VUSE vs. SWRD.AS
Compare and contrast key facts about Vident Core US Equity Fund (VUSE) and SPDR MSCI World UCITS ETF (SWRD.AS).
VUSE and SWRD.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VUSE is a passively managed fund by Vident that tracks the performance of the Vident Core U.S. Equity Index. It was launched on Jan 22, 2014. SWRD.AS is a passively managed fund by State Street that tracks the performance of the MSCI ACWI NR USD. It was launched on Feb 28, 2019. Both VUSE and SWRD.AS 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: VUSE or SWRD.AS.
Key characteristics
| VUSE | SWRD.AS | |
|---|---|---|
| YTD Return | 5.73% | 12.31% |
| 1Y Return | 24.30% | 25.37% |
| 3Y Return (Ann) | 7.94% | 11.34% |
| Sharpe Ratio | 2.03 | 2.39 |
| Daily Std Dev | 11.57% | 9.78% |
| Max Drawdown | -43.92% | -33.61% |
| Current Drawdown | -0.87% | 0.00% |
Correlation
The correlation between VUSE and SWRD.AS is 0.57, 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
VUSE vs. SWRD.AS - Performance Comparison
In the year-to-date period, VUSE achieves a 5.73% return, which is significantly lower than SWRD.AS's 12.31% 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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VUSE vs. SWRD.AS - Expense Ratio Comparison
VUSE has a 0.48% expense ratio, which is higher than SWRD.AS's 0.12% expense ratio.
Risk-Adjusted Performance
VUSE vs. SWRD.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vident Core US Equity Fund (VUSE) and SPDR MSCI World UCITS ETF (SWRD.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
VUSE vs. SWRD.AS - Dividend Comparison
VUSE's dividend yield for the trailing twelve months is around 1.04%, while SWRD.AS has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VUSE Vident Core US Equity Fund | 1.04% | 1.15% | 1.57% | 1.16% | 1.33% | 1.61% | 1.55% | 1.16% | 1.25% | 1.73% | 1.29% |
SWRD.AS SPDR MSCI World UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VUSE vs. SWRD.AS - Drawdown Comparison
The maximum VUSE drawdown since its inception was -43.92%, which is greater than SWRD.AS's maximum drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for VUSE and SWRD.AS. For additional features, visit the drawdowns tool.
Volatility
VUSE vs. SWRD.AS - Volatility Comparison
Vident Core US Equity Fund (VUSE) and SPDR MSCI World UCITS ETF (SWRD.AS) have volatilities of 3.11% and 3.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.