VOOV vs. ERTH
Compare and contrast key facts about Vanguard S&P 500 Value ETF (VOOV) and Invesco MSCI Sustainable Future ETF (ERTH).
VOOV and ERTH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VOOV is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Value Index. It was launched on Sep 7, 2010. ERTH is a passively managed fund by Invesco that tracks the performance of the MSCI Global Environment Select Index. It was launched on Oct 24, 2006. Both VOOV and ERTH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
VOOV vs. ERTH - Performance Comparison
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VOOV vs. ERTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VOOV Vanguard S&P 500 Value ETF | 0.14% | 13.10% | 12.21% | 22.15% | -5.37% | 24.87% | 1.23% | 31.75% | -9.09% | 15.26% |
ERTH Invesco MSCI Sustainable Future ETF | 1.07% | 18.47% | -13.56% | 0.12% | -27.59% | 2.64% | 51.02% | 36.78% | -12.49% | 30.53% |
Returns By Period
In the year-to-date period, VOOV achieves a 0.14% return, which is significantly lower than ERTH's 1.07% return. Over the past 10 years, VOOV has outperformed ERTH with an annualized return of 11.36%, while ERTH has yielded a comparatively lower 7.24% annualized return.
VOOV
- 1D
- 0.20%
- 1M
- -4.34%
- YTD
- 0.14%
- 6M
- 3.03%
- 1Y
- 13.11%
- 3Y*
- 13.86%
- 5Y*
- 10.44%
- 10Y*
- 11.36%
ERTH
- 1D
- 0.43%
- 1M
- -1.05%
- YTD
- 1.07%
- 6M
- -0.78%
- 1Y
- 23.98%
- 3Y*
- 0.23%
- 5Y*
- -5.35%
- 10Y*
- 7.24%
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VOOV vs. ERTH - Expense Ratio Comparison
VOOV has a 0.10% expense ratio, which is lower than ERTH's 0.55% expense ratio.
Return for Risk
VOOV vs. ERTH — Risk / Return Rank
VOOV
ERTH
VOOV vs. ERTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 Value ETF (VOOV) and Invesco MSCI Sustainable Future ETF (ERTH). 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.
| VOOV | ERTH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.18 | -0.33 |
Sortino ratioReturn per unit of downside risk | 1.27 | 1.79 | -0.52 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 1.92 | -0.84 |
Martin ratioReturn relative to average drawdown | 5.03 | 7.71 | -2.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VOOV | ERTH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.18 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | -0.23 | +0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.32 | +0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.19 | +0.53 |
Correlation
The correlation between VOOV and ERTH is 0.71, 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.
Dividends
VOOV vs. ERTH - Dividend Comparison
VOOV's dividend yield for the trailing twelve months is around 1.80%, more than ERTH's 1.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOOV Vanguard S&P 500 Value ETF | 1.80% | 1.76% | 2.10% | 1.69% | 2.19% | 1.87% | 2.45% | 2.10% | 2.65% | 2.13% | 2.24% | 2.36% |
ERTH Invesco MSCI Sustainable Future ETF | 1.48% | 1.46% | 1.00% | 1.28% | 1.22% | 15.33% | 0.21% | 0.71% | 0.61% | 0.87% | 1.06% | 0.79% |
Drawdowns
VOOV vs. ERTH - Drawdown Comparison
The maximum VOOV drawdown since its inception was -37.31%, smaller than the maximum ERTH drawdown of -64.45%. Use the drawdown chart below to compare losses from any high point for VOOV and ERTH.
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Drawdown Indicators
| VOOV | ERTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.31% | -64.45% | +27.14% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -12.78% | +0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -18.10% | -51.72% | +33.62% |
Max Drawdown (10Y)Largest decline over 10 years | -37.31% | -51.72% | +14.41% |
Current DrawdownCurrent decline from peak | -4.48% | -31.91% | +27.43% |
Average DrawdownAverage peak-to-trough decline | -3.88% | -21.41% | +17.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 3.18% | -0.61% |
Volatility
VOOV vs. ERTH - Volatility Comparison
The current volatility for Vanguard S&P 500 Value ETF (VOOV) is 3.82%, while Invesco MSCI Sustainable Future ETF (ERTH) has a volatility of 6.75%. This indicates that VOOV experiences smaller price fluctuations and is considered to be less risky than ERTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VOOV | ERTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 6.75% | -2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 7.77% | 12.58% | -4.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.59% | 20.46% | -4.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.50% | 22.91% | -8.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 22.63% | -5.67% |