^AW05 vs. VOO
Compare and contrast key facts about FTSE All World ex South Africa Index (^AW05) 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: ^AW05 or VOO.
Key characteristics
| ^AW05 | VOO | |
|---|---|---|
| YTD Return | 14.18% | 19.08% |
| 1Y Return | 23.89% | 30.57% |
| 3Y Return (Ann) | 4.07% | 9.55% |
| 5Y Return (Ann) | 10.29% | 16.48% |
| 10Y Return (Ann) | 6.60% | 12.96% |
| Sharpe Ratio | 2.11 | 2.31 |
| Daily Std Dev | 10.42% | 12.50% |
| Max Drawdown | -59.47% | -33.99% |
| Current Drawdown | 0.00% | -0.46% |
Correlation
The correlation between ^AW05 and VOO is 0.88, 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
^AW05 vs. VOO - Performance Comparison
In the year-to-date period, ^AW05 achieves a 14.18% return, which is significantly lower than VOO's 19.08% return. Over the past 10 years, ^AW05 has underperformed VOO with an annualized return of 6.60%, 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
^AW05 vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FTSE All World ex South Africa Index (^AW05) 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
^AW05 vs. VOO - Drawdown Comparison
The maximum ^AW05 drawdown since its inception was -59.47%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^AW05 and VOO. For additional features, visit the drawdowns tool.
Volatility
^AW05 vs. VOO - Volatility Comparison
The current volatility for FTSE All World ex South Africa Index (^AW05) is 5.52%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.91%. This indicates that ^AW05 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.