VWRP VUSA
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VUSA.L Vanguard S&P 500 UCITS ETF | Large Cap Blend Equities | 20% |
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | Global Equities | 80% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in VWRP VUSA, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Jul 25, 2019, corresponding to the inception date of VWRP.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| VWRP VUSA | 20.36% | 0.83% | 10.70% | 30.98% | 12.24% | N/A |
| Portfolio components: | ||||||
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | 18.88% | 0.24% | 9.65% | 29.44% | 11.30% | N/A |
VUSA.L Vanguard S&P 500 UCITS ETF | 26.33% | 3.19% | 14.94% | 37.18% | 15.98% | 15.90% |
Monthly Returns
The table below presents the monthly returns of VWRP VUSA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.01% | 3.60% | 3.48% | -2.97% | 2.98% | 3.95% | 1.23% | 1.49% | 2.35% | -1.00% | 20.36% | ||
| 2023 | 6.12% | -2.90% | 3.08% | 1.87% | -0.42% | 5.72% | 3.44% | -2.02% | -4.15% | -3.31% | 8.72% | 5.43% | 22.64% |
| 2022 | -5.76% | -1.98% | 3.10% | -7.29% | -1.70% | -7.96% | 6.40% | -2.95% | -7.96% | 4.30% | 6.16% | -2.67% | -18.18% |
| 2021 | -0.16% | 2.32% | 3.11% | 4.24% | 1.67% | 1.28% | 1.04% | 2.41% | -3.69% | 4.68% | -1.27% | 3.91% | 21.01% |
| 2020 | -1.16% | -8.94% | -11.26% | 9.37% | 3.84% | 3.42% | 4.59% | 7.50% | -3.04% | -2.92% | 11.53% | 4.92% | 16.18% |
| 2019 | -0.51% | -2.90% | 2.70% | 2.39% | 3.11% | 3.49% | 8.40% |
Expense Ratio
VWRP VUSA has an expense ratio of 0.19%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VWRP VUSA is 55, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | 2.48 | 3.46 | 1.45 | 3.56 | 15.66 |
VUSA.L Vanguard S&P 500 UCITS ETF | 3.11 | 4.26 | 1.59 | 4.54 | 19.45 |
Dividends
Dividend yield
VWRP VUSA provided a 0.15% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.15% | 0.25% | 0.28% | 0.21% | 0.29% | 0.30% | 0.34% | 0.32% | 0.31% | 0.35% | 0.30% | 0.32% |
| Portfolio components: | ||||||||||||
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUSA.L Vanguard S&P 500 UCITS ETF | 0.74% | 1.25% | 1.41% | 1.05% | 1.46% | 1.48% | 1.70% | 1.60% | 1.55% | 1.73% | 1.50% | 1.62% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the VWRP VUSA. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the VWRP VUSA was 33.26%, occurring on Mar 23, 2020. Recovery took 106 trading sessions.
The current VWRP VUSA drawdown is 0.76%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.26% | Feb 18, 2020 | 25 | Mar 23, 2020 | 106 | Aug 24, 2020 | 131 |
| -26.42% | Dec 31, 2021 | 195 | Oct 11, 2022 | 305 | Dec 27, 2023 | 500 |
| -7.47% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -7.29% | Sep 3, 2020 | 16 | Sep 24, 2020 | 30 | Nov 5, 2020 | 46 |
| -6.21% | Jul 29, 2019 | 14 | Aug 15, 2019 | 20 | Sep 13, 2019 | 34 |
Volatility
Volatility Chart
The current VWRP VUSA volatility is 2.96%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| VUSA.L | VWRP.L | |
|---|---|---|
| VUSA.L | 1.00 | 0.95 |
| VWRP.L | 0.95 | 1.00 |