Vanguard S&P 500 UCITS ETF (VUAA.L)
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
| ISIN | IE00BFMXXD54 |
|---|---|
| Issuer | Vanguard Group (Ireland) Limited |
| Inception Date | May 14, 2019 |
| Region | North America (U.S.) |
| Category | Large Cap Growth Equities |
| Index Tracked | S&P 500 Index |
| ETF Home Page | www.vanguardmexico.com |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
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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Performance
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.
Compare to other instruments
Return
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%.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | 2.45% | 1.69% |
| Year-To-Date | 10.10% | 9.41% |
| 6 months | 4.88% | 4.77% |
| 1 year | 3.14% | 1.24% |
| 5 years (annualized) | 11.26% | 7.96% |
| 10 years (annualized) | 11.26% | 7.96% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 5.67% | -1.40% | 2.67% | 1.68% | ||||||||
| 2022 | 5.72% | 2.33% | -3.08% |
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VUAA.L Vanguard S&P 500 UCITS ETF | 0.47 | ||||
^GSPC S&P 500 | 0.27 |
Dividend History
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.05% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 11, 2020 | 120 |
| -24.36% | Jan 4, 2022 | 195 | Oct 12, 2022 | — | — | — |
| -8.68% | Sep 3, 2020 | 13 | Sep 21, 2020 | 35 | Nov 9, 2020 | 48 |
| -5.78% | Jul 30, 2019 | 13 | Aug 15, 2019 | 24 | Sep 19, 2019 | 37 |
| -5.69% | Sep 7, 2021 | 20 | Oct 4, 2021 | 15 | Oct 25, 2021 | 35 |
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.