SPGP.L vs. VOO
Compare and contrast key facts about iShares Gold Producers UCITS ETF (SPGP.L) and Vanguard S&P 500 ETF (VOO).
SPGP.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. SPGP.L is a passively managed fund by iShares that tracks the performance of the EMIX Global Mining Global Gold TR USD. It was launched on Sep 16, 2011. 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 SPGP.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: SPGP.L or VOO.
Key characteristics
| SPGP.L | VOO | |
|---|---|---|
| YTD Return | 15.50% | 26.13% |
| 1Y Return | 25.72% | 33.91% |
| 3Y Return (Ann) | 3.09% | 9.98% |
| 5Y Return (Ann) | 6.83% | 15.61% |
| 10Y Return (Ann) | 10.19% | 13.33% |
| Sharpe Ratio | 0.84 | 2.82 |
| Sortino Ratio | 1.32 | 3.76 |
| Omega Ratio | 1.16 | 1.53 |
| Calmar Ratio | 0.52 | 4.05 |
| Martin Ratio | 3.28 | 18.48 |
| Ulcer Index | 7.07% | 1.85% |
| Daily Std Dev | 27.41% | 12.12% |
| Max Drawdown | -79.54% | -33.99% |
| Current Drawdown | -24.08% | -0.88% |
Correlation
The correlation between SPGP.L and VOO is 0.11, 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.
Performance
SPGP.L vs. VOO - Performance Comparison
In the year-to-date period, SPGP.L achieves a 15.50% return, which is significantly lower than VOO's 26.13% return. Over the past 10 years, SPGP.L has underperformed VOO with an annualized return of 10.19%, while VOO has yielded a comparatively higher 13.33% 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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SPGP.L vs. VOO - Expense Ratio Comparison
SPGP.L has a 0.55% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
SPGP.L vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (SPGP.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
SPGP.L vs. VOO - Dividend Comparison
SPGP.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPGP.L iShares Gold Producers 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 | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SPGP.L vs. VOO - Drawdown Comparison
The maximum SPGP.L drawdown since its inception was -79.54%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SPGP.L and VOO. For additional features, visit the drawdowns tool.
Volatility
SPGP.L vs. VOO - Volatility Comparison
iShares Gold Producers UCITS ETF (SPGP.L) has a higher volatility of 8.63% compared to Vanguard S&P 500 ETF (VOO) at 3.84%. This indicates that SPGP.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.