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

Performance

SPWO vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SP Funds S&P World ETF (SPWO) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
0.39%
0.44%
SPWO
VXUS

Returns By Period

In the year-to-date period, SPWO achieves a 10.69% return, which is significantly higher than VXUS's 6.36% return.


SPWO

YTD

10.69%

1M

-5.49%

6M

-1.23%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

VXUS

YTD

6.36%

1M

-4.05%

6M

-0.23%

1Y

12.56%

5Y (annualized)

5.46%

10Y (annualized)

4.76%

Key characteristics


SPWOVXUS
Daily Std Dev16.21%12.68%
Max Drawdown-9.89%-35.97%
Current Drawdown-6.46%-7.19%

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SPWO vs. VXUS - Expense Ratio Comparison

SPWO has a 0.55% expense ratio, which is higher than VXUS'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 VXUS: 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 VXUS 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. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SP Funds S&P World ETF (SPWO) and Vanguard Total International Stock ETF (VXUS). 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
VXUS

Chart placeholderNot enough data

Dividends

SPWO vs. VXUS - Dividend Comparison

SPWO's dividend yield for the trailing twelve months is around 1.01%, less than VXUS's 3.01% yield.


TTM20232022202120202019201820172016201520142013
SPWO
SP Funds S&P World ETF
1.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
3.01%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%2.70%

Drawdowns

SPWO vs. VXUS - Drawdown Comparison

The maximum SPWO drawdown since its inception was -9.89%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for SPWO and VXUS. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.46%
-7.19%
SPWO
VXUS

Volatility

SPWO vs. VXUS - Volatility Comparison

SP Funds S&P World ETF (SPWO) has a higher volatility of 5.38% compared to Vanguard Total International Stock ETF (VXUS) at 3.78%. This indicates that SPWO's price experiences larger fluctuations and is considered to be riskier than VXUS 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
5.38%
3.78%
SPWO
VXUS