UAUG vs. VOO
Compare and contrast key facts about Innovator U.S. Equity Ultra Buffer ETF - August (UAUG) and Vanguard S&P 500 ETF (VOO).
UAUG and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UAUG is a passively managed fund by Innovator that tracks the performance of the Cboe S&P 500 30% (-5% to -35%) Buffer Protect August Series Index. It was launched on Aug 1, 2019. 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 UAUG 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: UAUG or VOO.
Performance
UAUG vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, UAUG achieves a 15.89% return, which is significantly lower than VOO's 26.58% return.
UAUG
15.89%
1.55%
7.23%
19.67%
6.93%
N/A
VOO
26.58%
3.05%
13.23%
32.77%
15.74%
13.22%
Key characteristics
| UAUG | VOO | |
|---|---|---|
| Sharpe Ratio | 3.31 | 2.69 |
| Sortino Ratio | 4.85 | 3.59 |
| Omega Ratio | 1.71 | 1.50 |
| Calmar Ratio | 6.83 | 3.88 |
| Martin Ratio | 28.94 | 17.58 |
| Ulcer Index | 0.68% | 1.86% |
| Daily Std Dev | 5.95% | 12.19% |
| Max Drawdown | -13.91% | -33.99% |
| Current Drawdown | -0.08% | -0.53% |
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UAUG vs. VOO - Expense Ratio Comparison
UAUG has a 0.79% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between UAUG and VOO is 0.89, 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.
Risk-Adjusted Performance
UAUG vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Ultra Buffer ETF - August (UAUG) 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
UAUG vs. VOO - Dividend Comparison
UAUG has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UAUG Innovator U.S. Equity Ultra Buffer ETF - August | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
UAUG vs. VOO - Drawdown Comparison
The maximum UAUG drawdown since its inception was -13.91%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for UAUG and VOO. For additional features, visit the drawdowns tool.
Volatility
UAUG vs. VOO - Volatility Comparison
The current volatility for Innovator U.S. Equity Ultra Buffer ETF - August (UAUG) is 1.80%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.99%. This indicates that UAUG 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.