VHVG VUAG
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VHVG.L Vanguard FTSE Developed World UCITS ETF Acc | Global Equities | 25% |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | Large Cap Blend Equities | 75% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in VHVG VUAG, 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 Sep 26, 2019, corresponding to the inception date of VHVG.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% |
| VHVG VUAG | 24.63% | 2.58% | 13.87% | 35.44% | 14.79% | N/A |
| Portfolio components: | ||||||
VHVG.L Vanguard FTSE Developed World UCITS ETF Acc | 19.32% | 0.92% | 10.14% | 30.60% | 12.28% | N/A |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 26.42% | 3.12% | 15.11% | 37.07% | 15.62% | N/A |
Monthly Returns
The table below presents the monthly returns of VHVG VUAG, 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 | 1.78% | 4.06% | 3.48% | -3.28% | 3.02% | 5.10% | 0.80% | 1.35% | 2.29% | -0.03% | 24.63% | ||
| 2023 | 5.41% | -2.26% | 3.08% | 2.07% | 0.64% | 6.13% | 3.14% | -1.20% | -4.48% | -3.16% | 8.82% | 5.57% | 25.36% |
| 2022 | -6.67% | -1.77% | 4.33% | -7.73% | -2.13% | -8.07% | 7.81% | -2.92% | -7.59% | 5.38% | 4.05% | -3.29% | -18.56% |
| 2021 | -0.15% | 2.56% | 4.00% | 4.87% | 0.97% | 2.01% | 2.19% | 2.84% | -3.68% | 5.52% | -0.24% | 4.28% | 27.82% |
| 2020 | -0.06% | -9.57% | -10.20% | 10.67% | 3.83% | 2.47% | 4.74% | 8.02% | -3.22% | -3.27% | 10.92% | 4.18% | 16.97% |
| 2019 | 0.56% | 2.06% | 3.78% | 3.02% | 9.73% |
Expense Ratio
VHVG VUAG has an expense ratio of 0.08%, 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 VHVG VUAG is 23, indicating that it is in the bottom 23% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
VHVG.L Vanguard FTSE Developed World UCITS ETF Acc | 2.53 | 3.50 | 1.46 | 3.65 | 15.88 |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 1.04 | 1.70 | 1.50 | 1.78 | 3.94 |
Dividends
Dividend yield
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 VHVG VUAG. 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 VHVG VUAG was 33.54%, occurring on Mar 23, 2020. Recovery took 98 trading sessions.
The current VHVG VUAG drawdown is 0.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.54% | Feb 18, 2020 | 25 | Mar 23, 2020 | 98 | Aug 12, 2020 | 123 |
| -25.52% | Jan 4, 2022 | 194 | Oct 11, 2022 | 279 | Nov 16, 2023 | 473 |
| -14.96% | Nov 17, 2023 | 1 | Nov 17, 2023 | 122 | May 15, 2024 | 123 |
| -8.47% | Sep 3, 2020 | 13 | Sep 21, 2020 | 35 | Nov 9, 2020 | 48 |
| -7.74% | Jul 17, 2024 | 14 | Aug 5, 2024 | 19 | Sep 2, 2024 | 33 |
Volatility
Volatility Chart
The current VHVG VUAG volatility is 3.21%, 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
| VHVG.L | VUAG.L | |
|---|---|---|
| VHVG.L | 1.00 | 0.96 |
| VUAG.L | 0.96 | 1.00 |