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

Correlation

The correlation between MOO and PHO is 0.74, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

MOO vs. PHO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Agribusiness ETF (MOO) and Invesco Water Resources ETF (PHO). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
123.88%
239.40%
MOO
PHO

Key characteristics

Sharpe Ratio

MOO:

-0.13

PHO:

-0.03

Sortino Ratio

MOO:

-0.07

PHO:

0.09

Omega Ratio

MOO:

0.99

PHO:

1.01

Calmar Ratio

MOO:

-0.06

PHO:

-0.03

Martin Ratio

MOO:

-0.36

PHO:

-0.09

Ulcer Index

MOO:

6.41%

PHO:

6.03%

Daily Std Dev

MOO:

17.39%

PHO:

18.59%

Max Drawdown

MOO:

-69.53%

PHO:

-55.63%

Current Drawdown

MOO:

-31.69%

PHO:

-10.66%

Returns By Period

In the year-to-date period, MOO achieves a 5.39% return, which is significantly higher than PHO's -2.18% return. Over the past 10 years, MOO has underperformed PHO with an annualized return of 4.20%, while PHO has yielded a comparatively higher 10.26% annualized return.


MOO

YTD

5.39%

1M

-0.41%

6M

-2.55%

1Y

-1.80%

5Y*

7.03%

10Y*

4.20%

PHO

YTD

-2.18%

1M

-1.65%

6M

-6.08%

1Y

-0.05%

5Y*

14.50%

10Y*

10.26%

*Annualized

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MOO vs. PHO - Expense Ratio Comparison

MOO has a 0.54% expense ratio, which is lower than PHO's 0.60% expense ratio.


Expense ratio chart for PHO: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PHO: 0.60%
Expense ratio chart for MOO: current value is 0.54%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MOO: 0.54%

Risk-Adjusted Performance

MOO vs. PHO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MOO
The Risk-Adjusted Performance Rank of MOO is 1313
Overall Rank
The Sharpe Ratio Rank of MOO is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of MOO is 1212
Sortino Ratio Rank
The Omega Ratio Rank of MOO is 1212
Omega Ratio Rank
The Calmar Ratio Rank of MOO is 1515
Calmar Ratio Rank
The Martin Ratio Rank of MOO is 1313
Martin Ratio Rank

PHO
The Risk-Adjusted Performance Rank of PHO is 1717
Overall Rank
The Sharpe Ratio Rank of PHO is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of PHO is 1717
Sortino Ratio Rank
The Omega Ratio Rank of PHO is 1717
Omega Ratio Rank
The Calmar Ratio Rank of PHO is 1717
Calmar Ratio Rank
The Martin Ratio Rank of PHO is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MOO vs. PHO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Agribusiness ETF (MOO) and Invesco Water Resources ETF (PHO). 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.


The chart of Sharpe ratio for MOO, currently valued at -0.13, compared to the broader market-1.000.001.002.003.004.00
MOO: -0.13
PHO: -0.03
The chart of Sortino ratio for MOO, currently valued at -0.07, compared to the broader market-2.000.002.004.006.008.00
MOO: -0.07
PHO: 0.09
The chart of Omega ratio for MOO, currently valued at 0.99, compared to the broader market0.501.001.502.002.50
MOO: 0.99
PHO: 1.01
The chart of Calmar ratio for MOO, currently valued at -0.06, compared to the broader market0.002.004.006.008.0010.0012.00
MOO: -0.06
PHO: -0.03
The chart of Martin ratio for MOO, currently valued at -0.36, compared to the broader market0.0020.0040.0060.00
MOO: -0.36
PHO: -0.09

The current MOO Sharpe Ratio is -0.13, which is lower than the PHO Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of MOO and PHO, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.13
-0.03
MOO
PHO

Dividends

MOO vs. PHO - Dividend Comparison

MOO's dividend yield for the trailing twelve months is around 3.24%, more than PHO's 0.52% yield.


TTM20242023202220212020201920182017201620152014
MOO
VanEck Vectors Agribusiness ETF
3.24%3.41%2.93%2.15%1.17%1.10%1.32%1.69%1.44%2.14%2.89%3.21%
PHO
Invesco Water Resources ETF
0.52%0.45%0.59%0.49%0.20%0.39%0.43%0.46%0.34%0.47%0.75%0.59%

Drawdowns

MOO vs. PHO - Drawdown Comparison

The maximum MOO drawdown since its inception was -69.53%, which is greater than PHO's maximum drawdown of -55.63%. Use the drawdown chart below to compare losses from any high point for MOO and PHO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-31.69%
-10.66%
MOO
PHO

Volatility

MOO vs. PHO - Volatility Comparison

VanEck Vectors Agribusiness ETF (MOO) and Invesco Water Resources ETF (PHO) have volatilities of 11.01% and 11.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.01%
11.35%
MOO
PHO