INTL.L vs. VOO
Compare and contrast key facts about WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) and Vanguard S&P 500 ETF (VOO).
INTL.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. INTL.L is a passively managed fund by WisdomTree that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 30, 2018. 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 INTL.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: INTL.L or VOO.
Key characteristics
| INTL.L | VOO | |
|---|---|---|
| YTD Return | 0.22% | 23.75% |
| 1Y Return | 13.92% | 35.49% |
| 3Y Return (Ann) | 2.85% | 11.02% |
| 5Y Return (Ann) | 16.18% | 16.24% |
| Sharpe Ratio | 0.71 | 2.85 |
| Sortino Ratio | 1.09 | 3.80 |
| Omega Ratio | 1.13 | 1.52 |
| Calmar Ratio | 0.68 | 3.05 |
| Martin Ratio | 2.27 | 17.77 |
| Ulcer Index | 6.79% | 2.00% |
| Daily Std Dev | 21.69% | 12.45% |
| Max Drawdown | -37.71% | -33.99% |
| Current Drawdown | -6.00% | -0.34% |
Correlation
The correlation between INTL.L and VOO is 0.56, 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
INTL.L vs. VOO - Performance Comparison
In the year-to-date period, INTL.L achieves a 0.22% return, which is significantly lower than VOO's 23.75% 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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INTL.L vs. VOO - Expense Ratio Comparison
INTL.L has a 0.40% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
INTL.L vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.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
INTL.L vs. VOO - Dividend Comparison
INTL.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INTL.L WisdomTree Artificial Intelligence UCITS ETF - USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
INTL.L vs. VOO - Drawdown Comparison
The maximum INTL.L drawdown since its inception was -37.71%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for INTL.L and VOO. For additional features, visit the drawdowns tool.
Volatility
INTL.L vs. VOO - Volatility Comparison
WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) has a higher volatility of 5.33% compared to Vanguard S&P 500 ETF (VOO) at 3.04%. This indicates that INTL.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.