WUGI vs. VOO
Compare and contrast key facts about Esoterica NextG Economy ETF (WUGI) and Vanguard S&P 500 ETF (VOO).
WUGI and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WUGI is an actively managed fund by Esoterica. It was launched on Mar 31, 2020. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WUGI or VOO.
Key characteristics
| WUGI | VOO | |
|---|---|---|
| YTD Return | 46.97% | 26.88% |
| 1Y Return | 60.85% | 37.59% |
| 3Y Return (Ann) | 3.25% | 10.23% |
| Sharpe Ratio | 2.37 | 3.06 |
| Sortino Ratio | 3.06 | 4.08 |
| Omega Ratio | 1.40 | 1.58 |
| Calmar Ratio | 1.88 | 4.43 |
| Martin Ratio | 12.39 | 20.25 |
| Ulcer Index | 4.91% | 1.85% |
| Daily Std Dev | 25.64% | 12.23% |
| Max Drawdown | -56.41% | -33.99% |
| Current Drawdown | -3.14% | -0.30% |
Correlation
The correlation between WUGI and VOO is 0.76, 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
WUGI vs. VOO - Performance Comparison
In the year-to-date period, WUGI achieves a 46.97% return, which is significantly higher than VOO's 26.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WUGI vs. VOO - Expense Ratio Comparison
WUGI has a 0.75% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
WUGI vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Esoterica NextG Economy ETF (WUGI) 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
WUGI vs. VOO - Dividend Comparison
WUGI has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WUGI Esoterica NextG Economy ETF | 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 | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
WUGI vs. VOO - Drawdown Comparison
The maximum WUGI drawdown since its inception was -56.41%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WUGI and VOO. For additional features, visit the drawdowns tool.
Volatility
WUGI vs. VOO - Volatility Comparison
Esoterica NextG Economy ETF (WUGI) has a higher volatility of 8.16% compared to Vanguard S&P 500 ETF (VOO) at 3.89%. This indicates that WUGI's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.