^AW06 vs. VOO

In the year-to-date period, ^AW06 achieves a 7.36% return, which is significantly higher than VOO's 0.90% return. Over the past 10 years, ^AW06 has underperformed VOO with an annualized return of 2.79%, while VOO has yielded a comparatively higher 12.81% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for FTSE All World Asia Pacific Index (^AW06) 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.

The current ^AW06 Sharpe Ratio is 0.54, which is comparable to the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of ^AW06 and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^AW06 drawdown since its inception was -59.04%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^AW06 and VOO.

The current volatility for FTSE All World Asia Pacific Index (^AW06) is 3.12%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. This indicates that ^AW06 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.