v3ab vusa
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
V3AB.L Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating | Global Equities | 20% |
VUSA.L Vanguard S&P 500 UCITS ETF | Large Cap Blend Equities | 80% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in v3ab 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 Mar 25, 2021, corresponding to the inception date of V3AB.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% |
| v3ab vusa | 24.81% | 2.77% | 14.09% | 35.89% | N/A | N/A |
| Portfolio components: | ||||||
VUSA.L Vanguard S&P 500 UCITS ETF | 26.33% | 3.19% | 14.94% | 37.18% | 16.22% | 15.90% |
V3AB.L Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating | 18.84% | 1.07% | 10.67% | 30.71% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of v3ab 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 | 1.71% | 4.07% | 3.50% | -3.30% | 2.96% | 5.41% | 0.79% | 1.22% | 2.16% | 0.13% | 24.81% | ||
| 2023 | 5.65% | -2.34% | 3.13% | 1.96% | 0.81% | 6.15% | 3.32% | -1.28% | -4.53% | -3.14% | 8.95% | 5.64% | 26.03% |
| 2022 | -6.73% | -1.94% | 4.79% | -7.77% | -2.48% | -7.76% | 7.72% | -2.85% | -7.71% | 5.01% | 4.07% | -3.42% | -18.95% |
| 2021 | 2.27% | 5.03% | 0.86% | 2.09% | 2.02% | 2.99% | -3.79% | 5.47% | 0.13% | 3.95% | 22.74% |
Expense Ratio
v3ab vusa has an expense ratio of 0.10%, 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 risk-adjusted rank of v3ab vusa is 77, placing it in the top 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 | |
|---|---|---|---|---|---|
VUSA.L Vanguard S&P 500 UCITS ETF | 3.11 | 4.26 | 1.59 | 4.54 | 19.45 |
V3AB.L Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating | 2.41 | 3.34 | 1.44 | 2.85 | 14.51 |
Dividends
Dividend yield
v3ab vusa provided a 0.59% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.59% | 1.00% | 1.51% | 0.84% | 1.17% | 1.18% | 1.36% | 1.28% | 1.24% | 1.38% | 1.20% | 1.30% |
| Portfolio components: | ||||||||||||
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% |
V3AB.L Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 1.91% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the v3ab 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 v3ab vusa was 25.78%, occurring on Oct 11, 2022. Recovery took 298 trading sessions.
The current v3ab vusa drawdown is 0.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.78% | Dec 31, 2021 | 195 | Oct 11, 2022 | 298 | Dec 14, 2023 | 493 |
| -7.66% | Jul 17, 2024 | 14 | Aug 5, 2024 | 19 | Sep 2, 2024 | 33 |
| -5.77% | Sep 7, 2021 | 20 | Oct 4, 2021 | 15 | Oct 25, 2021 | 35 |
| -5.29% | Mar 22, 2024 | 19 | Apr 19, 2024 | 17 | May 15, 2024 | 36 |
| -4.09% | Nov 23, 2021 | 20 | Dec 20, 2021 | 3 | Dec 23, 2021 | 23 |
Volatility
Volatility Chart
The current v3ab vusa volatility is 3.24%, 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
| V3AB.L | VUSA.L | |
|---|---|---|
| V3AB.L | 1.00 | 0.95 |
| VUSA.L | 0.95 | 1.00 |