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

Correlation

The correlation between USCL and VOO is 0.98, 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

USCL vs. VOO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

USCL:

0.55

VOO:

0.52

Sortino Ratio

USCL:

0.91

VOO:

0.89

Omega Ratio

USCL:

1.13

VOO:

1.13

Calmar Ratio

USCL:

0.57

VOO:

0.57

Martin Ratio

USCL:

2.12

VOO:

2.18

Ulcer Index

USCL:

5.08%

VOO:

4.85%

Daily Std Dev

USCL:

18.98%

VOO:

19.11%

Max Drawdown

USCL:

-18.99%

VOO:

-33.99%

Current Drawdown

USCL:

-8.64%

VOO:

-7.67%

Returns By Period

In the year-to-date period, USCL achieves a -3.93% return, which is significantly lower than VOO's -3.41% return.


USCL

YTD

-3.93%

1M

3.37%

6M

-5.62%

1Y

10.39%

5Y*

N/A

10Y*

N/A

VOO

YTD

-3.41%

1M

3.92%

6M

-5.06%

1Y

9.92%

5Y*

15.85%

10Y*

12.42%

*Annualized

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USCL vs. VOO - Expense Ratio Comparison

USCL has a 0.08% 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%.


Risk-Adjusted Performance

USCL vs. VOO — Risk-Adjusted Performance Rank

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

USCL
The Risk-Adjusted Performance Rank of USCL is 6464
Overall Rank
The Sharpe Ratio Rank of USCL is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of USCL is 6262
Sortino Ratio Rank
The Omega Ratio Rank of USCL is 6565
Omega Ratio Rank
The Calmar Ratio Rank of USCL is 6666
Calmar Ratio Rank
The Martin Ratio Rank of USCL is 6363
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6363
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
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 6464
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.

USCL vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Climate Conscious & Transition MSCI USA ETF (USCL) 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 current USCL Sharpe Ratio is 0.55, which is comparable to the VOO Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of USCL 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.


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Dividends

USCL vs. VOO - Dividend Comparison

USCL's dividend yield for the trailing twelve months is around 1.28%, less than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
USCL
Ishares Climate Conscious & Transition MSCI USA ETF
1.28%1.19%0.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

USCL vs. VOO - Drawdown Comparison

The maximum USCL drawdown since its inception was -18.99%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for USCL and VOO. For additional features, visit the drawdowns tool.


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Volatility

USCL vs. VOO - Volatility Comparison


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