^AW05 vs. VOO
Compare and contrast key facts about FTSE All World ex South Africa Index (^AW05) 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: ^AW05 or VOO.
Key characteristics
^AW05 | VOO | |
---|---|---|
YTD Return | 13.58% | 19.06% |
1Y Return | 20.36% | 26.65% |
3Y Return (Ann) | 3.84% | 9.85% |
5Y Return (Ann) | 9.08% | 15.18% |
10Y Return (Ann) | 6.66% | 12.95% |
Sharpe Ratio | 2.50 | 2.18 |
Daily Std Dev | 10.53% | 12.72% |
Max Drawdown | -59.47% | -33.99% |
Current Drawdown | -0.85% | -0.48% |
Correlation
The correlation between ^AW05 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.
Performance
^AW05 vs. VOO - Performance Comparison
In the year-to-date period, ^AW05 achieves a 13.58% return, which is significantly lower than VOO's 19.06% return. Over the past 10 years, ^AW05 has underperformed VOO with an annualized return of 6.66%, while VOO has yielded a comparatively higher 12.95% annualized 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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Risk-Adjusted Performance
^AW05 vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FTSE All World ex South Africa Index (^AW05) 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
^AW05 vs. VOO - Drawdown Comparison
The maximum ^AW05 drawdown since its inception was -59.47%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^AW05 and VOO. For additional features, visit the drawdowns tool.
Volatility
^AW05 vs. VOO - Volatility Comparison
The current volatility for FTSE All World ex South Africa Index (^AW05) is 3.15%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.93%. This indicates that ^AW05 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.