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SAEF vs. MOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SAEF vs. MOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Ariel ESG ETF (SAEF) and VanEck Agribusiness ETF (MOO). The values are adjusted to include any dividend payments, if applicable.

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SAEF vs. MOO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SAEF
Schwab Ariel ESG ETF
0.10%2.31%16.14%17.87%-18.29%-2.35%
MOO
VanEck Agribusiness ETF
16.09%15.61%-12.43%-8.57%-8.10%-0.02%

Returns By Period

In the year-to-date period, SAEF achieves a 0.10% return, which is significantly lower than MOO's 16.09% return.


SAEF

1D
3.37%
1M
-8.16%
YTD
0.10%
6M
-1.45%
1Y
12.83%
3Y*
9.45%
5Y*
10Y*

MOO

1D
1.43%
1M
-1.27%
YTD
16.09%
6M
17.90%
1Y
27.55%
3Y*
2.03%
5Y*
1.67%
10Y*
8.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SAEF vs. MOO - Expense Ratio Comparison

SAEF has a 0.59% expense ratio, which is higher than MOO's 0.55% expense ratio.


Return for Risk

SAEF vs. MOO — Risk / Return Rank

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

SAEF
SAEF Risk / Return Rank: 3030
Overall Rank
SAEF Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SAEF Sortino Ratio Rank: 3131
Sortino Ratio Rank
SAEF Omega Ratio Rank: 2929
Omega Ratio Rank
SAEF Calmar Ratio Rank: 3434
Calmar Ratio Rank
SAEF Martin Ratio Rank: 2828
Martin Ratio Rank

MOO
MOO Risk / Return Rank: 8484
Overall Rank
MOO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
MOO Sortino Ratio Rank: 8787
Sortino Ratio Rank
MOO Omega Ratio Rank: 8282
Omega Ratio Rank
MOO Calmar Ratio Rank: 8585
Calmar Ratio Rank
MOO Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SAEF vs. MOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Ariel ESG ETF (SAEF) and VanEck Agribusiness ETF (MOO). 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.


SAEFMOODifference

Sharpe ratio

Return per unit of total volatility

0.54

1.63

-1.09

Sortino ratio

Return per unit of downside risk

0.92

2.33

-1.41

Omega ratio

Gain probability vs. loss probability

1.12

1.31

-0.19

Calmar ratio

Return relative to maximum drawdown

0.86

2.44

-1.58

Martin ratio

Return relative to average drawdown

2.36

9.05

-6.69

SAEF vs. MOO - Sharpe Ratio Comparison

The current SAEF Sharpe Ratio is 0.54, which is lower than the MOO Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of SAEF and MOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SAEFMOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

1.63

-1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.24

-0.11

Correlation

The correlation between SAEF and MOO is 0.69, 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.


Dividends

SAEF vs. MOO - Dividend Comparison

SAEF's dividend yield for the trailing twelve months is around 0.38%, less than MOO's 2.13% yield.


TTM20252024202320222021202020192018201720162015
SAEF
Schwab Ariel ESG ETF
0.38%0.38%0.46%0.46%0.61%0.09%0.00%0.00%0.00%0.00%0.00%0.00%
MOO
VanEck Agribusiness ETF
2.13%2.47%3.41%2.93%2.15%1.17%1.10%1.26%1.69%1.44%2.14%2.89%

Drawdowns

SAEF vs. MOO - Drawdown Comparison

The maximum SAEF drawdown since its inception was -28.05%, smaller than the maximum MOO drawdown of -69.53%. Use the drawdown chart below to compare losses from any high point for SAEF and MOO.


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Drawdown Indicators


SAEFMOODifference

Max Drawdown

Largest peak-to-trough decline

-28.05%

-69.53%

+41.48%

Max Drawdown (1Y)

Largest decline over 1 year

-14.75%

-11.46%

-3.29%

Max Drawdown (5Y)

Largest decline over 5 years

-39.52%

Max Drawdown (10Y)

Largest decline over 10 years

-39.52%

Current Drawdown

Current decline from peak

-9.69%

-13.01%

+3.32%

Average Drawdown

Average peak-to-trough decline

-10.66%

-16.99%

+6.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.37%

3.09%

+2.28%

Volatility

SAEF vs. MOO - Volatility Comparison

Schwab Ariel ESG ETF (SAEF) has a higher volatility of 7.20% compared to VanEck Agribusiness ETF (MOO) at 6.00%. This indicates that SAEF's price experiences larger fluctuations and is considered to be riskier than MOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SAEFMOODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.20%

6.00%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

14.34%

10.81%

+3.53%

Volatility (1Y)

Calculated over the trailing 1-year period

23.86%

17.03%

+6.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.51%

17.09%

+4.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.51%

18.20%

+3.31%