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MOTG vs. VEA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MOTG and VEA is 0.90, 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.


-0.50.00.51.00.9

Performance

MOTG vs. VEA - Performance Comparison

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

40.00%50.00%60.00%70.00%80.00%90.00%JulyAugustSeptemberOctoberNovemberDecember
76.98%
46.33%
MOTG
VEA

Key characteristics

Sharpe Ratio

MOTG:

0.98

VEA:

0.44

Sortino Ratio

MOTG:

1.40

VEA:

0.68

Omega Ratio

MOTG:

1.17

VEA:

1.08

Calmar Ratio

MOTG:

1.70

VEA:

0.62

Martin Ratio

MOTG:

4.99

VEA:

1.77

Ulcer Index

MOTG:

2.28%

VEA:

3.20%

Daily Std Dev

MOTG:

11.66%

VEA:

12.96%

Max Drawdown

MOTG:

-31.82%

VEA:

-60.70%

Current Drawdown

MOTG:

-5.73%

VEA:

-9.17%

Returns By Period

In the year-to-date period, MOTG achieves a 9.51% return, which is significantly higher than VEA's 2.90% return.


MOTG

YTD

9.51%

1M

-0.83%

6M

6.76%

1Y

10.62%

5Y*

7.52%

10Y*

N/A

VEA

YTD

2.90%

1M

-1.90%

6M

-1.75%

1Y

4.65%

5Y*

4.85%

10Y*

5.33%

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. VEA - Expense Ratio Comparison

MOTG has a 0.52% expense ratio, which is higher than VEA's 0.05% expense ratio.


MOTG
VanEck Morningstar Global Wide Moat ETF
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%
Expense ratio chart for VEA: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

MOTG vs. VEA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar Global Wide Moat ETF (MOTG) and Vanguard FTSE Developed Markets ETF (VEA). 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 market0.002.004.000.980.44
The chart of Sortino ratio for MOTG, currently valued at 1.40, compared to the broader market-2.000.002.004.006.008.0010.001.400.68
The chart of Omega ratio for MOTG, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.08
The chart of Calmar ratio for MOTG, currently valued at 1.70, compared to the broader market0.005.0010.0015.001.700.62
The chart of Martin ratio for MOTG, currently valued at 4.99, compared to the broader market0.0020.0040.0060.0080.00100.004.991.77
MOTG
VEA

The current MOTG Sharpe Ratio is 0.98, which is higher than the VEA Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of MOTG and VEA, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.98
0.44
MOTG
VEA

Dividends

MOTG vs. VEA - Dividend Comparison

MOTG has not paid dividends to shareholders, while VEA's dividend yield for the trailing twelve months is around 1.84%.


TTM20232022202120202019201820172016201520142013
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%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF
1.84%3.16%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%

Drawdowns

MOTG vs. VEA - Drawdown Comparison

The maximum MOTG drawdown since its inception was -31.82%, smaller than the maximum VEA drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for MOTG and VEA. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.73%
-9.17%
MOTG
VEA

Volatility

MOTG vs. VEA - Volatility Comparison

The current volatility for VanEck Morningstar Global Wide Moat ETF (MOTG) is 3.15%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 3.48%. This indicates that MOTG experiences smaller price fluctuations and is considered to be less risky than VEA 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%JulyAugustSeptemberOctoberNovemberDecember
3.15%
3.48%
MOTG
VEA
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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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