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MOO vs. DHS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MOO and DHS 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.


-0.50.00.51.00.7

Performance

MOO vs. DHS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Agribusiness ETF (MOO) and WisdomTree US High Dividend Fund (DHS). The values are adjusted to include any dividend payments, if applicable.

120.00%140.00%160.00%180.00%200.00%220.00%240.00%JulyAugustSeptemberOctoberNovemberDecember
112.67%
213.82%
MOO
DHS

Key characteristics

Sharpe Ratio

MOO:

-0.68

DHS:

1.46

Sortino Ratio

MOO:

-0.86

DHS:

2.08

Omega Ratio

MOO:

0.90

DHS:

1.26

Calmar Ratio

MOO:

-0.27

DHS:

2.41

Martin Ratio

MOO:

-1.70

DHS:

8.57

Ulcer Index

MOO:

5.64%

DHS:

2.09%

Daily Std Dev

MOO:

14.17%

DHS:

12.28%

Max Drawdown

MOO:

-69.53%

DHS:

-67.25%

Current Drawdown

MOO:

-35.10%

DHS:

-7.40%

Returns By Period

In the year-to-date period, MOO achieves a -12.31% return, which is significantly lower than DHS's 17.20% return. Over the past 10 years, MOO has underperformed DHS with an annualized return of 4.11%, while DHS has yielded a comparatively higher 8.07% annualized return.


MOO

YTD

-12.31%

1M

-4.60%

6M

-4.65%

1Y

-11.25%

5Y*

1.11%

10Y*

4.11%

DHS

YTD

17.20%

1M

-4.75%

6M

13.49%

1Y

16.85%

5Y*

7.98%

10Y*

8.07%

Compare stocks, funds, or ETFs

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


MOO vs. DHS - Expense Ratio Comparison

MOO has a 0.54% expense ratio, which is higher than DHS's 0.38% expense ratio.


MOO
VanEck Vectors Agribusiness ETF
Expense ratio chart for MOO: current value at 0.54% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.54%
Expense ratio chart for DHS: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%

Risk-Adjusted Performance

MOO vs. DHS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Agribusiness ETF (MOO) and WisdomTree US High Dividend Fund (DHS). 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 MOO, currently valued at -0.68, compared to the broader market0.002.004.00-0.681.46
The chart of Sortino ratio for MOO, currently valued at -0.86, compared to the broader market-2.000.002.004.006.008.0010.00-0.862.08
The chart of Omega ratio for MOO, currently valued at 0.90, compared to the broader market0.501.001.502.002.503.000.901.26
The chart of Calmar ratio for MOO, currently valued at -0.27, compared to the broader market0.005.0010.0015.00-0.272.41
The chart of Martin ratio for MOO, currently valued at -1.70, compared to the broader market0.0020.0040.0060.0080.00100.00-1.708.57
MOO
DHS

The current MOO Sharpe Ratio is -0.68, which is lower than the DHS Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of MOO and DHS, 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.68
1.46
MOO
DHS

Dividends

MOO vs. DHS - Dividend Comparison

MOO has not paid dividends to shareholders, while DHS's dividend yield for the trailing twelve months is around 3.78%.


TTM20232022202120202019201820172016201520142013
MOO
VanEck Vectors Agribusiness ETF
0.00%2.94%2.15%1.17%1.10%1.32%1.69%1.44%2.14%2.89%3.21%1.91%
DHS
WisdomTree US High Dividend Fund
3.78%4.31%3.42%3.29%4.14%3.69%3.75%3.00%3.25%3.53%2.91%3.19%

Drawdowns

MOO vs. DHS - Drawdown Comparison

The maximum MOO drawdown since its inception was -69.53%, roughly equal to the maximum DHS drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for MOO and DHS. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-35.10%
-7.40%
MOO
DHS

Volatility

MOO vs. DHS - Volatility Comparison

VanEck Vectors Agribusiness ETF (MOO) has a higher volatility of 4.57% compared to WisdomTree US High Dividend Fund (DHS) at 3.55%. This indicates that MOO's price experiences larger fluctuations and is considered to be riskier than DHS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
4.57%
3.55%
MOO
DHS
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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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