INAA.L vs. VOO
Compare and contrast key facts about iShares MSCI North America UCITS (INAA.L) and Vanguard S&P 500 ETF (VOO).
INAA.L and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. INAA.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Jun 2, 2006. 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. Both INAA.L and VOO 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: INAA.L or VOO.
Key characteristics
| INAA.L | VOO | |
|---|---|---|
| YTD Return | 26.14% | 26.94% |
| 1Y Return | 31.80% | 35.06% |
| 3Y Return (Ann) | 10.89% | 10.23% |
| 5Y Return (Ann) | 15.53% | 15.77% |
| 10Y Return (Ann) | 14.83% | 13.41% |
| Sharpe Ratio | 2.82 | 3.08 |
| Sortino Ratio | 3.99 | 4.09 |
| Omega Ratio | 1.55 | 1.58 |
| Calmar Ratio | 4.94 | 4.46 |
| Martin Ratio | 20.05 | 20.36 |
| Ulcer Index | 1.56% | 1.85% |
| Daily Std Dev | 11.07% | 12.23% |
| Max Drawdown | -35.34% | -33.99% |
| Current Drawdown | 0.00% | -0.25% |
Correlation
The correlation between INAA.L and VOO is 0.62, 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
INAA.L vs. VOO - Performance Comparison
The year-to-date returns for both investments are quite close, with INAA.L having a 26.14% return and VOO slightly higher at 26.94%. Over the past 10 years, INAA.L has outperformed VOO with an annualized return of 14.83%, while VOO has yielded a comparatively lower 13.41% 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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INAA.L vs. VOO - Expense Ratio Comparison
INAA.L has a 0.40% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
INAA.L vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI North America UCITS (INAA.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
INAA.L vs. VOO - Dividend Comparison
INAA.L's dividend yield for the trailing twelve months is around 0.76%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INAA.L iShares MSCI North America UCITS | 0.76% | 0.98% | 1.11% | 0.74% | 1.09% | 1.26% | 1.40% | 1.32% | 1.30% | 1.51% | 1.21% | 1.49% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
INAA.L vs. VOO - Drawdown Comparison
The maximum INAA.L drawdown since its inception was -35.34%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for INAA.L and VOO. For additional features, visit the drawdowns tool.
Volatility
INAA.L vs. VOO - Volatility Comparison
The current volatility for iShares MSCI North America UCITS (INAA.L) is 3.20%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.78%. This indicates that INAA.L experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.