ASEA vs. VHT
Compare and contrast key facts about Global X FTSE Southeast Asia ETF (ASEA) and Vanguard Health Care ETF (VHT).
ASEA and VHT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ASEA is a passively managed fund by Global X that tracks the performance of the FTSE/ASEAN 40 Index. It was launched on Feb 17, 2011. VHT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Health Care 25/50 Index. It was launched on Jan 26, 2004. Both ASEA and VHT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ASEA or VHT.
Performance
ASEA vs. VHT - Performance Comparison
Returns By Period
In the year-to-date period, ASEA achieves a 12.75% return, which is significantly higher than VHT's 7.00% return. Over the past 10 years, ASEA has underperformed VHT with an annualized return of 3.05%, while VHT has yielded a comparatively higher 9.35% annualized return.
ASEA
12.75%
-3.15%
13.96%
18.41%
4.20%
3.05%
VHT
7.00%
-4.35%
1.15%
13.61%
9.16%
9.35%
Key characteristics
| ASEA | VHT | |
|---|---|---|
| Sharpe Ratio | 1.26 | 1.26 |
| Sortino Ratio | 1.80 | 1.78 |
| Omega Ratio | 1.22 | 1.23 |
| Calmar Ratio | 2.22 | 1.45 |
| Martin Ratio | 5.82 | 5.17 |
| Ulcer Index | 3.10% | 2.74% |
| Daily Std Dev | 14.37% | 11.24% |
| Max Drawdown | -44.13% | -39.12% |
| Current Drawdown | -7.56% | -7.51% |
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ASEA vs. VHT - Expense Ratio Comparison
ASEA has a 0.65% expense ratio, which is higher than VHT's 0.10% expense ratio.
Correlation
The correlation between ASEA and VHT is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
ASEA vs. VHT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X FTSE Southeast Asia ETF (ASEA) and Vanguard Health Care ETF (VHT). 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
ASEA vs. VHT - Dividend Comparison
ASEA's dividend yield for the trailing twelve months is around 3.71%, more than VHT's 1.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASEA Global X FTSE Southeast Asia ETF | 3.71% | 3.76% | 2.23% | 4.18% | 2.27% | 2.51% | 3.08% | 1.59% | 2.78% | 3.64% | 2.65% | 3.83% |
VHT Vanguard Health Care ETF | 1.45% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% | 1.12% |
Drawdowns
ASEA vs. VHT - Drawdown Comparison
The maximum ASEA drawdown since its inception was -44.13%, which is greater than VHT's maximum drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for ASEA and VHT. For additional features, visit the drawdowns tool.
Volatility
ASEA vs. VHT - Volatility Comparison
Global X FTSE Southeast Asia ETF (ASEA) has a higher volatility of 4.99% compared to Vanguard Health Care ETF (VHT) at 4.11%. This indicates that ASEA's price experiences larger fluctuations and is considered to be riskier than VHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.