GMWEX vs. VUSA.L
Compare and contrast key facts about GuideMark World ex-US Fund (GMWEX) and Vanguard S&P 500 UCITS ETF (VUSA.L).
GMWEX is managed by GuideMark. It was launched on Jun 29, 2001. VUSA.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GMWEX or VUSA.L.
Correlation
The correlation between GMWEX and VUSA.L is 0.60, 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
GMWEX vs. VUSA.L - Performance Comparison
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Key characteristics
GMWEX:
0.89
VUSA.L:
0.40
GMWEX:
1.30
VUSA.L:
0.66
GMWEX:
1.18
VUSA.L:
1.09
GMWEX:
0.85
VUSA.L:
0.32
GMWEX:
3.57
VUSA.L:
0.99
GMWEX:
3.96%
VUSA.L:
6.70%
GMWEX:
16.10%
VUSA.L:
16.56%
GMWEX:
-69.44%
VUSA.L:
-25.47%
GMWEX:
-0.67%
VUSA.L:
-10.53%
Returns By Period
In the year-to-date period, GMWEX achieves a 16.90% return, which is significantly higher than VUSA.L's -6.36% return. Over the past 10 years, GMWEX has underperformed VUSA.L with an annualized return of 4.98%, while VUSA.L has yielded a comparatively higher 14.03% annualized return.
GMWEX
16.90%
8.42%
15.84%
14.20%
12.39%
11.79%
4.98%
VUSA.L
-6.36%
10.55%
-4.61%
6.66%
13.80%
14.24%
14.03%
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GMWEX vs. VUSA.L - Expense Ratio Comparison
GMWEX has a 1.15% expense ratio, which is higher than VUSA.L's 0.07% expense ratio.
Risk-Adjusted Performance
GMWEX vs. VUSA.L — Risk-Adjusted Performance Rank
GMWEX
VUSA.L
GMWEX vs. VUSA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GuideMark World ex-US Fund (GMWEX) and Vanguard S&P 500 UCITS ETF (VUSA.L). 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.
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Dividends
GMWEX vs. VUSA.L - Dividend Comparison
GMWEX's dividend yield for the trailing twelve months is around 2.52%, more than VUSA.L's 1.09% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GMWEX GuideMark World ex-US Fund | 2.52% | 2.94% | 2.27% | 2.32% | 1.08% | 2.01% | 1.67% | 1.61% | 1.43% | 1.86% | 2.70% | 1.51% |
VUSA.L Vanguard S&P 500 UCITS ETF | 1.09% | 1.00% | 1.24% | 1.41% | 1.04% | 1.44% | 1.50% | 1.72% | 1.61% | 1.58% | 1.73% | 1.50% |
Drawdowns
GMWEX vs. VUSA.L - Drawdown Comparison
The maximum GMWEX drawdown since its inception was -69.44%, which is greater than VUSA.L's maximum drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for GMWEX and VUSA.L. For additional features, visit the drawdowns tool.
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Volatility
GMWEX vs. VUSA.L - Volatility Comparison
The current volatility for GuideMark World ex-US Fund (GMWEX) is 2.74%, while Vanguard S&P 500 UCITS ETF (VUSA.L) has a volatility of 6.06%. This indicates that GMWEX experiences smaller price fluctuations and is considered to be less risky than VUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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