^AW03 vs. VOO
Compare and contrast key facts about FTSE All World ex UK Index (^AW03) 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: ^AW03 or VOO.
Key characteristics
^AW03 | VOO | |
---|---|---|
YTD Return | 17.24% | 23.75% |
1Y Return | 28.58% | 35.49% |
3Y Return (Ann) | 5.01% | 11.02% |
5Y Return (Ann) | 10.05% | 16.24% |
10Y Return (Ann) | 8.07% | 14.04% |
Sharpe Ratio | 3.36 | 2.85 |
Sortino Ratio | 4.45 | 3.80 |
Omega Ratio | 1.66 | 1.52 |
Calmar Ratio | 2.12 | 3.05 |
Martin Ratio | 19.92 | 17.77 |
Ulcer Index | 1.72% | 2.00% |
Daily Std Dev | 10.37% | 12.45% |
Max Drawdown | -58.89% | -33.99% |
Current Drawdown | -0.59% | -0.34% |
Correlation
The correlation between ^AW03 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
^AW03 vs. VOO - Performance Comparison
In the year-to-date period, ^AW03 achieves a 17.24% return, which is significantly lower than VOO's 23.75% return. Over the past 10 years, ^AW03 has underperformed VOO with an annualized return of 8.07%, while VOO has yielded a comparatively higher 14.04% 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
^AW03 vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FTSE All World ex UK Index (^AW03) 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
^AW03 vs. VOO - Drawdown Comparison
The maximum ^AW03 drawdown since its inception was -58.89%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^AW03 and VOO. For additional features, visit the drawdowns tool.
Volatility
^AW03 vs. VOO - Volatility Comparison
The current volatility for FTSE All World ex UK Index (^AW03) is 2.47%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.04%. This indicates that ^AW03 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.