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

Correlation

The correlation between SPWO and VEU is 0.82, 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.


-0.50.00.51.00.8

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%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.83%
8.37%
SPWO
VEU

Key characteristics

Sortino Ratio

SPWO:

1.21

VEU:

0.98

Omega Ratio

SPWO:

1.15

VEU:

1.12

Ulcer Index

SPWO:

3.22%

VEU:

3.13%

Daily Std Dev

SPWO:

16.17%

VEU:

12.70%

Max Drawdown

SPWO:

-9.89%

VEU:

-61.52%

Current Drawdown

SPWO:

-7.40%

VEU:

-8.57%

Returns By Period

In the year-to-date period, SPWO achieves a 9.58% return, which is significantly higher than VEU's 5.34% return.


SPWO

YTD

9.58%

1M

-1.14%

6M

-0.08%

1Y

11.45%

5Y*

N/A

10Y*

N/A

VEU

YTD

5.34%

1M

-1.35%

6M

0.09%

1Y

6.52%

5Y*

4.46%

10Y*

5.01%

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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%

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
The chart of Sortino ratio for SPWO, currently valued at 1.21, compared to the broader market-2.000.002.004.006.008.0010.001.210.98
The chart of Omega ratio for SPWO, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.12
SPWO
VEU


Chart placeholderNot enough data

Dividends

SPWO vs. VEU - Dividend Comparison

SPWO's dividend yield for the trailing twelve months is around 1.14%, less than VEU's 3.25% yield.


TTM20232022202120202019201820172016201520142013
SPWO
SP Funds S&P World ETF
1.14%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
3.25%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%JulyAugustSeptemberOctoberNovemberDecember
-7.40%
-8.57%
SPWO
VEU

Volatility

SPWO vs. VEU - Volatility Comparison

SP Funds S&P World ETF (SPWO) has a higher volatility of 4.68% compared to Vanguard FTSE All-World ex-US ETF (VEU) at 3.36%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.68%
3.36%
SPWO
VEU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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