^AW01 vs. VOO
Compare and contrast key facts about FTSE All World (^AW01) and Vanguard S&P 500 ETF (VOO).
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: ^AW01 or VOO.
Performance
^AW01 vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, ^AW01 achieves a 16.15% return, which is significantly lower than VOO's 25.02% return. Over the past 10 years, ^AW01 has underperformed VOO with an annualized return of 6.87%, while VOO has yielded a comparatively higher 13.11% annualized return.
^AW01
16.15%
-1.22%
6.25%
23.11%
8.87%
6.87%
VOO
25.02%
0.63%
11.74%
32.35%
15.50%
13.11%
Key characteristics
| ^AW01 | VOO | |
|---|---|---|
| Sharpe Ratio | 2.10 | 2.67 |
| Sortino Ratio | 2.81 | 3.56 |
| Omega Ratio | 1.39 | 1.50 |
| Calmar Ratio | 2.49 | 3.85 |
| Martin Ratio | 12.11 | 17.51 |
| Ulcer Index | 1.74% | 1.86% |
| Daily Std Dev | 9.89% | 12.23% |
| Max Drawdown | -59.48% | -33.99% |
| Current Drawdown | -1.89% | -1.76% |
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Correlation
The correlation between ^AW01 and VOO is 0.88, 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.
Risk-Adjusted Performance
^AW01 vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FTSE All World (^AW01) 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.
Drawdowns
^AW01 vs. VOO - Drawdown Comparison
The maximum ^AW01 drawdown since its inception was -59.48%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^AW01 and VOO. For additional features, visit the drawdowns tool.
Volatility
^AW01 vs. VOO - Volatility Comparison
The current volatility for FTSE All World (^AW01) is 3.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.09%. This indicates that ^AW01 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.