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SPWO vs. VEU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

SPWO vs. VEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SP Funds S&P World ETF (SPWO) and Vanguard FTSE All-World ex-US ETF (VEU). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
0.53%
0.42%
SPWO
VEU

Returns By Period

In the year-to-date period, SPWO achieves a 10.84% return, which is significantly higher than VEU's 6.79% return.


SPWO

YTD

10.84%

1M

-4.92%

6M

0.53%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

VEU

YTD

6.79%

1M

-3.66%

6M

0.42%

1Y

12.65%

5Y (annualized)

5.56%

10Y (annualized)

4.81%

Key characteristics


SPWOVEU
Daily Std Dev16.17%12.61%
Max Drawdown-9.89%-61.52%
Current Drawdown-6.33%-7.32%

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SPWO vs. VEU - Expense Ratio Comparison

SPWO has a 0.55% expense ratio, which is higher than VEU's 0.07% expense ratio.


SPWO
SP Funds S&P World ETF
Expense ratio chart for SPWO: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for VEU: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Correlation

-0.50.00.51.00.8

The correlation between SPWO and VEU is 0.83, 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

SPWO vs. VEU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SP Funds S&P World ETF (SPWO) and Vanguard FTSE All-World ex-US ETF (VEU). 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
No data
SPWO
VEU

Chart placeholderNot enough data

Dividends

SPWO vs. VEU - Dividend Comparison

SPWO's dividend yield for the trailing twelve months is around 1.00%, less than VEU's 2.99% yield.


TTM20232022202120202019201820172016201520142013
SPWO
SP Funds S&P World ETF
1.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEU
Vanguard FTSE All-World ex-US ETF
2.99%3.32%3.12%3.07%2.00%3.10%3.27%2.66%2.96%2.95%3.52%2.66%

Drawdowns

SPWO vs. VEU - Drawdown Comparison

The maximum SPWO drawdown since its inception was -9.89%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for SPWO and VEU. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.33%
-7.32%
SPWO
VEU

Volatility

SPWO vs. VEU - Volatility Comparison

SP Funds S&P World ETF (SPWO) has a higher volatility of 5.39% compared to Vanguard FTSE All-World ex-US ETF (VEU) at 3.75%. This indicates that SPWO's price experiences larger fluctuations and is considered to be riskier than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
5.39%
3.75%
SPWO
VEU