ASEA vs. VWO
Compare and contrast key facts about Global X FTSE Southeast Asia ETF (ASEA) and Vanguard FTSE Emerging Markets ETF (VWO).
ASEA and VWO 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. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005. Both ASEA and VWO 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 VWO.
Performance
ASEA vs. VWO - Performance Comparison
Returns By Period
In the year-to-date period, ASEA achieves a 12.75% return, which is significantly higher than VWO's 11.32% return. Over the past 10 years, ASEA has underperformed VWO with an annualized return of 3.05%, while VWO has yielded a comparatively higher 3.41% annualized return.
ASEA
12.75%
-3.15%
13.96%
18.41%
4.20%
3.05%
VWO
11.32%
-4.28%
3.75%
15.49%
4.42%
3.41%
Key characteristics
| ASEA | VWO | |
|---|---|---|
| Sharpe Ratio | 1.26 | 1.03 |
| Sortino Ratio | 1.80 | 1.53 |
| Omega Ratio | 1.22 | 1.19 |
| Calmar Ratio | 2.22 | 0.64 |
| Martin Ratio | 5.82 | 5.02 |
| Ulcer Index | 3.10% | 3.02% |
| Daily Std Dev | 14.37% | 14.72% |
| Max Drawdown | -44.13% | -67.68% |
| Current Drawdown | -7.56% | -10.39% |
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ASEA vs. VWO - Expense Ratio Comparison
ASEA has a 0.65% expense ratio, which is higher than VWO's 0.08% expense ratio.
Correlation
The correlation between ASEA and VWO is 0.73, 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
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.
Dividends
ASEA vs. VWO - Dividend Comparison
ASEA's dividend yield for the trailing twelve months is around 3.71%, more than VWO's 2.66% 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% |
VWO Vanguard FTSE Emerging Markets ETF | 2.66% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
Drawdowns
ASEA vs. VWO - Drawdown Comparison
The maximum ASEA drawdown since its inception was -44.13%, 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.
Volatility
ASEA vs. VWO - Volatility Comparison
Global X FTSE Southeast Asia ETF (ASEA) has a higher volatility of 4.99% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 4.47%. This indicates that ASEA's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.