GLEN.L vs. VOO
Compare and contrast key facts about Glencore plc (GLEN.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GLEN.L or VOO.
Key characteristics
GLEN.L | VOO | |
---|---|---|
YTD Return | -19.52% | 18.91% |
1Y Return | -18.05% | 28.20% |
3Y Return (Ann) | 5.17% | 9.93% |
5Y Return (Ann) | 8.24% | 15.31% |
10Y Return (Ann) | 0.66% | 12.87% |
Sharpe Ratio | -0.69 | 2.21 |
Daily Std Dev | 26.27% | 12.64% |
Max Drawdown | -86.98% | -33.99% |
Current Drawdown | -34.20% | -0.60% |
Correlation
The correlation between GLEN.L and VOO is 0.36, 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
GLEN.L vs. VOO - Performance Comparison
In the year-to-date period, GLEN.L achieves a -19.52% return, which is significantly lower than VOO's 18.91% return. Over the past 10 years, GLEN.L has underperformed VOO with an annualized return of 0.66%, while VOO has yielded a comparatively higher 12.87% 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
GLEN.L vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Glencore plc (GLEN.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.
Dividends
GLEN.L vs. VOO - Dividend Comparison
GLEN.L's dividend yield for the trailing twelve months is around 2.66%, more than VOO's 1.28% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Glencore plc | 2.66% | 8.71% | 3.83% | 2.31% | 6.71% | 6.74% | 5.12% | 1.58% | 0.00% | 13.11% | 3.45% | 3.33% |
Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
GLEN.L vs. VOO - Drawdown Comparison
The maximum GLEN.L drawdown since its inception was -86.98%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GLEN.L and VOO. For additional features, visit the drawdowns tool.
Volatility
GLEN.L vs. VOO - Volatility Comparison
Glencore plc (GLEN.L) has a higher volatility of 8.05% compared to Vanguard S&P 500 ETF (VOO) at 3.83%. This indicates that GLEN.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.