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

Correlation

The correlation between URTH and VOO is 0.85, 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: 0.9

Performance

URTH vs. VOO - Performance Comparison

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

250.00%300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
291.58%
444.74%
URTH
VOO

Key characteristics

Sharpe Ratio

URTH:

0.60

VOO:

0.54

Sortino Ratio

URTH:

0.96

VOO:

0.88

Omega Ratio

URTH:

1.14

VOO:

1.13

Calmar Ratio

URTH:

0.64

VOO:

0.55

Martin Ratio

URTH:

2.87

VOO:

2.27

Ulcer Index

URTH:

3.80%

VOO:

4.55%

Daily Std Dev

URTH:

18.18%

VOO:

19.19%

Max Drawdown

URTH:

-34.01%

VOO:

-33.99%

Current Drawdown

URTH:

-6.73%

VOO:

-9.90%

Returns By Period

In the year-to-date period, URTH achieves a -1.58% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, URTH has underperformed VOO with an annualized return of 9.52%, while VOO has yielded a comparatively higher 12.24% annualized return.


URTH

YTD

-1.58%

1M

0.11%

6M

-1.31%

1Y

10.34%

5Y*

14.35%

10Y*

9.52%

VOO

YTD

-5.74%

1M

-0.92%

6M

-4.28%

1Y

9.78%

5Y*

15.84%

10Y*

12.24%

*Annualized

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URTH vs. VOO - Expense Ratio Comparison

URTH has a 0.24% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for URTH: current value is 0.24%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
URTH: 0.24%
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

URTH vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

URTH
The Risk-Adjusted Performance Rank of URTH is 6969
Overall Rank
The Sharpe Ratio Rank of URTH is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of URTH is 6666
Sortino Ratio Rank
The Omega Ratio Rank of URTH is 6767
Omega Ratio Rank
The Calmar Ratio Rank of URTH is 7272
Calmar Ratio Rank
The Martin Ratio Rank of URTH is 7272
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.

URTH vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ETF (URTH) 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 URTH, currently valued at 0.60, compared to the broader market-1.000.001.002.003.004.00
URTH: 0.60
VOO: 0.54
The chart of Sortino ratio for URTH, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.00
URTH: 0.96
VOO: 0.88
The chart of Omega ratio for URTH, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
URTH: 1.14
VOO: 1.13
The chart of Calmar ratio for URTH, currently valued at 0.64, compared to the broader market0.002.004.006.008.0010.0012.00
URTH: 0.64
VOO: 0.55
The chart of Martin ratio for URTH, currently valued at 2.87, compared to the broader market0.0020.0040.0060.00
URTH: 2.87
VOO: 2.27

The current URTH Sharpe Ratio is 0.60, which is comparable to the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of URTH 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
0.60
0.54
URTH
VOO

Dividends

URTH vs. VOO - Dividend Comparison

URTH's dividend yield for the trailing twelve months is around 1.50%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
URTH
iShares MSCI World ETF
1.50%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.14%2.35%2.32%
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

URTH vs. VOO - Drawdown Comparison

The maximum URTH drawdown since its inception was -34.01%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for URTH and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.73%
-9.90%
URTH
VOO

Volatility

URTH vs. VOO - Volatility Comparison

The current volatility for iShares MSCI World ETF (URTH) is 13.25%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that URTH 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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.25%
13.96%
URTH
VOO