MXUS.L vs. VOO
Compare and contrast key facts about Invesco MSCI USA UCITS ETF (MXUS.L) and Vanguard S&P 500 ETF (VOO).
MXUS.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. MXUS.L is a passively managed fund by Invesco that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 31, 2009. 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 MXUS.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: MXUS.L or VOO.
Performance
MXUS.L vs. VOO - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with MXUS.L having a 24.64% return and VOO slightly higher at 25.02%. Both investments have delivered pretty close results over the past 10 years, with MXUS.L having a 12.78% annualized return and VOO not far ahead at 13.11%.
MXUS.L
24.64%
0.97%
11.73%
33.15%
15.37%
12.78%
VOO
25.02%
0.63%
11.74%
32.35%
15.50%
13.11%
Key characteristics
| MXUS.L | VOO | |
|---|---|---|
| Sharpe Ratio | 2.76 | 2.67 |
| Sortino Ratio | 3.80 | 3.56 |
| Omega Ratio | 1.52 | 1.50 |
| Calmar Ratio | 4.08 | 3.85 |
| Martin Ratio | 17.59 | 17.51 |
| Ulcer Index | 1.83% | 1.86% |
| Daily Std Dev | 11.68% | 12.23% |
| Max Drawdown | -34.38% | -33.99% |
| Current Drawdown | -1.82% | -1.76% |
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MXUS.L vs. VOO - Expense Ratio Comparison
MXUS.L has a 0.05% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between MXUS.L and VOO is 0.55, 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.
Risk-Adjusted Performance
MXUS.L vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI USA UCITS ETF (MXUS.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
MXUS.L vs. VOO - Dividend Comparison
MXUS.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.25%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXUS.L Invesco MSCI USA UCITS ETF | 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 | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
MXUS.L vs. VOO - Drawdown Comparison
The maximum MXUS.L drawdown since its inception was -34.38%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MXUS.L and VOO. For additional features, visit the drawdowns tool.
Volatility
MXUS.L vs. VOO - Volatility Comparison
Invesco MSCI USA UCITS ETF (MXUS.L) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.01% and 4.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.