^AW01 vs. VOO
Compare and contrast key facts about FTSE All World (^AW01) and Vanguard S&P 500 ETF (VOO).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AW01 or VOO.
Key characteristics
| ^AW01 | VOO | |
|---|---|---|
| YTD Return | 9.04% | 11.61% |
| 1Y Return | 21.52% | 29.33% |
| 3Y Return (Ann) | 4.15% | 10.04% |
| 5Y Return (Ann) | 9.03% | 15.01% |
| 10Y Return (Ann) | 6.47% | 12.96% |
| Sharpe Ratio | 2.21 | 2.66 |
| Daily Std Dev | 9.72% | 11.60% |
| Max Drawdown | -59.48% | -33.99% |
| Current Drawdown | 0.00% | -0.19% |
Correlation
The correlation between ^AW01 and VOO is 0.87, 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
^AW01 vs. VOO - Performance Comparison
In the year-to-date period, ^AW01 achieves a 9.04% return, which is significantly lower than VOO's 11.61% return. Over the past 10 years, ^AW01 has underperformed VOO with an annualized return of 6.47%, while VOO has yielded a comparatively higher 12.96% 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
^AW01 vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FTSE All World (^AW01) 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.
Drawdowns
^AW01 vs. VOO - Drawdown Comparison
The maximum ^AW01 drawdown since its inception was -59.48%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^AW01 and VOO. For additional features, visit the drawdowns tool.
Volatility
^AW01 vs. VOO - Volatility Comparison
The current volatility for FTSE All World (^AW01) is 2.84%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.41%. This indicates that ^AW01 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.