's 0.48% expense ratio.
Correlation
The correlation between IOO and MOAT is 0.82, 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
IOO vs. MOAT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global 100 ETF (IOO) 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.
Dividends
IOO vs. MOAT - Dividend Comparison
IOO's dividend yield for the trailing twelve months is around 1.09%, more than MOAT's 0.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IOO iShares Global 100 ETF | 1.09% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% | 3.52% | 2.37% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.76% | 0.86% | 1.25% | 1.08% | 1.45% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
Drawdowns
IOO vs. MOAT - Drawdown Comparison
The maximum IOO drawdown since its inception was -55.85%, which is greater than MOAT's maximum drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for IOO and MOAT. For additional features, visit the drawdowns tool.
Volatility
IOO vs. MOAT - Volatility Comparison
iShares Global 100 ETF (IOO) has a higher volatility of 4.24% compared to VanEck Vectors Morningstar Wide Moat ETF (MOAT) at 3.30%. This indicates that IOO's price experiences larger fluctuations and is considered to be riskier than MOAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.