SMOG vs. VOO
Compare and contrast key facts about VanEck Vectors Low Carbon Energy ETF (SMOG) and Vanguard S&P 500 ETF (VOO).
SMOG and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SMOG is a passively managed fund by VanEck that tracks the performance of the Ardour Global Index. It was launched on May 3, 2007. 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 SMOG 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: SMOG or VOO.
Key characteristics
| SMOG | VOO | |
|---|---|---|
| YTD Return | -9.88% | 26.94% |
| 1Y Return | -1.71% | 35.06% |
| 3Y Return (Ann) | -16.26% | 10.23% |
| 5Y Return (Ann) | 8.40% | 15.77% |
| 10Y Return (Ann) | 6.71% | 13.41% |
| Sharpe Ratio | 0.17 | 3.08 |
| Sortino Ratio | 0.39 | 4.09 |
| Omega Ratio | 1.05 | 1.58 |
| Calmar Ratio | 0.07 | 4.46 |
| Martin Ratio | 0.39 | 20.36 |
| Ulcer Index | 9.64% | 1.85% |
| Daily Std Dev | 22.34% | 12.23% |
| Max Drawdown | -84.39% | -33.99% |
| Current Drawdown | -46.14% | -0.25% |
Correlation
The correlation between SMOG and VOO is 0.72, 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 -9.88% return, which is significantly lower than VOO's 26.94% return. Over the past 10 years, SMOG has underperformed VOO with an annualized return of 6.71%, while VOO has yielded a comparatively higher 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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.
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.
Dividends
SMOG vs. VOO - Dividend Comparison
SMOG's dividend yield for the trailing twelve months is around 1.76%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMOG VanEck Vectors Low Carbon Energy ETF | 1.76% | 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 | 1.23% | 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.
Volatility
SMOG vs. VOO - Volatility Comparison
VanEck Vectors Low Carbon Energy ETF (SMOG) has a higher volatility of 8.17% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. 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.