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^AW06 vs. VOO
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^AW06 and VOO is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

^AW06 vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FTSE All World Asia Pacific Index (^AW06) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
60.41%
574.26%
^AW06
VOO

Key characteristics

Sharpe Ratio

^AW06:

0.37

VOO:

0.56

Sortino Ratio

^AW06:

0.43

VOO:

0.92

Omega Ratio

^AW06:

1.07

VOO:

1.13

Calmar Ratio

^AW06:

0.18

VOO:

0.58

Martin Ratio

^AW06:

0.74

VOO:

2.25

Ulcer Index

^AW06:

5.88%

VOO:

4.83%

Daily Std Dev

^AW06:

18.01%

VOO:

19.11%

Max Drawdown

^AW06:

-59.04%

VOO:

-33.99%

Current Drawdown

^AW06:

-12.39%

VOO:

-7.55%

Returns By Period

In the year-to-date period, ^AW06 achieves a 4.02% return, which is significantly higher than VOO's -3.28% return. Over the past 10 years, ^AW06 has underperformed VOO with an annualized return of 2.32%, while VOO has yielded a comparatively higher 12.40% annualized return.


^AW06

YTD

4.02%

1M

13.40%

6M

-0.44%

1Y

6.73%

5Y*

5.49%

10Y*

2.32%

VOO

YTD

-3.28%

1M

13.71%

6M

-4.52%

1Y

10.70%

5Y*

15.89%

10Y*

12.40%

*Annualized

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Risk-Adjusted Performance

^AW06 vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^AW06
The Risk-Adjusted Performance Rank of ^AW06 is 3939
Overall Rank
The Sharpe Ratio Rank of ^AW06 is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of ^AW06 is 3434
Sortino Ratio Rank
The Omega Ratio Rank of ^AW06 is 3838
Omega Ratio Rank
The Calmar Ratio Rank of ^AW06 is 3737
Calmar Ratio Rank
The Martin Ratio Rank of ^AW06 is 3838
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^AW06 vs. VOO - Risk-Adjusted Performance Comparison

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 0.37, which is lower than the VOO Sharpe Ratio of 0.56. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.37
0.52
^AW06
VOO

Drawdowns

^AW06 vs. VOO - Drawdown Comparison

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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-12.39%
-7.55%
^AW06
VOO

Volatility

^AW06 vs. VOO - Volatility Comparison

The current volatility for FTSE All World Asia Pacific Index (^AW06) is 3.34%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.65%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
3.34%
5.65%
^AW06
VOO