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

Performance

UAE vs. VOO - Performance Comparison

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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.73%
13.05%
UAE
VOO

Returns By Period

In the year-to-date period, UAE achieves a 9.04% return, which is significantly lower than VOO's 25.52% return. Over the past 10 years, UAE has underperformed VOO with an annualized return of 0.35%, while VOO has yielded a comparatively higher 13.15% annualized return.


UAE

YTD

9.04%

1M

5.12%

6M

13.55%

1Y

10.49%

5Y (annualized)

6.94%

10Y (annualized)

0.35%

VOO

YTD

25.52%

1M

1.19%

6M

12.21%

1Y

32.23%

5Y (annualized)

15.58%

10Y (annualized)

13.15%

Key characteristics


UAEVOO
Sharpe Ratio0.682.62
Sortino Ratio1.013.50
Omega Ratio1.131.49
Calmar Ratio0.373.78
Martin Ratio2.1417.12
Ulcer Index4.49%1.86%
Daily Std Dev14.21%12.19%
Max Drawdown-60.44%-33.99%
Current Drawdown-11.36%-1.36%

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UAE vs. VOO - Expense Ratio Comparison

UAE has a 0.59% expense ratio, which is higher than VOO's 0.03% expense ratio.


UAE
iShares MSCI UAE ETF
Expense ratio chart for UAE: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
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%

Correlation

-0.50.00.51.00.3

The correlation between UAE and VOO is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

UAE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI UAE ETF (UAE) 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.


Sharpe ratio
The chart of Sharpe ratio for UAE, currently valued at 0.68, compared to the broader market0.002.004.000.682.62
The chart of Sortino ratio for UAE, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.0010.0012.001.013.50
The chart of Omega ratio for UAE, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.49
The chart of Calmar ratio for UAE, currently valued at 0.37, compared to the broader market0.005.0010.0015.000.373.78
The chart of Martin ratio for UAE, currently valued at 2.14, compared to the broader market0.0020.0040.0060.0080.00100.002.1417.12
UAE
VOO

The current UAE Sharpe Ratio is 0.68, which is lower than the VOO Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of UAE 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.68
2.62
UAE
VOO

Dividends

UAE vs. VOO - Dividend Comparison

UAE's dividend yield for the trailing twelve months is around 3.99%, more than VOO's 1.25% yield.


TTM20232022202120202019201820172016201520142013
UAE
iShares MSCI UAE ETF
3.99%3.24%2.67%4.88%4.75%3.54%5.56%3.38%4.74%3.77%2.58%0.00%
VOO
Vanguard S&P 500 ETF
1.25%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

UAE vs. VOO - Drawdown Comparison

The maximum UAE drawdown since its inception was -60.44%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for UAE and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.36%
-1.36%
UAE
VOO

Volatility

UAE vs. VOO - Volatility Comparison

The current volatility for iShares MSCI UAE ETF (UAE) is 3.82%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.10%. This indicates that UAE experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.82%
4.10%
UAE
VOO