V3AM.L vs. VOO
Compare and contrast key facts about Vanguard ESG Global All Cap UCITS ETF (USD) Distributing (V3AM.L) and Vanguard S&P 500 ETF (VOO).
V3AM.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. V3AM.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Mar 23, 2021. 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 V3AM.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: V3AM.L or VOO.
Key characteristics
V3AM.L | VOO | |
---|---|---|
YTD Return | 8.87% | 11.83% |
1Y Return | 22.03% | 31.13% |
3Y Return (Ann) | 8.21% | 10.03% |
Sharpe Ratio | 2.06 | 2.60 |
Daily Std Dev | 10.62% | 11.62% |
Max Drawdown | -18.83% | -33.99% |
Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between V3AM.L and VOO is 0.64, 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
V3AM.L vs. VOO - Performance Comparison
In the year-to-date period, V3AM.L achieves a 8.87% return, which is significantly lower than VOO's 11.83% 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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V3AM.L vs. VOO - Expense Ratio Comparison
V3AM.L has a 0.24% expense ratio, which is higher than VOO's 0.03% expense ratio. However, 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
V3AM.L vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Global All Cap UCITS ETF (USD) Distributing (V3AM.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
V3AM.L vs. VOO - Dividend Comparison
V3AM.L's dividend yield for the trailing twelve months is around 1.33%, which matches VOO's 1.32% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Vanguard ESG Global All Cap UCITS ETF (USD) Distributing | 1.33% | 1.45% | 1.70% | 0.92% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard S&P 500 ETF | 1.32% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
V3AM.L vs. VOO - Drawdown Comparison
The maximum V3AM.L drawdown since its inception was -18.83%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for V3AM.L and VOO. For additional features, visit the drawdowns tool.
Volatility
V3AM.L vs. VOO - Volatility Comparison
Vanguard ESG Global All Cap UCITS ETF (USD) Distributing (V3AM.L) has a higher volatility of 4.15% compared to Vanguard S&P 500 ETF (VOO) at 3.49%. This indicates that V3AM.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.