SPDW vs. VTI
Compare and contrast key facts about SPDR Portfolio World ex-US ETF (SPDW) and Vanguard Total Stock Market ETF (VTI).
SPDW and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPDW is a passively managed fund by State Street that tracks the performance of the S&P Developed Ex-U.S. BMI Index. It was launched on Apr 26, 2007. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both SPDW and VTI 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: SPDW or VTI.
Performance
SPDW vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, SPDW achieves a 4.65% return, which is significantly lower than VTI's 23.63% return. Over the past 10 years, SPDW has underperformed VTI with an annualized return of 5.11%, while VTI has yielded a comparatively higher 12.59% annualized return.
SPDW
4.65%
-4.79%
-2.57%
12.89%
5.55%
5.11%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| SPDW | VTI | |
|---|---|---|
| Sharpe Ratio | 0.99 | 2.58 |
| Sortino Ratio | 1.42 | 3.45 |
| Omega Ratio | 1.18 | 1.48 |
| Calmar Ratio | 1.17 | 3.76 |
| Martin Ratio | 4.98 | 16.56 |
| Ulcer Index | 2.54% | 1.95% |
| Daily Std Dev | 12.81% | 12.51% |
| Max Drawdown | -60.02% | -55.45% |
| Current Drawdown | -7.88% | -2.43% |
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SPDW vs. VTI - Expense Ratio Comparison
SPDW has a 0.04% expense ratio, which is higher than VTI'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 SPDW and VTI is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
SPDW vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio World ex-US ETF (SPDW) and Vanguard Total Stock Market ETF (VTI). 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
SPDW vs. VTI - Dividend Comparison
SPDW's dividend yield for the trailing twelve months is around 2.77%, more than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPDW SPDR Portfolio World ex-US ETF | 2.77% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.08% | 1.86% | 3.11% | 2.79% | 3.51% | 2.37% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
SPDW vs. VTI - Drawdown Comparison
The maximum SPDW drawdown since its inception was -60.02%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SPDW and VTI. For additional features, visit the drawdowns tool.
Volatility
SPDW vs. VTI - Volatility Comparison
The current volatility for SPDR Portfolio World ex-US ETF (SPDW) is 3.81%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.28%. This indicates that SPDW experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.