S100.L vs. VOO
Compare and contrast key facts about Invesco FTSE 100 UCITS ETF (S100.L) and Vanguard S&P 500 ETF (VOO).
S100.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. S100.L is a passively managed fund by Invesco that tracks the performance of the FTSE AllSh TR GBP. 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 S100.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: S100.L or VOO.
Key characteristics
| S100.L | VOO | |
|---|---|---|
| YTD Return | 9.84% | 18.91% |
| 1Y Return | 11.63% | 28.20% |
| 3Y Return (Ann) | 9.68% | 9.93% |
| 5Y Return (Ann) | 5.92% | 15.31% |
| 10Y Return (Ann) | 5.56% | 12.87% |
| Sharpe Ratio | 1.02 | 2.21 |
| Daily Std Dev | 10.29% | 12.64% |
| Max Drawdown | -34.58% | -33.99% |
| Current Drawdown | -1.49% | -0.60% |
Correlation
The correlation between S100.L and VOO is 0.44, 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
S100.L vs. VOO - Performance Comparison
In the year-to-date period, S100.L achieves a 9.84% return, which is significantly lower than VOO's 18.91% return. Over the past 10 years, S100.L has underperformed VOO with an annualized return of 5.56%, while VOO has yielded a comparatively higher 12.87% 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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S100.L vs. VOO - Expense Ratio Comparison
S100.L has a 0.09% 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%.
Risk-Adjusted Performance
S100.L vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE 100 UCITS ETF (S100.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
S100.L vs. VOO - Dividend Comparison
S100.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.28%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
S100.L Invesco FTSE 100 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 | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
S100.L vs. VOO - Drawdown Comparison
The maximum S100.L drawdown since its inception was -34.58%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for S100.L and VOO. For additional features, visit the drawdowns tool.
Volatility
S100.L vs. VOO - Volatility Comparison
Invesco FTSE 100 UCITS ETF (S100.L) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.70% and 3.83%, 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.