VOW3.DE vs. IVV
Compare and contrast key facts about Volkswagen AG (VOW3.DE) and iShares Core S&P 500 ETF (IVV).
IVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 15, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOW3.DE or IVV.
Key characteristics
VOW3.DE | IVV | |
---|---|---|
YTD Return | 7.65% | 11.58% |
1Y Return | 3.29% | 29.30% |
3Y Return (Ann) | -8.50% | 10.04% |
5Y Return (Ann) | 2.68% | 15.00% |
10Y Return (Ann) | -0.28% | 12.94% |
Sharpe Ratio | -0.01 | 2.67 |
Daily Std Dev | 21.60% | 11.57% |
Max Drawdown | -77.22% | -55.25% |
Current Drawdown | -34.20% | -0.23% |
Correlation
The correlation between VOW3.DE and IVV is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
VOW3.DE vs. IVV - Performance Comparison
In the year-to-date period, VOW3.DE achieves a 7.65% return, which is significantly lower than IVV's 11.58% return. Over the past 10 years, VOW3.DE has underperformed IVV with an annualized return of -0.28%, while IVV has yielded a comparatively higher 12.94% 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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Risk-Adjusted Performance
VOW3.DE vs. IVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Volkswagen AG (VOW3.DE) and iShares Core S&P 500 ETF (IVV). 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
VOW3.DE vs. IVV - Dividend Comparison
VOW3.DE has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.30%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Volkswagen AG | 0.00% | 7.84% | 22.87% | 2.74% | 3.19% | 2.76% | 2.85% | 1.24% | 0.13% | 3.63% | 2.20% | 1.74% |
iShares Core S&P 500 ETF | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
Drawdowns
VOW3.DE vs. IVV - Drawdown Comparison
The maximum VOW3.DE drawdown since its inception was -77.22%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for VOW3.DE and IVV. For additional features, visit the drawdowns tool.
Volatility
VOW3.DE vs. IVV - Volatility Comparison
Volkswagen AG (VOW3.DE) has a higher volatility of 7.10% compared to iShares Core S&P 500 ETF (IVV) at 3.43%. This indicates that VOW3.DE's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.