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ASEA vs. VWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ASEA and VWO is 0.56, 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.


Performance

ASEA vs. VWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X FTSE Southeast Asia ETF (ASEA) and Vanguard FTSE Emerging Markets ETF (VWO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ASEA:

0.84

VWO:

0.55

Sortino Ratio

ASEA:

1.25

VWO:

0.95

Omega Ratio

ASEA:

1.17

VWO:

1.12

Calmar Ratio

ASEA:

0.69

VWO:

0.56

Martin Ratio

ASEA:

1.99

VWO:

1.83

Ulcer Index

ASEA:

7.73%

VWO:

5.89%

Daily Std Dev

ASEA:

18.66%

VWO:

18.57%

Max Drawdown

ASEA:

-44.14%

VWO:

-67.68%

Current Drawdown

ASEA:

-5.01%

VWO:

-3.22%

Returns By Period

In the year-to-date period, ASEA achieves a 5.51% return, which is significantly lower than VWO's 8.72% return. Over the past 10 years, ASEA has underperformed VWO with an annualized return of 3.64%, while VWO has yielded a comparatively higher 3.85% annualized return.


ASEA

YTD

5.51%

1M

9.75%

6M

1.24%

1Y

15.50%

3Y*

7.84%

5Y*

10.94%

10Y*

3.64%

VWO

YTD

8.72%

1M

10.46%

6M

7.60%

1Y

10.22%

3Y*

8.00%

5Y*

8.66%

10Y*

3.85%

*Annualized

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Global X FTSE Southeast Asia ETF

ASEA vs. VWO - Expense Ratio Comparison

ASEA has a 0.65% expense ratio, which is higher than VWO's 0.08% expense ratio.


Risk-Adjusted Performance

ASEA vs. VWO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASEA
The Risk-Adjusted Performance Rank of ASEA is 6969
Overall Rank
The Sharpe Ratio Rank of ASEA is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of ASEA is 7575
Sortino Ratio Rank
The Omega Ratio Rank of ASEA is 7373
Omega Ratio Rank
The Calmar Ratio Rank of ASEA is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ASEA is 5555
Martin Ratio Rank

VWO
The Risk-Adjusted Performance Rank of VWO is 5656
Overall Rank
The Sharpe Ratio Rank of VWO is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of VWO is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VWO is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VWO is 6060
Calmar Ratio Rank
The Martin Ratio Rank of VWO is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ASEA vs. VWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X FTSE Southeast Asia ETF (ASEA) and Vanguard FTSE Emerging Markets ETF (VWO). 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.


The current ASEA Sharpe Ratio is 0.84, which is higher than the VWO Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of ASEA and VWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ASEA vs. VWO - Dividend Comparison

ASEA's dividend yield for the trailing twelve months is around 3.42%, more than VWO's 2.96% yield.


TTM20242023202220212020201920182017201620152014
ASEA
Global X FTSE Southeast Asia ETF
3.42%3.61%3.76%2.23%4.19%2.27%2.51%3.08%1.59%2.78%3.64%2.65%
VWO
Vanguard FTSE Emerging Markets ETF
2.96%3.20%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%

Drawdowns

ASEA vs. VWO - Drawdown Comparison

The maximum ASEA drawdown since its inception was -44.14%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for ASEA and VWO. For additional features, visit the drawdowns tool.


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Volatility

ASEA vs. VWO - Volatility Comparison

The current volatility for Global X FTSE Southeast Asia ETF (ASEA) is 3.21%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 4.17%. This indicates that ASEA experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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