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

ETF Info

ISIN

IE00B3XXRP09

WKN

A1JX53

Issuer

Vanguard

Inception Date

May 22, 2012

Leveraged

1x

Index Tracked

Russell 1000 TR USD

Domicile

Ireland

Distribution Policy

Distributing

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

VUSA.L has an expense ratio of 0.07%, which is considered low.


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.


Performance

Performance Chart


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Returns By Period

Vanguard S&P 500 UCITS ETF (VUSA.L) returned -5.14% year-to-date (YTD) and 7.55% over the past 12 months. Over the past 10 years, VUSA.L delivered an annualized return of 14.15%, outperforming the S&P 500 benchmark at 10.87%.


VUSA.L

YTD

-5.14%

1M

10.39%

6M

-3.49%

1Y

7.55%

5Y*

15.26%

10Y*

14.15%

^GSPC (Benchmark)

YTD

1.30%

1M

12.94%

6M

1.49%

1Y

12.48%

5Y*

15.82%

10Y*

10.87%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.96%-4.80%-7.99%-3.76%8.25%-5.14%
20242.35%4.67%3.51%-2.23%0.97%6.48%-1.00%-0.93%0.46%4.19%6.79%-0.37%27.33%
20233.41%0.22%0.53%0.08%2.06%3.98%2.16%0.28%-0.91%-2.61%4.74%4.55%19.81%
2022-5.98%-1.73%7.15%-3.61%-2.71%-4.62%8.12%1.83%-3.81%2.61%-1.56%-3.97%-9.02%
2021-0.39%1.28%5.05%4.88%-1.81%4.80%1.82%4.22%-1.94%4.11%3.39%2.22%30.98%
20200.57%-6.85%-6.81%9.05%5.80%1.94%-0.68%6.25%-0.04%-3.45%7.04%1.55%13.66%
20194.83%2.39%3.51%3.73%-2.29%5.35%6.97%-2.78%1.32%-3.20%4.07%0.49%26.54%
2018-0.24%0.06%-5.45%3.66%5.38%1.64%3.55%4.18%0.29%-4.77%0.88%-8.30%-0.13%
2017-1.33%5.69%-0.59%-2.45%1.43%0.07%0.64%2.37%-1.99%3.55%1.03%2.08%10.71%
2016-2.69%4.20%2.27%-1.93%2.75%9.12%4.38%1.15%0.99%4.81%1.55%3.75%34.26%
2015-0.05%2.50%2.77%-2.38%1.05%-4.69%3.06%-3.89%-2.31%7.00%2.74%0.43%5.75%
2014-2.34%2.65%0.92%-0.79%3.22%0.35%0.42%4.99%1.53%2.97%5.54%0.96%22.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VUSA.L is 46, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VUSA.L is 4646
Overall Rank
The Sharpe Ratio Rank of VUSA.L is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSA.L is 4747
Sortino Ratio Rank
The Omega Ratio Rank of VUSA.L is 4949
Omega Ratio Rank
The Calmar Ratio Rank of VUSA.L is 4646
Calmar Ratio Rank
The Martin Ratio Rank of VUSA.L is 4141
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 (VUSA.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Vanguard S&P 500 UCITS ETF Sharpe ratios as of May 17, 2025 (values are recalculated daily):

  • 1-Year: 0.45
  • 5-Year: 0.99
  • 10-Year: 0.87
  • All Time: 0.99

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Vanguard S&P 500 UCITS ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Vanguard S&P 500 UCITS ETF provided a 1.07% dividend yield over the last twelve months, with an annual payout of £0.91 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%1.20%1.40%1.60%1.80%£0.00£0.20£0.40£0.60£0.8020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend£0.91£0.90£0.89£0.85£0.70£0.75£0.70£0.64£0.61£0.55£0.46£0.38

Dividend yield

1.07%1.00%1.24%1.41%1.04%1.44%1.50%1.72%1.61%1.58%1.73%1.50%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard S&P 500 UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025£0.00£0.00£0.25£0.00£0.00£0.25
2024£0.00£0.00£0.24£0.00£0.00£0.20£0.00£0.00£0.22£0.00£0.00£0.24£0.90
2023£0.00£0.00£0.24£0.00£0.00£0.22£0.00£0.00£0.22£0.00£0.00£0.22£0.89
2022£0.00£0.00£0.20£0.00£0.00£0.21£0.00£0.00£0.23£0.00£0.00£0.21£0.85
2021£0.00£0.00£0.17£0.00£0.00£0.16£0.00£0.00£0.19£0.00£0.00£0.18£0.70
2020£0.00£0.00£0.24£0.00£0.00£0.15£0.00£0.00£0.20£0.00£0.00£0.16£0.75
2019£0.00£0.00£0.18£0.00£0.00£0.18£0.00£0.00£0.19£0.00£0.00£0.15£0.70
2018£0.00£0.00£0.15£0.00£0.00£0.15£0.00£0.00£0.17£0.00£0.00£0.17£0.64
2017£0.00£0.00£0.17£0.00£0.00£0.15£0.00£0.00£0.13£0.00£0.00£0.15£0.61
2016£0.00£0.00£0.13£0.00£0.00£0.12£0.00£0.00£0.15£0.00£0.00£0.15£0.55
2015£0.00£0.00£0.11£0.00£0.00£0.11£0.00£0.00£0.11£0.00£0.00£0.12£0.46
2014£0.10£0.00£0.00£0.08£0.00£0.00£0.09£0.00£0.00£0.11£0.38

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.


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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 25.47%, occurring on Mar 23, 2020. Recovery took 106 trading sessions.

The current Vanguard S&P 500 UCITS ETF drawdown is 9.36%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.47%Feb 20, 202023Mar 23, 2020106Aug 24, 2020129
-20.94%Jan 23, 202555Apr 9, 2025
-15.68%Oct 4, 201858Dec 24, 201881Apr 23, 2019139
-15.66%Dec 31, 2021114Jun 16, 202242Aug 15, 2022156
-14.72%Apr 14, 201593Aug 24, 2015142Mar 15, 2016235

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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