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

Correlation

The correlation between SMOG and VOO 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Low Carbon Energy ETF (SMOG) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
108.50%
557.08%
SMOG
VOO

Key characteristics

Sharpe Ratio

SMOG:

0.52

VOO:

0.54

Sortino Ratio

SMOG:

0.88

VOO:

0.88

Omega Ratio

SMOG:

1.11

VOO:

1.13

Calmar Ratio

SMOG:

0.24

VOO:

0.55

Martin Ratio

SMOG:

1.62

VOO:

2.27

Ulcer Index

SMOG:

7.71%

VOO:

4.55%

Daily Std Dev

SMOG:

24.10%

VOO:

19.19%

Max Drawdown

SMOG:

-84.39%

VOO:

-33.99%

Current Drawdown

SMOG:

-43.33%

VOO:

-9.90%

Returns By Period

In the year-to-date period, SMOG achieves a 4.58% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, SMOG has underperformed VOO with an annualized return of 6.24%, while VOO has yielded a comparatively higher 12.12% annualized return.


SMOG

YTD

4.58%

1M

0.35%

6M

-1.43%

1Y

10.52%

5Y*

9.57%

10Y*

6.24%

VOO

YTD

-5.74%

1M

-2.90%

6M

-4.28%

1Y

9.78%

5Y*

15.72%

10Y*

12.12%

*Annualized

Compare stocks, funds, or ETFs

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


SMOG vs. VOO - Expense Ratio Comparison

SMOG has a 0.63% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

SMOG vs. VOO — 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 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of SMOG is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SMOG is 5656
Omega Ratio Rank
The Calmar Ratio Rank of SMOG is 4444
Calmar Ratio Rank
The Martin Ratio Rank of SMOG is 5454
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
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 6565
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Low Carbon Energy ETF (SMOG) 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 chart of Sharpe ratio for SMOG, currently valued at 0.52, compared to the broader market-1.000.001.002.003.004.00
SMOG: 0.52
VOO: 0.54
The chart of Sortino ratio for SMOG, currently valued at 0.88, compared to the broader market-2.000.002.004.006.008.00
SMOG: 0.88
VOO: 0.88
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
VOO: 1.13
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
VOO: 0.55
The chart of Martin ratio for SMOG, currently valued at 1.62, compared to the broader market0.0020.0040.0060.00
SMOG: 1.62
VOO: 2.27

The current SMOG Sharpe Ratio is 0.52, which is comparable to the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of SMOG 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.52
0.54
SMOG
VOO

Dividends

SMOG vs. VOO - Dividend Comparison

SMOG's dividend yield for the trailing twelve months is around 1.57%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
SMOG
VanEck Vectors Low Carbon Energy ETF
1.57%1.64%1.58%1.32%0.44%0.06%0.00%0.62%1.25%2.12%0.56%0.21%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SMOG vs. VOO - Drawdown Comparison

The maximum SMOG drawdown since its inception was -84.39%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SMOG and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-43.33%
-9.90%
SMOG
VOO

Volatility

SMOG vs. VOO - Volatility Comparison

VanEck Vectors Low Carbon Energy ETF (SMOG) and Vanguard S&P 500 ETF (VOO) have volatilities of 13.62% and 13.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%NovemberDecember2025FebruaryMarchApril
13.62%
13.96%
SMOG
VOO