VWDRY vs. IVV
Compare and contrast key facts about Vestas Wind Systems A/S (VWDRY) 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: VWDRY or IVV.
Key characteristics
| VWDRY | IVV | |
|---|---|---|
| YTD Return | -40.13% | 23.77% |
| 1Y Return | -4.99% | 37.30% |
| 3Y Return (Ann) | -21.28% | 10.92% |
| 5Y Return (Ann) | 4.09% | 16.23% |
| 10Y Return (Ann) | 12.56% | 13.91% |
| Sharpe Ratio | -0.21 | 2.86 |
| Sortino Ratio | -0.05 | 3.81 |
| Omega Ratio | 0.99 | 1.52 |
| Calmar Ratio | -0.13 | 3.06 |
| Martin Ratio | -0.44 | 18.51 |
| Ulcer Index | 18.93% | 1.92% |
| Daily Std Dev | 38.80% | 12.43% |
| Max Drawdown | -97.29% | -55.25% |
| Current Drawdown | -63.37% | -0.32% |
Correlation
The correlation between VWDRY 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
VWDRY vs. IVV - Performance Comparison
In the year-to-date period, VWDRY achieves a -40.13% return, which is significantly lower than IVV's 23.77% return. Over the past 10 years, VWDRY has underperformed IVV with an annualized return of 12.56%, while IVV has yielded a comparatively higher 13.91% 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
VWDRY vs. IVV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vestas Wind Systems A/S (VWDRY) 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
VWDRY vs. IVV - Dividend Comparison
VWDRY has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.27%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWDRY Vestas Wind Systems A/S | 0.00% | 0.00% | 0.19% | 0.89% | 0.49% | 1.11% | 1.27% | 1.24% | 0.99% | 0.54% | 0.00% | 0.00% |
IVV iShares Core S&P 500 ETF | 1.27% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
Drawdowns
VWDRY vs. IVV - Drawdown Comparison
The maximum VWDRY drawdown since its inception was -97.29%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for VWDRY and IVV. For additional features, visit the drawdowns tool.
Volatility
VWDRY vs. IVV - Volatility Comparison
Vestas Wind Systems A/S (VWDRY) has a higher volatility of 10.18% compared to iShares Core S&P 500 ETF (IVV) at 3.01%. This indicates that VWDRY'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.