Correlation
The correlation between ^AW05 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.
^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.
Performance
^AW05 vs. VOO - Performance Comparison
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Key characteristics
^AW05:
0.85
VOO:
0.74
^AW05:
0.99
VOO:
1.04
^AW05:
1.15
VOO:
1.15
^AW05:
0.62
VOO:
0.68
^AW05:
2.55
VOO:
2.58
^AW05:
3.86%
VOO:
4.93%
^AW05:
14.33%
VOO:
19.54%
^AW05:
-59.47%
VOO:
-33.99%
^AW05:
-0.64%
VOO:
-3.55%
Returns By Period
In the year-to-date period, ^AW05 achieves a 4.73% return, which is significantly higher than VOO's 0.90% return. Over the past 10 years, ^AW05 has underperformed VOO with an annualized return of 7.33%, while VOO has yielded a comparatively higher 12.81% annualized return.
^AW05
4.73%
3.53%
2.22%
12.02%
10.45%
11.53%
7.33%
VOO
0.90%
4.04%
-1.46%
13.29%
14.31%
15.89%
12.81%
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Risk-Adjusted Performance
^AW05 vs. VOO — Risk-Adjusted Performance Rank
^AW05
VOO
^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.
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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.
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Volatility
^AW05 vs. VOO - Volatility Comparison
The current volatility for FTSE All World ex South Africa Index (^AW05) is 3.26%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. 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.
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