IS04.DE vs. VOO
Compare and contrast key facts about iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE) and Vanguard S&P 500 ETF (VOO).
IS04.DE and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IS04.DE is a passively managed fund by iShares that tracks the performance of the ICE US Treasury 20+ Year. It was launched on Jan 20, 2015. 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 IS04.DE 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: IS04.DE or VOO.
Key characteristics
| IS04.DE | VOO | |
|---|---|---|
| YTD Return | -0.76% | 26.59% |
| 1Y Return | 8.45% | 38.23% |
| 3Y Return (Ann) | -9.94% | 9.99% |
| 5Y Return (Ann) | -4.26% | 15.91% |
| Sharpe Ratio | 0.65 | 3.11 |
| Sortino Ratio | 1.04 | 4.14 |
| Omega Ratio | 1.12 | 1.58 |
| Calmar Ratio | 0.19 | 4.54 |
| Martin Ratio | 1.92 | 20.72 |
| Ulcer Index | 4.42% | 1.85% |
| Daily Std Dev | 12.97% | 12.33% |
| Max Drawdown | -45.95% | -33.99% |
| Current Drawdown | -38.20% | 0.00% |
Correlation
The correlation between IS04.DE and VOO is -0.08. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
IS04.DE vs. VOO - Performance Comparison
In the year-to-date period, IS04.DE achieves a -0.76% return, which is significantly lower than VOO's 26.59% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IS04.DE vs. VOO - Expense Ratio Comparison
IS04.DE has a 0.07% 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%.
Risk-Adjusted Performance
IS04.DE vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE) 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
IS04.DE vs. VOO - Dividend Comparison
IS04.DE's dividend yield for the trailing twelve months is around 4.24%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS04.DE iShares USD Treasury Bond 20+yr UCITS ETF (Dist) | 4.24% | 3.82% | 3.04% | 1.71% | 1.86% | 2.49% | 2.79% | 2.72% | 2.56% | 2.14% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
IS04.DE vs. VOO - Drawdown Comparison
The maximum IS04.DE drawdown since its inception was -45.95%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IS04.DE and VOO. For additional features, visit the drawdowns tool.
Volatility
IS04.DE vs. VOO - Volatility Comparison
iShares USD Treasury Bond 20+yr UCITS ETF (Dist) (IS04.DE) has a higher volatility of 4.93% compared to Vanguard S&P 500 ETF (VOO) at 3.94%. This indicates that IS04.DE'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.