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RESE vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

RESE vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets ESG Fund (RESE) 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%JuneJulyAugustSeptemberOctoberNovember0
13.05%
RESE
VOO

Returns By Period


RESE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

VOO

YTD

25.52%

1M

1.19%

6M

12.21%

1Y

32.23%

5Y (annualized)

15.58%

10Y (annualized)

13.15%

Key characteristics


RESEVOO

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RESE vs. VOO - Expense Ratio Comparison

RESE has a 0.32% expense ratio, which is higher than VOO's 0.03% expense ratio.


RESE
WisdomTree Emerging Markets ESG Fund
Expense ratio chart for RESE: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.5

The correlation between RESE and VOO is 0.48, 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.

Risk-Adjusted Performance

RESE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets ESG Fund (RESE) 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.


Sharpe ratio
The chart of Sharpe ratio for RESE, currently valued at 0.00, compared to the broader market0.002.004.000.002.65
The chart of Sortino ratio for RESE, currently valued at 782.92, compared to the broader market-2.000.002.004.006.008.0010.0012.00782.923.54
The chart of Omega ratio for RESE, currently valued at 690.45, compared to the broader market0.501.001.502.002.503.00690.451.49
The chart of Calmar ratio for RESE, currently valued at -0.01, compared to the broader market0.005.0010.0015.00-0.013.82
The chart of Martin ratio for RESE, currently valued at -0.11, compared to the broader market0.0020.0040.0060.0080.00100.00-0.1117.30
RESE
VOO

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember0
2.65
RESE
VOO

Dividends

RESE vs. VOO - Dividend Comparison

RESE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.25%.


TTM20232022202120202019201820172016201520142013
RESE
WisdomTree Emerging Markets ESG Fund
0.65%2.25%2.36%2.51%0.56%3.55%1.08%1.11%2.69%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.25%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

RESE vs. VOO - Drawdown Comparison


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-25.93%
-1.36%
RESE
VOO

Volatility

RESE vs. VOO - Volatility Comparison

The current volatility for WisdomTree Emerging Markets ESG Fund (RESE) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.10%. This indicates that RESE 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember0
4.10%
RESE
VOO