NZUS vs. VOO
Compare and contrast key facts about SPDR MSCI USA Climate Paris Aligned ETF (NZUS) and Vanguard S&P 500 ETF (VOO).
NZUS and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NZUS is a passively managed fund by State Street that tracks the performance of the MSCI USA Climate Paris Aligned Index. It was launched on Apr 21, 2022. 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 NZUS 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.
Performance
NZUS vs. VOO - Performance Comparison
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NZUS vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
NZUS SPDR MSCI USA Climate Paris Aligned ETF | -8.31% | 13.95% | 24.34% | 29.16% | -14.34% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -11.57% |
Returns By Period
In the year-to-date period, NZUS achieves a -8.31% return, which is significantly lower than VOO's -4.42% return.
NZUS
- 1D
- 3.30%
- 1M
- -4.09%
- YTD
- -8.31%
- 6M
- -6.15%
- 1Y
- 12.87%
- 3Y*
- 15.43%
- 5Y*
- —
- 10Y*
- —
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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NZUS vs. VOO - Expense Ratio Comparison
NZUS has a 0.10% 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%.
Return for Risk
NZUS vs. VOO — Risk / Return Rank
NZUS
VOO
NZUS vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI USA Climate Paris Aligned ETF (NZUS) 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.
| NZUS | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.98 | -0.32 |
Sortino ratioReturn per unit of downside risk | 1.10 | 1.50 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.09 | 1.53 | -0.45 |
Martin ratioReturn relative to average drawdown | 3.76 | 7.29 | -3.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NZUS | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.98 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.70 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.83 | -0.32 |
Correlation
The correlation between NZUS and VOO is 0.98, 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.
Dividends
NZUS vs. VOO - Dividend Comparison
NZUS's dividend yield for the trailing twelve months is around 0.98%, less than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NZUS SPDR MSCI USA Climate Paris Aligned ETF | 0.98% | 0.89% | 5.49% | 1.07% | 1.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
NZUS vs. VOO - Drawdown Comparison
The maximum NZUS drawdown since its inception was -20.99%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NZUS and VOO.
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Drawdown Indicators
| NZUS | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.99% | -33.99% | +13.00% |
Max Drawdown (1Y)Largest decline over 1 year | -12.44% | -11.98% | -0.46% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -9.54% | -6.29% | -3.25% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -3.72% | -1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 2.52% | +1.07% |
Volatility
NZUS vs. VOO - Volatility Comparison
SPDR MSCI USA Climate Paris Aligned ETF (NZUS) has a higher volatility of 5.76% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that NZUS'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.
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Volatility by Period
| NZUS | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 5.29% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 10.42% | 9.44% | +0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.57% | 18.10% | +1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.78% | 16.82% | +1.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.78% | 17.99% | +0.79% |