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Vanguard S&P 500 UCITS ETF (VUAA.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00BFMXXD54

Issuer

Vanguard Group (Ireland) Limited

Inception Date

May 14, 2019

Region

North America (U.S.)

Leveraged

1x

Index Tracked

S&P 500 Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

VUAA.L has an expense ratio of 0.07%, which is considered low compared to other funds.


Expense ratio chart for VUAA.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VUAA.L vs. VOO VUAA.L vs. CSPX.L VUAA.L vs. VUSA.AS VUAA.L vs. SXR8.DE VUAA.L vs. VWCE.DE VUAA.L vs. SPY VUAA.L vs. VUAG.L VUAA.L vs. IWDA.L VUAA.L vs. VTI VUAA.L vs. IUIT.L
Popular comparisons:
VUAA.L vs. VOO VUAA.L vs. CSPX.L VUAA.L vs. VUSA.AS VUAA.L vs. SXR8.DE VUAA.L vs. VWCE.DE VUAA.L vs. SPY VUAA.L vs. VUAG.L VUAA.L vs. IWDA.L VUAA.L vs. VTI VUAA.L vs. IUIT.L

Performance

Performance Chart

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.


80.00%90.00%100.00%110.00%120.00%130.00%JulyAugustSeptemberOctoberNovemberDecember
127.33%
111.74%
VUAA.L (Vanguard S&P 500 UCITS ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard S&P 500 UCITS ETF had a return of 28.56% year-to-date (YTD) and 34.21% in the last 12 months.


VUAA.L

YTD

28.56%

1M

1.69%

6M

14.25%

1Y

34.21%

5Y (annualized)

15.69%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

27.68%

1M

1.58%

6M

13.90%

1Y

32.27%

5Y (annualized)

14.27%

10Y (annualized)

11.62%

Monthly Returns

The table below presents the monthly returns of VUAA.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.09%4.07%3.50%-3.12%2.64%5.68%0.63%1.24%2.64%-0.09%5.48%28.56%
20235.67%-1.40%2.67%1.68%0.59%6.67%3.29%-1.23%-4.50%-3.17%9.12%5.42%26.68%
2022-6.92%-1.75%4.86%-7.89%-2.39%-8.01%8.26%-2.62%-7.78%5.72%2.33%-3.08%-19.14%
20210.07%2.58%4.23%5.10%0.89%2.01%2.55%3.08%-3.92%5.78%-0.07%4.75%30.16%
20200.59%-9.98%-9.06%10.50%3.56%2.18%5.52%7.92%-3.29%-3.17%10.36%3.83%17.66%
2019-3.99%5.99%3.04%-3.16%2.24%1.79%4.07%2.50%12.72%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of VUAA.L is 89, placing it in the top 11% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VUAA.L is 8989
Overall Rank
The Sharpe Ratio Rank of VUAA.L is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of VUAA.L is 8989
Sortino Ratio Rank
The Omega Ratio Rank of VUAA.L is 8888
Omega Ratio Rank
The Calmar Ratio Rank of VUAA.L is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VUAA.L is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (VUAA.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VUAA.L, currently valued at 2.93, compared to the broader market0.002.004.002.932.77
The chart of Sortino ratio for VUAA.L, currently valued at 4.03, compared to the broader market-2.000.002.004.006.008.0010.0012.004.033.66
The chart of Omega ratio for VUAA.L, currently valued at 1.55, compared to the broader market0.501.001.502.002.503.001.551.51
The chart of Calmar ratio for VUAA.L, currently valued at 4.44, compared to the broader market0.005.0010.0015.004.443.99
The chart of Martin ratio for VUAA.L, currently valued at 18.95, compared to the broader market0.0020.0040.0060.0080.00100.0018.9517.73
VUAA.L
^GSPC

The current Vanguard S&P 500 UCITS ETF Sharpe ratio is 2.93. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard S&P 500 UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.93
2.77
VUAA.L (Vanguard S&P 500 UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


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

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember00
VUAA.L (Vanguard S&P 500 UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard S&P 500 UCITS ETF. 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 Vanguard S&P 500 UCITS ETF was 34.05%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.05%Feb 20, 202023Mar 23, 202097Aug 11, 2020120
-24.36%Jan 4, 2022195Oct 12, 2022297Dec 14, 2023492
-8.68%Sep 3, 202013Sep 21, 202035Nov 9, 202048
-7.71%Jul 16, 202415Aug 5, 202419Sep 2, 202434
-5.78%Jul 30, 201913Aug 15, 201924Sep 19, 201937

Volatility

Volatility Chart

The current Vanguard S&P 500 UCITS ETF volatility is 2.47%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.47%
2.22%
VUAA.L (Vanguard S&P 500 UCITS ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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