PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MOTG vs. MOTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MOTG and MOTI is 0.81, 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.


-0.50.00.51.00.8

Performance

MOTG vs. MOTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Morningstar Global Wide Moat ETF (MOTG) and VanEck Vectors Morningstar International Moat ETF (MOTI). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%70.00%80.00%90.00%JulyAugustSeptemberOctoberNovemberDecember
76.98%
28.31%
MOTG
MOTI

Key characteristics

Sharpe Ratio

MOTG:

0.98

MOTI:

0.24

Sortino Ratio

MOTG:

1.40

MOTI:

0.45

Omega Ratio

MOTG:

1.17

MOTI:

1.05

Calmar Ratio

MOTG:

1.70

MOTI:

0.28

Martin Ratio

MOTG:

4.99

MOTI:

0.76

Ulcer Index

MOTG:

2.28%

MOTI:

5.25%

Daily Std Dev

MOTG:

11.66%

MOTI:

16.63%

Max Drawdown

MOTG:

-31.82%

MOTI:

-36.70%

Current Drawdown

MOTG:

-5.73%

MOTI:

-12.13%

Returns By Period

In the year-to-date period, MOTG achieves a 9.51% return, which is significantly higher than MOTI's 1.83% return.


MOTG

YTD

9.51%

1M

-0.83%

6M

6.76%

1Y

10.62%

5Y*

7.52%

10Y*

N/A

MOTI

YTD

1.83%

1M

-1.09%

6M

-1.06%

1Y

2.89%

5Y*

2.41%

10Y*

N/A

Compare stocks, funds, or ETFs

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


MOTG vs. MOTI - Expense Ratio Comparison

MOTG has a 0.52% expense ratio, which is lower than MOTI's 0.57% expense ratio.


MOTI
VanEck Vectors Morningstar International Moat ETF
Expense ratio chart for MOTI: current value at 0.57% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.57%
Expense ratio chart for MOTG: current value at 0.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.52%

Risk-Adjusted Performance

MOTG vs. MOTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar Global Wide Moat ETF (MOTG) and VanEck Vectors Morningstar International Moat ETF (MOTI). 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 MOTG, currently valued at 0.98, compared to the broader market0.002.004.000.980.24
The chart of Sortino ratio for MOTG, currently valued at 1.40, compared to the broader market-2.000.002.004.006.008.0010.001.400.45
The chart of Omega ratio for MOTG, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.05
The chart of Calmar ratio for MOTG, currently valued at 1.70, compared to the broader market0.005.0010.0015.001.700.28
The chart of Martin ratio for MOTG, currently valued at 4.99, compared to the broader market0.0020.0040.0060.0080.00100.004.990.76
MOTG
MOTI

The current MOTG Sharpe Ratio is 0.98, which is higher than the MOTI Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of MOTG and MOTI, 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.98
0.24
MOTG
MOTI

Dividends

MOTG vs. MOTI - Dividend Comparison

Neither MOTG nor MOTI has paid dividends to shareholders.


TTM202320222021202020192018201720162015
MOTG
VanEck Morningstar Global Wide Moat ETF
0.00%1.86%3.64%5.88%2.96%2.35%0.45%0.00%0.00%0.00%
MOTI
VanEck Vectors Morningstar International Moat ETF
0.00%2.34%3.27%4.67%2.14%3.90%3.73%5.86%1.33%0.84%

Drawdowns

MOTG vs. MOTI - Drawdown Comparison

The maximum MOTG drawdown since its inception was -31.82%, smaller than the maximum MOTI drawdown of -36.70%. Use the drawdown chart below to compare losses from any high point for MOTG and MOTI. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.73%
-12.13%
MOTG
MOTI

Volatility

MOTG vs. MOTI - Volatility Comparison

The current volatility for VanEck Morningstar Global Wide Moat ETF (MOTG) is 3.15%, while VanEck Vectors Morningstar International Moat ETF (MOTI) has a volatility of 4.26%. This indicates that MOTG experiences smaller price fluctuations and is considered to be less risky than MOTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.15%
4.26%
MOTG
MOTI
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab