VWICX vs. QWLD
Compare and contrast key facts about Vanguard International Core Stock Fund Investor Shares (VWICX) and SPDR MSCI World StrategicFactors ETF (QWLD).
VWICX is managed by Vanguard. It was launched on Oct 16, 2019. QWLD is a passively managed fund by State Street that tracks the performance of the MSCI World Factor Mix A-Series (USD). It was launched on Jun 4, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWICX or QWLD.
Key characteristics
| VWICX | QWLD | |
|---|---|---|
| YTD Return | 12.95% | 18.46% |
| 1Y Return | 22.83% | 27.35% |
| 3Y Return (Ann) | 4.58% | 7.54% |
| 5Y Return (Ann) | 8.08% | 11.28% |
| Sharpe Ratio | 1.88 | 3.00 |
| Sortino Ratio | 2.63 | 4.22 |
| Omega Ratio | 1.33 | 1.55 |
| Calmar Ratio | 2.63 | 5.19 |
| Martin Ratio | 10.81 | 19.97 |
| Ulcer Index | 2.22% | 1.44% |
| Daily Std Dev | 12.79% | 9.53% |
| Max Drawdown | -34.37% | -31.89% |
| Current Drawdown | -3.88% | -0.48% |
Correlation
The correlation between VWICX and QWLD is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VWICX vs. QWLD - Performance Comparison
In the year-to-date period, VWICX achieves a 12.95% return, which is significantly lower than QWLD's 18.46% 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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VWICX vs. QWLD - Expense Ratio Comparison
VWICX has a 0.45% expense ratio, which is higher than QWLD's 0.30% expense ratio.
Risk-Adjusted Performance
VWICX vs. QWLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard International Core Stock Fund Investor Shares (VWICX) and SPDR MSCI World StrategicFactors ETF (QWLD). 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
VWICX vs. QWLD - Dividend Comparison
VWICX's dividend yield for the trailing twelve months is around 1.87%, more than QWLD's 1.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VWICX Vanguard International Core Stock Fund Investor Shares | 1.87% | 2.11% | 2.00% | 2.73% | 1.80% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QWLD SPDR MSCI World StrategicFactors ETF | 1.47% | 1.78% | 2.02% | 1.77% | 1.77% | 2.13% | 2.33% | 2.73% | 2.22% | 3.42% | 1.02% |
Drawdowns
VWICX vs. QWLD - Drawdown Comparison
The maximum VWICX drawdown since its inception was -34.37%, which is greater than QWLD's maximum drawdown of -31.89%. Use the drawdown chart below to compare losses from any high point for VWICX and QWLD. For additional features, visit the drawdowns tool.
Volatility
VWICX vs. QWLD - Volatility Comparison
Vanguard International Core Stock Fund Investor Shares (VWICX) has a higher volatility of 3.84% compared to SPDR MSCI World StrategicFactors ETF (QWLD) at 2.64%. This indicates that VWICX's price experiences larger fluctuations and is considered to be riskier than QWLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.