BRWM.L vs. VOO
Compare and contrast key facts about Blackrock World Mining Trust plc (BRWM.L) 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.
Performance
BRWM.L vs. VOO - Performance Comparison
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BRWM.L vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRWM.L Blackrock World Mining Trust plc | 10.52% | 74.19% | -12.62% | -10.48% | 26.00% | 17.51% | 46.41% | 19.43% | -10.72% | 24.34% |
VOO Vanguard S&P 500 ETF | -2.60% | 9.43% | 27.16% | 20.01% | -8.44% | 30.01% | 14.85% | 26.37% | 1.16% | 11.24% |
Different Trading Currencies
BRWM.L is traded in GBp, while VOO is traded in USD. To make them comparable, the VOO values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, BRWM.L achieves a 10.52% return, which is significantly higher than VOO's -5.22% return. Over the past 10 years, BRWM.L has outperformed VOO with an annualized return of 21.50%, while VOO has yielded a comparatively lower 14.57% annualized return.
BRWM.L
- 1D
- 3.28%
- 1M
- -13.73%
- YTD
- 10.52%
- 6M
- 31.72%
- 1Y
- 92.63%
- 3Y*
- 14.97%
- 5Y*
- 14.94%
- 10Y*
- 21.50%
VOO
- 1D
- 0.00%
- 1M
- -5.75%
- YTD
- -5.22%
- 6M
- -2.84%
- 1Y
- 11.87%
- 3Y*
- 14.51%
- 5Y*
- 12.15%
- 10Y*
- 14.57%
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Return for Risk
BRWM.L vs. VOO — Risk / Return Rank
BRWM.L
VOO
BRWM.L vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackrock World Mining Trust plc (BRWM.L) 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.
| BRWM.L | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.69 | 0.65 | +2.04 |
Sortino ratioReturn per unit of downside risk | 3.05 | 1.02 | +2.02 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.16 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 4.27 | 1.09 | +3.18 |
Martin ratioReturn relative to average drawdown | 15.98 | 4.41 | +11.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRWM.L | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.69 | 0.65 | +2.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.77 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.81 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.88 | -0.87 |
Correlation
The correlation between BRWM.L and VOO is 0.26, 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.
Dividends
BRWM.L vs. VOO - Dividend Comparison
BRWM.L's dividend yield for the trailing twelve months is around 2.72%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRWM.L Blackrock World Mining Trust plc | 2.72% | 2.86% | 6.96% | 6.81% | 6.24% | 4.04% | 4.21% | 5.48% | 4.58% | 4.53% | 5.35% | 11.60% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
BRWM.L vs. VOO - Drawdown Comparison
The maximum BRWM.L drawdown since its inception was -77.41%, which is greater than VOO's maximum drawdown of -26.09%. Use the drawdown chart below to compare losses from any high point for BRWM.L and VOO.
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Drawdown Indicators
| BRWM.L | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.41% | -33.99% | -43.42% |
Max Drawdown (1Y)Largest decline over 1 year | -21.31% | -11.98% | -9.33% |
Max Drawdown (5Y)Largest decline over 5 years | -39.58% | -24.52% | -15.06% |
Max Drawdown (10Y)Largest decline over 10 years | -41.99% | -33.99% | -8.00% |
Current DrawdownCurrent decline from peak | -14.72% | -6.29% | -8.43% |
Average DrawdownAverage peak-to-trough decline | -25.46% | -3.72% | -21.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.70% | 2.52% | +3.18% |
Volatility
BRWM.L vs. VOO - Volatility Comparison
Blackrock World Mining Trust plc (BRWM.L) has a higher volatility of 17.71% compared to Vanguard S&P 500 ETF (VOO) at 3.52%. This indicates that BRWM.L's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRWM.L | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.71% | 3.52% | +14.19% |
Volatility (6M)Calculated over the trailing 6-month period | 29.26% | 9.07% | +20.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.35% | 18.36% | +15.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.02% | 15.77% | +13.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.14% | 18.10% | +10.04% |