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

Key characteristics


SMOGVOO
YTD Return-6.57%11.61%
1Y Return-10.00%29.33%
3Y Return (Ann)-8.39%10.04%
5Y Return (Ann)11.72%15.01%
10Y Return (Ann)6.73%12.96%
Sharpe Ratio-0.422.66
Daily Std Dev22.04%11.60%
Max Drawdown-84.39%-33.99%
Current Drawdown-44.16%-0.19%

Correlation

-0.50.00.51.00.7

The correlation between SMOG and VOO is 0.73, 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.

Performance

SMOG vs. VOO - Performance Comparison

In the year-to-date period, SMOG achieves a -6.57% return, which is significantly lower than VOO's 11.61% return. Over the past 10 years, SMOG has underperformed VOO with an annualized return of 6.73%, while VOO has yielded a comparatively higher 12.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%December2024FebruaryMarchAprilMay
105.45%
522.59%
SMOG
VOO

Compare stocks, funds, or ETFs

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


VanEck Vectors Low Carbon Energy ETF

Vanguard S&P 500 ETF

SMOG vs. VOO - Expense Ratio Comparison

SMOG has a 0.63% expense ratio, which is higher than VOO's 0.03% expense ratio.


SMOG
VanEck Vectors Low Carbon Energy ETF
Expense ratio chart for SMOG: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%
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%

Risk-Adjusted Performance

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.


SMOG
Sharpe ratio
The chart of Sharpe ratio for SMOG, currently valued at -0.42, compared to the broader market0.002.004.00-0.42
Sortino ratio
The chart of Sortino ratio for SMOG, currently valued at -0.49, compared to the broader market-2.000.002.004.006.008.0010.00-0.49
Omega ratio
The chart of Omega ratio for SMOG, currently valued at 0.95, compared to the broader market0.501.001.502.002.500.95
Calmar ratio
The chart of Calmar ratio for SMOG, currently valued at -0.18, compared to the broader market0.005.0010.0015.00-0.18
Martin ratio
The chart of Martin ratio for SMOG, currently valued at -0.51, compared to the broader market0.0020.0040.0060.0080.00-0.51
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.66, compared to the broader market0.002.004.002.66
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.74, compared to the broader market-2.000.002.004.006.008.0010.003.74
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.46, compared to the broader market0.501.001.502.002.501.46
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.53, compared to the broader market0.005.0010.0015.002.53
Martin ratio
The chart of Martin ratio for VOO, currently valued at 10.63, compared to the broader market0.0020.0040.0060.0080.0010.63

SMOG vs. VOO - Sharpe Ratio Comparison

The current SMOG Sharpe Ratio is -0.42, which is lower than the VOO Sharpe Ratio of 2.66. The chart below compares the 12-month rolling Sharpe Ratio of SMOG and VOO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.42
2.66
SMOG
VOO

Dividends

SMOG vs. VOO - Dividend Comparison

SMOG's dividend yield for the trailing twelve months is around 1.70%, more than VOO's 1.32% yield.


TTM20232022202120202019201820172016201520142013
SMOG
VanEck Vectors Low Carbon Energy ETF
1.70%1.58%1.32%0.44%0.06%0.00%0.62%1.25%2.12%0.56%0.21%0.99%
VOO
Vanguard S&P 500 ETF
1.32%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

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%December2024FebruaryMarchAprilMay
-44.16%
-0.19%
SMOG
VOO

Volatility

SMOG vs. VOO - Volatility Comparison

VanEck Vectors Low Carbon Energy ETF (SMOG) has a higher volatility of 5.18% compared to Vanguard S&P 500 ETF (VOO) at 3.41%. This indicates that SMOG'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.


2.00%4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
5.18%
3.41%
SMOG
VOO