SSGVX vs. VUSA.AS
Compare and contrast key facts about State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
SSGVX is managed by State Street Global Advisors. It was launched on Sep 17, 2014. VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SSGVX or VUSA.AS.
Key characteristics
| SSGVX | VUSA.AS | |
|---|---|---|
| YTD Return | 9.81% | 29.65% |
| 1Y Return | 21.13% | 36.88% |
| 3Y Return (Ann) | 1.31% | 12.02% |
| 5Y Return (Ann) | 5.29% | 15.81% |
| 10Y Return (Ann) | 3.88% | 14.39% |
| Sharpe Ratio | 1.80 | 2.99 |
| Sortino Ratio | 2.48 | 4.05 |
| Omega Ratio | 1.33 | 1.62 |
| Calmar Ratio | 1.38 | 4.29 |
| Martin Ratio | 9.24 | 19.19 |
| Ulcer Index | 2.27% | 1.86% |
| Daily Std Dev | 11.62% | 11.83% |
| Max Drawdown | -39.14% | -33.64% |
| Current Drawdown | -4.49% | 0.00% |
Correlation
The correlation between SSGVX and VUSA.AS is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SSGVX vs. VUSA.AS - Performance Comparison
In the year-to-date period, SSGVX achieves a 9.81% return, which is significantly lower than VUSA.AS's 29.65% return. Over the past 10 years, SSGVX has underperformed VUSA.AS with an annualized return of 3.88%, while VUSA.AS has yielded a comparatively higher 14.39% 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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SSGVX vs. VUSA.AS - Expense Ratio Comparison
SSGVX has a 0.05% expense ratio, which is lower than VUSA.AS's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SSGVX vs. VUSA.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) and Vanguard S&P 500 UCITS ETF (VUSA.AS). 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
SSGVX vs. VUSA.AS - Dividend Comparison
SSGVX's dividend yield for the trailing twelve months is around 2.70%, more than VUSA.AS's 0.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SSGVX State Street Global All Cap Equity ex-U.S.Index Portfolio | 2.70% | 2.96% | 2.35% | 2.58% | 1.66% | 2.96% | 3.02% | 2.33% | 1.57% | 2.15% | 0.64% | 0.00% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 0.98% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Drawdowns
SSGVX vs. VUSA.AS - Drawdown Comparison
The maximum SSGVX drawdown since its inception was -39.14%, which is greater than VUSA.AS's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for SSGVX and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
SSGVX vs. VUSA.AS - Volatility Comparison
The current volatility for State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) is 3.25%, while Vanguard S&P 500 UCITS ETF (VUSA.AS) has a volatility of 3.56%. This indicates that SSGVX experiences smaller price fluctuations and is considered to be less risky than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.