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SMOG vs. ERTH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SMOG and ERTH is 0.71, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

SMOG vs. ERTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Low Carbon Energy ETF (SMOG) and Invesco MSCI Sustainable Future ETF (ERTH). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
0.10%
81.72%
SMOG
ERTH

Key characteristics

Sharpe Ratio

SMOG:

0.51

ERTH:

0.04

Sortino Ratio

SMOG:

0.87

ERTH:

0.23

Omega Ratio

SMOG:

1.11

ERTH:

1.03

Calmar Ratio

SMOG:

0.24

ERTH:

0.02

Martin Ratio

SMOG:

1.59

ERTH:

0.12

Ulcer Index

SMOG:

7.70%

ERTH:

8.06%

Daily Std Dev

SMOG:

24.03%

ERTH:

22.84%

Max Drawdown

SMOG:

-84.39%

ERTH:

-64.46%

Current Drawdown

SMOG:

-44.37%

ERTH:

-44.78%

Returns By Period

In the year-to-date period, SMOG achieves a 2.67% return, which is significantly higher than ERTH's -2.90% return. Over the past 10 years, SMOG has outperformed ERTH with an annualized return of 5.95%, while ERTH has yielded a comparatively lower 4.69% annualized return.


SMOG

YTD

2.67%

1M

-1.78%

6M

-2.16%

1Y

10.35%

5Y*

10.05%

10Y*

5.95%

ERTH

YTD

-2.90%

1M

-2.12%

6M

-7.19%

1Y

-0.29%

5Y*

3.19%

10Y*

4.69%

*Annualized

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SMOG vs. ERTH - Expense Ratio Comparison

SMOG has a 0.63% expense ratio, which is higher than ERTH's 0.55% expense ratio.


Expense ratio chart for SMOG: current value is 0.63%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SMOG: 0.63%
Expense ratio chart for ERTH: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ERTH: 0.55%

Risk-Adjusted Performance

SMOG vs. ERTH — Risk-Adjusted Performance Rank

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

SMOG
The Risk-Adjusted Performance Rank of SMOG is 5555
Overall Rank
The Sharpe Ratio Rank of SMOG is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of SMOG is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SMOG is 5656
Omega Ratio Rank
The Calmar Ratio Rank of SMOG is 4343
Calmar Ratio Rank
The Martin Ratio Rank of SMOG is 5454
Martin Ratio Rank

ERTH
The Risk-Adjusted Performance Rank of ERTH is 2626
Overall Rank
The Sharpe Ratio Rank of ERTH is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of ERTH is 2828
Sortino Ratio Rank
The Omega Ratio Rank of ERTH is 2525
Omega Ratio Rank
The Calmar Ratio Rank of ERTH is 2424
Calmar Ratio Rank
The Martin Ratio Rank of ERTH is 2525
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.

SMOG vs. ERTH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Low Carbon Energy ETF (SMOG) and Invesco MSCI Sustainable Future ETF (ERTH). 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 chart of Sharpe ratio for SMOG, currently valued at 0.51, compared to the broader market-1.000.001.002.003.004.00
SMOG: 0.51
ERTH: 0.04
The chart of Sortino ratio for SMOG, currently valued at 0.87, compared to the broader market-2.000.002.004.006.008.00
SMOG: 0.87
ERTH: 0.23
The chart of Omega ratio for SMOG, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
SMOG: 1.11
ERTH: 1.03
The chart of Calmar ratio for SMOG, currently valued at 0.24, compared to the broader market0.002.004.006.008.0010.0012.00
SMOG: 0.24
ERTH: 0.02
The chart of Martin ratio for SMOG, currently valued at 1.59, compared to the broader market0.0020.0040.0060.00
SMOG: 1.59
ERTH: 0.12

The current SMOG Sharpe Ratio is 0.51, which is higher than the ERTH Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of SMOG and ERTH, 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 Ratio-0.500.000.50NovemberDecember2025FebruaryMarchApril
0.51
0.04
SMOG
ERTH

Dividends

SMOG vs. ERTH - Dividend Comparison

SMOG's dividend yield for the trailing twelve months is around 1.60%, more than ERTH's 0.97% yield.


TTM20242023202220212020201920182017201620152014
SMOG
VanEck Vectors Low Carbon Energy ETF
1.60%1.64%1.58%1.32%0.44%0.06%0.00%0.62%1.25%2.12%0.56%0.21%
ERTH
Invesco MSCI Sustainable Future ETF
0.97%0.99%1.28%1.22%15.33%0.21%0.50%0.61%0.87%1.06%0.79%0.83%

Drawdowns

SMOG vs. ERTH - Drawdown Comparison

The maximum SMOG drawdown since its inception was -84.39%, which is greater than ERTH's maximum drawdown of -64.46%. Use the drawdown chart below to compare losses from any high point for SMOG and ERTH. For additional features, visit the drawdowns tool.


-52.00%-50.00%-48.00%-46.00%-44.00%-42.00%-40.00%-38.00%NovemberDecember2025FebruaryMarchApril
-44.37%
-44.78%
SMOG
ERTH

Volatility

SMOG vs. ERTH - Volatility Comparison

VanEck Vectors Low Carbon Energy ETF (SMOG) has a higher volatility of 13.54% compared to Invesco MSCI Sustainable Future ETF (ERTH) at 12.80%. This indicates that SMOG's price experiences larger fluctuations and is considered to be riskier than ERTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.54%
12.80%
SMOG
ERTH