^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.
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.
Performance
^AW05 vs. VOO - Performance Comparison
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Key characteristics
^AW05:
0.70
VOO:
0.52
^AW05:
0.95
VOO:
0.89
^AW05:
1.14
VOO:
1.13
^AW05:
0.59
VOO:
0.57
^AW05:
2.44
VOO:
2.18
^AW05:
3.85%
VOO:
4.85%
^AW05:
14.28%
VOO:
19.11%
^AW05:
-59.47%
VOO:
-33.99%
^AW05:
-2.56%
VOO:
-7.67%
Returns By Period
In the year-to-date period, ^AW05 achieves a 2.70% return, which is significantly higher than VOO's -3.41% return. Over the past 10 years, ^AW05 has underperformed VOO with an annualized return of 6.74%, while VOO has yielded a comparatively higher 12.31% annualized return.
^AW05
2.70%
9.05%
0.15%
10.35%
11.82%
6.74%
VOO
-3.41%
5.73%
-5.06%
9.79%
16.35%
12.31%
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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. For additional features, visit the drawdowns tool.
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Volatility
^AW05 vs. VOO - Volatility Comparison
The current volatility for FTSE All World ex South Africa Index (^AW05) is 4.07%, while Vanguard S&P 500 ETF (VOO) has a volatility of 6.83%. 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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