XWD.TO vs. VOO
Compare and contrast key facts about iShares MSCI World Index ETF (XWD.TO) and Vanguard S&P 500 ETF (VOO).
XWD.TO and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XWD.TO is a passively managed fund by iShares that tracks the performance of the Morningstar Gbl GR CAD. It was launched on Jun 18, 2009. 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 XWD.TO 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: XWD.TO or VOO.
Key characteristics
| XWD.TO | VOO | |
|---|---|---|
| YTD Return | 26.62% | 27.15% |
| 1Y Return | 33.94% | 39.90% |
| 3Y Return (Ann) | 11.26% | 10.28% |
| 5Y Return (Ann) | 13.30% | 16.00% |
| 10Y Return (Ann) | 12.15% | 13.43% |
| Sharpe Ratio | 3.41 | 3.15 |
| Sortino Ratio | 4.89 | 4.19 |
| Omega Ratio | 1.64 | 1.59 |
| Calmar Ratio | 4.89 | 4.60 |
| Martin Ratio | 23.72 | 21.00 |
| Ulcer Index | 1.40% | 1.85% |
| Daily Std Dev | 9.75% | 12.34% |
| Max Drawdown | -27.48% | -33.99% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XWD.TO and VOO is 0.89, 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
XWD.TO vs. VOO - Performance Comparison
The year-to-date returns for both investments are quite close, with XWD.TO having a 26.62% return and VOO slightly higher at 27.15%. Over the past 10 years, XWD.TO has underperformed VOO with an annualized return of 12.15%, while VOO has yielded a comparatively higher 13.43% 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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XWD.TO vs. VOO - Expense Ratio Comparison
XWD.TO has a 0.48% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
XWD.TO vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Index ETF (XWD.TO) 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
XWD.TO vs. VOO - Dividend Comparison
XWD.TO's dividend yield for the trailing twelve months is around 1.14%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XWD.TO iShares MSCI World Index ETF | 1.14% | 1.39% | 1.36% | 1.21% | 1.06% | 1.76% | 1.94% | 1.63% | 1.83% | 1.84% | 2.15% | 1.62% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
XWD.TO vs. VOO - Drawdown Comparison
The maximum XWD.TO drawdown since its inception was -27.48%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XWD.TO and VOO. For additional features, visit the drawdowns tool.
Volatility
XWD.TO vs. VOO - Volatility Comparison
The current volatility for iShares MSCI World Index ETF (XWD.TO) is 3.20%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.95%. This indicates that XWD.TO experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.