SDUE.L vs. VOO
Compare and contrast key facts about iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.L) and Vanguard S&P 500 ETF (VOO).
SDUE.L and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDUE.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Oct 19, 2018. 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 SDUE.L 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SDUE.L or VOO.
Correlation
The correlation between SDUE.L and VOO is 0.55, 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
SDUE.L vs. VOO - Performance Comparison
Key characteristics
SDUE.L:
1.08
VOO:
1.76
SDUE.L:
1.56
VOO:
2.37
SDUE.L:
1.18
VOO:
1.32
SDUE.L:
1.80
VOO:
2.66
SDUE.L:
4.27
VOO:
11.10
SDUE.L:
2.66%
VOO:
2.02%
SDUE.L:
10.54%
VOO:
12.79%
SDUE.L:
-27.99%
VOO:
-33.99%
SDUE.L:
-0.81%
VOO:
-2.11%
Returns By Period
In the year-to-date period, SDUE.L achieves a 9.06% return, which is significantly higher than VOO's 2.40% return.
SDUE.L
9.06%
2.68%
5.29%
11.49%
8.51%
N/A
VOO
2.40%
-1.05%
7.47%
19.81%
14.27%
13.03%
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SDUE.L vs. VOO - Expense Ratio Comparison
SDUE.L 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
SDUE.L vs. VOO — Risk-Adjusted Performance Rank
SDUE.L
VOO
SDUE.L vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.L) 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.
Dividends
SDUE.L vs. VOO - Dividend Comparison
SDUE.L's dividend yield for the trailing twelve months is around 3.19%, more than VOO's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDUE.L iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) | 3.19% | 3.47% | 3.16% | 3.24% | 2.54% | 2.03% | 3.43% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.22% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
SDUE.L vs. VOO - Drawdown Comparison
The maximum SDUE.L drawdown since its inception was -27.99%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SDUE.L and VOO. For additional features, visit the drawdowns tool.
Volatility
SDUE.L vs. VOO - Volatility Comparison
iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.L) has a higher volatility of 3.64% compared to Vanguard S&P 500 ETF (VOO) at 3.32%. This indicates that SDUE.L'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.