VOO vs. SGAS.DE
VOO (Vanguard S&P 500 ETF) and SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) are both exchange-traded funds - VOO is a S&P 500 fund tracking the S&P 500 Index, while SGAS.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Screened. Both are passively managed. Over the past 5 years, VOO returned 13.93%/yr vs 13.97%/yr for SGAS.DE. A 0.62 correlation means they provide meaningful diversification when combined. VOO charges 0.03%/yr vs 0.07%/yr for SGAS.DE.
Performance
VOO vs. SGAS.DE - Performance Comparison
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Different Trading Currencies
VOO is traded in USD, while SGAS.DE is traded in EUR. To make them comparable, the SGAS.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VOO achieves a 10.99% return, which is significantly higher than SGAS.DE's 9.58% return.
VOO
- 1D
- 1.74%
- 1M
- 2.12%
- YTD
- 10.99%
- 6M
- 11.51%
- 1Y
- 27.95%
- 3Y*
- 21.25%
- 5Y*
- 13.93%
- 10Y*
- 15.72%
SGAS.DE
- 1D
- 1.87%
- 1M
- 1.90%
- YTD
- 9.58%
- 6M
- 10.88%
- 1Y
- 27.64%
- 3Y*
- 21.79%
- 5Y*
- 13.97%
- 10Y*
- —
VOO vs. SGAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 10.99% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -9.05% |
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 9.58% | 18.72% | 26.22% | 30.34% | -21.60% | 28.62% | 21.44% | 32.49% | -21.14% |
Correlation
The correlation between VOO and SGAS.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.62 |
The correlation between VOO and SGAS.DE has been stable across timeframes, ranging from 0.62 to 0.70 - a consistent structural relationship.
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Return for Risk
VOO vs. SGAS.DE — Risk / Return Rank
VOO
SGAS.DE
VOO vs. SGAS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VOO | SGAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.15 | 2.81 | +0.34 |
| Martin ratioReturn relative to average drawdown | 14.25 | 11.34 | +2.91 |
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Drawdowns
VOO vs. SGAS.DE - Drawdown Comparison
The maximum VOO drawdown since its inception was -33.99%, roughly equal to the maximum SGAS.DE drawdown of -33.98%. Use the drawdown chart below to compare losses from any high point for VOO and SGAS.DE.
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Drawdown Indicators
| VOO | SGAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.99% | -33.98% | -0.01% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -9.78% | +0.88% |
Max Drawdown (3Y)Largest decline over 3 years | -18.69% | -20.92% | +2.23% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -26.22% | +1.70% |
Max Drawdown (10Y)Largest decline over 10 years | -33.99% | — | — |
Current DrawdownCurrent decline from peak | -0.63% | -0.91% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -3.68% | -6.44% | +2.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 2.43% | -0.46% |
Volatility
VOO vs. SGAS.DE - Volatility Comparison
Vanguard S&P 500 ETF (VOO) has a higher volatility of 4.61% compared to iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) at 4.06%. This indicates that VOO's price experiences larger fluctuations and is considered to be riskier than SGAS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VOO | SGAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 4.06% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.72% | 9.48% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.34% | 12.89% | -0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.90% | 16.84% | +0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.05% | 18.87% | -0.82% |
VOO vs. SGAS.DE - Expense Ratio Comparison
VOO has a 0.03% expense ratio, which is lower than SGAS.DE's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VOO vs. SGAS.DE - Dividend Comparison
VOO's dividend yield for the trailing twelve months is around 1.03%, while SGAS.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.03% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
VOO and SGAS.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VOO is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VOO is cheaper with a 0.03% expense ratio, compared with 0.07% for SGAS.DE.
VOO is categorized as S&P 500, while SGAS.DE is Large Cap Blend Equities. VOO tracks S&P 500 Index, while SGAS.DE tracks MSCI USA ESG Screened. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for VOO and 0.07% for SGAS.DE.
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