AAGIY vs. SPDW
Compare and contrast key facts about AIA Group Ltd ADR (AAGIY) and SPDR Portfolio World ex-US ETF (SPDW).
SPDW is a passively managed fund by State Street that tracks the performance of the S&P Developed Ex-U.S. BMI Index. It was launched on Apr 26, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AAGIY or SPDW.
Key characteristics
AAGIY | SPDW | |
---|---|---|
YTD Return | -16.65% | 9.61% |
1Y Return | -13.24% | 16.60% |
3Y Return (Ann) | -14.41% | 2.15% |
5Y Return (Ann) | -5.45% | 7.33% |
10Y Return (Ann) | 4.45% | 5.15% |
Sharpe Ratio | -0.50 | 1.38 |
Daily Std Dev | 30.49% | 13.17% |
Max Drawdown | -55.89% | -60.02% |
Current Drawdown | -45.44% | -1.43% |
Correlation
The correlation between AAGIY and SPDW is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
AAGIY vs. SPDW - Performance Comparison
In the year-to-date period, AAGIY achieves a -16.65% return, which is significantly lower than SPDW's 9.61% return. Over the past 10 years, AAGIY has underperformed SPDW with an annualized return of 4.45%, while SPDW has yielded a comparatively higher 5.15% 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
AAGIY vs. SPDW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AIA Group Ltd ADR (AAGIY) and SPDR Portfolio World ex-US ETF (SPDW). 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
AAGIY vs. SPDW - Dividend Comparison
AAGIY's dividend yield for the trailing twelve months is around 2.96%, more than SPDW's 2.64% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
AIA Group Ltd ADR | 2.96% | 2.28% | 1.70% | 1.77% | 1.35% | 1.55% | 1.59% | 1.34% | 1.66% | 1.13% | 1.03% | 0.99% |
SPDR Portfolio World ex-US ETF | 2.64% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.07% | 1.86% | 3.11% | 2.79% | 3.51% | 2.36% |
Drawdowns
AAGIY vs. SPDW - Drawdown Comparison
The maximum AAGIY drawdown since its inception was -55.89%, smaller than the maximum SPDW drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for AAGIY and SPDW. For additional features, visit the drawdowns tool.
Volatility
AAGIY vs. SPDW - Volatility Comparison
AIA Group Ltd ADR (AAGIY) has a higher volatility of 7.84% compared to SPDR Portfolio World ex-US ETF (SPDW) at 4.37%. This indicates that AAGIY's price experiences larger fluctuations and is considered to be riskier than SPDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.