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Vanguard S&P 500 UCITS ETF (VUAA.L)

ETF · Currency in USD · Last updated May 27, 2023

VUAA.L is a passive ETF by Vanguard Group (Ireland) Limited tracking the investment results of the S&P 500 Index. VUAA.L launched on May 14, 2019 and has a 0.07% expense ratio.

ETF Info

IssuerVanguard Group (Ireland) Limited
Inception DateMay 14, 2019
RegionNorth America (U.S.)
CategoryLarge Cap Growth Equities
Index TrackedS&P 500 Index
ETF Home Pagewww.vanguardmexico.com
Asset ClassEquity

Asset Class Size


Asset Class Style


Expense Ratio

The Vanguard S&P 500 UCITS ETF has an expense ratio of 0.07% which is considered to be low.


Share Price Chart

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The chart shows the growth of an initial investment of $10,000 in Vanguard S&P 500 UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

VUAA.L (Vanguard S&P 500 UCITS ETF)
Benchmark (^GSPC)

S&P 500

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Vanguard S&P 500 UCITS ETF had a return of 10.10% year-to-date (YTD) and 3.14% in the last 12 months. Over the past 10 years, Vanguard S&P 500 UCITS ETF had an annualized return of 11.26%, outperforming the S&P 500 benchmark which had an annualized return of 7.96%.

1 month2.45%1.69%
6 months4.88%4.77%
1 year3.14%1.24%
5 years (annualized)11.26%7.96%
10 years (annualized)11.26%7.96%

Monthly Returns Heatmap


Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (VUAA.L) and S&P 500 (^GSPC). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
Vanguard S&P 500 UCITS ETF
S&P 500

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Vanguard S&P 500 UCITS ETF Sharpe ratio is 0.47. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.

VUAA.L (Vanguard S&P 500 UCITS ETF)
Benchmark (^GSPC)

Dividend History

Vanguard S&P 500 UCITS ETF doesn't pay dividends

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

VUAA.L (Vanguard S&P 500 UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Vanguard S&P 500 UCITS ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Vanguard S&P 500 UCITS ETF is 34.05%, recorded on Mar 23, 2020. It took 97 trading sessions for the portfolio to recover.



To Bottom


To Recover



-34.05%Feb 20, 202023Mar 23, 202097Aug 11, 2020120
-24.36%Jan 4, 2022195Oct 12, 2022
-8.68%Sep 3, 202013Sep 21, 202035Nov 9, 202048
-5.78%Jul 30, 201913Aug 15, 201924Sep 19, 201937
-5.69%Sep 7, 202120Oct 4, 202115Oct 25, 202135

Volatility Chart

The current Vanguard S&P 500 UCITS ETF volatility is 3.96%, 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.

VUAA.L (Vanguard S&P 500 UCITS ETF)
Benchmark (^GSPC)