PortfoliosLab logo
PABD vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PABD and VOO is 0.67, 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.


Performance

PABD vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Paris-Aligned Climate MSCI World Ex USA ETF (PABD) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
18.65%
18.95%
PABD
VOO

Key characteristics

Sharpe Ratio

PABD:

0.65

VOO:

0.52

Sortino Ratio

PABD:

1.11

VOO:

0.89

Omega Ratio

PABD:

1.15

VOO:

1.13

Calmar Ratio

PABD:

0.88

VOO:

0.57

Martin Ratio

PABD:

2.47

VOO:

2.18

Ulcer Index

PABD:

4.79%

VOO:

4.85%

Daily Std Dev

PABD:

16.90%

VOO:

19.11%

Max Drawdown

PABD:

-13.37%

VOO:

-33.99%

Current Drawdown

PABD:

-0.45%

VOO:

-7.67%

Returns By Period

In the year-to-date period, PABD achieves a 12.66% return, which is significantly higher than VOO's -3.41% return.


PABD

YTD

12.66%

1M

9.73%

6M

8.42%

1Y

10.97%

5Y*

N/A

10Y*

N/A

VOO

YTD

-3.41%

1M

3.92%

6M

-5.06%

1Y

9.92%

5Y*

15.85%

10Y*

12.42%

*Annualized

Compare stocks, funds, or ETFs

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


PABD vs. VOO - Expense Ratio Comparison

PABD has a 0.12% 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%.


Risk-Adjusted Performance

PABD vs. VOO — Risk-Adjusted Performance Rank

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

PABD
The Risk-Adjusted Performance Rank of PABD is 7272
Overall Rank
The Sharpe Ratio Rank of PABD is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of PABD is 7272
Sortino Ratio Rank
The Omega Ratio Rank of PABD is 6969
Omega Ratio Rank
The Calmar Ratio Rank of PABD is 8080
Calmar Ratio Rank
The Martin Ratio Rank of PABD is 6969
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
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.

PABD vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Paris-Aligned Climate MSCI World Ex USA ETF (PABD) 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.


The current PABD Sharpe Ratio is 0.65, which is comparable to the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of PABD and VOO, 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 Ratio0.000.501.001.502.00Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20Apr 27May 04
0.65
0.52
PABD
VOO

Dividends

PABD vs. VOO - Dividend Comparison

PABD's dividend yield for the trailing twelve months is around 2.55%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
PABD
iShares Paris-Aligned Climate MSCI World Ex USA ETF
2.55%2.87%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

PABD vs. VOO - Drawdown Comparison

The maximum PABD drawdown since its inception was -13.37%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for PABD and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.45%
-7.67%
PABD
VOO

Volatility

PABD vs. VOO - Volatility Comparison

The current volatility for iShares Paris-Aligned Climate MSCI World Ex USA ETF (PABD) is 4.12%, while Vanguard S&P 500 ETF (VOO) has a volatility of 6.83%. This indicates that PABD experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
4.12%
6.83%
PABD
VOO