VUSA.L / VUKG
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VUKG.L Vanguard FTSE 100 UCITS ETF (GBP) Accumulating | Europe Equities | 50% |
VUSA.L Vanguard S&P 500 UCITS ETF | Large Cap Blend Equities | 50% |
Performance
Performance Chart
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The earliest data available for this chart is May 14, 2019, corresponding to the inception date of VUKG.L
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 5.80% | -2.79% | 9.39% | 14.45% | 10.68% |
| VUSA.L / VUKG | 8.00% | 5.87% | 7.04% | 13.60% | 15.35% | N/A |
| Portfolio components: | ||||||
VUSA.L Vanguard S&P 500 UCITS ETF | -1.26% | 6.60% | -1.92% | 10.90% | 16.11% | 13.77% |
VUKG.L Vanguard FTSE 100 UCITS ETF (GBP) Accumulating | 17.37% | 5.16% | 15.99% | 15.27% | 14.01% | N/A |
Monthly Returns
The table below presents the monthly returns of VUSA.L / VUKG, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.07% | 0.09% | -2.24% | 0.81% | 5.20% | 8.00% | |||||||
| 2024 | 0.18% | 2.01% | 4.21% | -0.76% | 3.47% | 1.84% | 2.35% | 2.01% | 1.51% | -2.34% | 3.53% | -2.57% | 16.27% |
| 2023 | 5.62% | -1.52% | 1.57% | 3.67% | -2.62% | 5.04% | 3.21% | -2.30% | -3.02% | -3.66% | 7.43% | 5.26% | 19.37% |
| 2022 | -2.96% | -0.84% | 2.16% | -5.75% | -0.60% | -8.24% | 5.92% | -4.10% | -8.17% | 5.58% | 8.11% | -2.22% | -12.02% |
| 2021 | -0.52% | 2.97% | 3.78% | 4.60% | 2.37% | -0.05% | 1.42% | 1.96% | -2.91% | 4.74% | -2.13% | 4.85% | 22.76% |
| 2020 | -2.07% | -10.43% | -12.83% | 8.10% | 2.26% | 2.37% | 2.98% | 6.17% | -3.96% | -3.84% | 13.18% | 5.03% | 3.85% |
| 2019 | -2.01% | 4.69% | 0.39% | -3.80% | 3.52% | 2.73% | 2.93% | 4.14% | 12.95% |
Expense Ratio
VUSA.L / VUKG has an expense ratio of 0.08%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VUSA.L / VUKG is 73, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
VUSA.L Vanguard S&P 500 UCITS ETF | 0.63 | 0.98 | 1.14 | 0.59 | 2.30 |
VUKG.L Vanguard FTSE 100 UCITS ETF (GBP) Accumulating | 0.93 | 1.27 | 1.19 | 1.11 | 3.91 |
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Dividends
Dividend yield
VUSA.L / VUKG provided a 0.56% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.56% | 0.50% | 0.62% | 0.70% | 0.52% | 0.72% | 0.75% | 0.86% | 0.80% | 0.79% | 0.87% | 0.75% |
| Portfolio components: | ||||||||||||
VUSA.L Vanguard S&P 500 UCITS ETF | 1.11% | 1.00% | 1.24% | 1.41% | 1.04% | 1.44% | 1.50% | 1.72% | 1.61% | 1.58% | 1.73% | 1.50% |
VUKG.L Vanguard FTSE 100 UCITS ETF (GBP) 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% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the VUSA.L / VUKG. 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 VUSA.L / VUKG was 36.77%, occurring on Mar 23, 2020. Recovery took 177 trading sessions.
The current VUSA.L / VUKG drawdown is 1.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.77% | Jan 21, 2020 | 45 | Mar 23, 2020 | 177 | Dec 2, 2020 | 222 |
| -24.1% | Jan 14, 2022 | 186 | Oct 11, 2022 | 193 | Jul 19, 2023 | 379 |
| -14.6% | Feb 18, 2025 | 35 | Apr 7, 2025 | 23 | May 13, 2025 | 58 |
| -9.67% | Jul 26, 2023 | 67 | Oct 27, 2023 | 33 | Dec 13, 2023 | 100 |
| -7.28% | Jul 30, 2019 | 13 | Aug 15, 2019 | 45 | Oct 18, 2019 | 58 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VUKG.L | VUSA.L | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.48 | 0.64 | 0.61 |
| VUKG.L | 0.48 | 1.00 | 0.68 | 0.91 |
| VUSA.L | 0.64 | 0.68 | 1.00 | 0.91 |
| Portfolio | 0.61 | 0.91 | 0.91 | 1.00 |