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IWG.L vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IWG.L and VOO is 0.33, 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.


-0.50.00.51.00.3

Performance

IWG.L vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IWG plc (IWG.L) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
28.22%
7.47%
IWG.L
VOO

Key characteristics

Sharpe Ratio

IWG.L:

1.36

VOO:

1.76

Sortino Ratio

IWG.L:

6.80

VOO:

2.37

Omega Ratio

IWG.L:

1.87

VOO:

1.32

Calmar Ratio

IWG.L:

2.60

VOO:

2.66

Martin Ratio

IWG.L:

15.85

VOO:

11.10

Ulcer Index

IWG.L:

10.05%

VOO:

2.02%

Daily Std Dev

IWG.L:

116.78%

VOO:

12.79%

Max Drawdown

IWG.L:

-99.17%

VOO:

-33.99%

Current Drawdown

IWG.L:

-1.22%

VOO:

-2.11%

Returns By Period

In the year-to-date period, IWG.L achieves a 22.44% return, which is significantly higher than VOO's 2.40% return. Over the past 10 years, IWG.L has outperformed VOO with an annualized return of 46.02%, while VOO has yielded a comparatively lower 13.03% annualized return.


IWG.L

YTD

22.44%

1M

19.73%

6M

34.14%

1Y

154.59%

5Y*

3.37%

10Y*

46.02%

VOO

YTD

2.40%

1M

-1.05%

6M

7.47%

1Y

19.81%

5Y*

14.27%

10Y*

13.03%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

IWG.L vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IWG.L
The Risk-Adjusted Performance Rank of IWG.L is 9494
Overall Rank
The Sharpe Ratio Rank of IWG.L is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of IWG.L is 9999
Sortino Ratio Rank
The Omega Ratio Rank of IWG.L is 9898
Omega Ratio Rank
The Calmar Ratio Rank of IWG.L is 9393
Calmar Ratio Rank
The Martin Ratio Rank of IWG.L is 9696
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 7777
Overall Rank
The Sharpe Ratio Rank of VOO is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IWG.L vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IWG plc (IWG.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.


Sharpe ratio
The chart of Sharpe ratio for IWG.L, currently valued at 1.50, compared to the broader market-2.000.002.001.501.57
The chart of Sortino ratio for IWG.L, currently valued at 6.85, compared to the broader market-4.00-2.000.002.004.006.006.852.12
The chart of Omega ratio for IWG.L, currently valued at 1.91, compared to the broader market0.501.001.502.001.911.29
The chart of Calmar ratio for IWG.L, currently valued at 2.80, compared to the broader market0.002.004.006.002.802.33
The chart of Martin ratio for IWG.L, currently valued at 15.27, compared to the broader market-10.000.0010.0020.0030.0015.279.71
IWG.L
VOO

The current IWG.L Sharpe Ratio is 1.36, which is comparable to the VOO Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of IWG.L and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.50
1.57
IWG.L
VOO

Dividends

IWG.L vs. VOO - Dividend Comparison

IWG.L's dividend yield for the trailing twelve months is around 68.28%, more than VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
IWG.L
IWG plc
68.28%83.60%0.00%0.00%0.00%1.40%149.25%282.30%205.91%189.02%124.55%179.94%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

IWG.L vs. VOO - Drawdown Comparison

The maximum IWG.L drawdown since its inception was -99.17%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for IWG.L and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.98%
-2.11%
IWG.L
VOO

Volatility

IWG.L vs. VOO - Volatility Comparison

IWG plc (IWG.L) has a higher volatility of 6.12% compared to Vanguard S&P 500 ETF (VOO) at 3.32%. This indicates that IWG.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.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
6.12%
3.32%
IWG.L
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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