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0HIT.L vs. VUSA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


0HIT.LVUSA.L
YTD Return-1.83%11.24%
1Y Return1.27%29.16%
3Y Return (Ann)3.67%13.43%
5Y Return (Ann)11.25%15.88%
10Y Return (Ann)11.48%16.34%
Sharpe Ratio0.072.69
Daily Std Dev19.55%10.84%
Max Drawdown-72.63%-25.47%
Current Drawdown-2.93%0.00%

Correlation

-0.50.00.51.00.4

The correlation between 0HIT.L and VUSA.L is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

0HIT.L vs. VUSA.L - Performance Comparison

In the year-to-date period, 0HIT.L achieves a -1.83% return, which is significantly lower than VUSA.L's 11.24% return. Over the past 10 years, 0HIT.L has underperformed VUSA.L with an annualized return of 11.48%, while VUSA.L has yielded a comparatively higher 16.34% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


300.00%350.00%400.00%December2024FebruaryMarchAprilMay
317.76%
417.15%
0HIT.L
VUSA.L

Compare stocks, funds, or ETFs

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


Iberdrola

Vanguard S&P 500 UCITS ETF

Risk-Adjusted Performance

0HIT.L vs. VUSA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Iberdrola (0HIT.L) and Vanguard S&P 500 UCITS ETF (VUSA.L). 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.


0HIT.L
Sharpe ratio
The chart of Sharpe ratio for 0HIT.L, currently valued at 0.01, compared to the broader market-2.00-1.000.001.002.003.000.01
Sortino ratio
The chart of Sortino ratio for 0HIT.L, currently valued at 0.16, compared to the broader market-4.00-2.000.002.004.006.000.16
Omega ratio
The chart of Omega ratio for 0HIT.L, currently valued at 1.02, compared to the broader market0.501.001.502.001.02
Calmar ratio
The chart of Calmar ratio for 0HIT.L, currently valued at 0.01, compared to the broader market0.002.004.006.000.01
Martin ratio
The chart of Martin ratio for 0HIT.L, currently valued at 0.03, compared to the broader market-10.000.0010.0020.0030.000.03
VUSA.L
Sharpe ratio
The chart of Sharpe ratio for VUSA.L, currently valued at 2.39, compared to the broader market-2.00-1.000.001.002.003.002.39
Sortino ratio
The chart of Sortino ratio for VUSA.L, currently valued at 3.53, compared to the broader market-4.00-2.000.002.004.006.003.53
Omega ratio
The chart of Omega ratio for VUSA.L, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for VUSA.L, currently valued at 2.26, compared to the broader market0.002.004.006.002.26
Martin ratio
The chart of Martin ratio for VUSA.L, currently valued at 9.35, compared to the broader market-10.000.0010.0020.0030.009.35

0HIT.L vs. VUSA.L - Sharpe Ratio Comparison

The current 0HIT.L Sharpe Ratio is 0.07, which is lower than the VUSA.L Sharpe Ratio of 2.69. The chart below compares the 12-month rolling Sharpe Ratio of 0HIT.L and VUSA.L.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2024FebruaryMarchAprilMay
0.01
2.39
0HIT.L
VUSA.L

Dividends

0HIT.L vs. VUSA.L - Dividend Comparison

0HIT.L's dividend yield for the trailing twelve months is around 3.64%, more than VUSA.L's 1.42% yield.


TTM20232022202120202019201820172016201520142013
0HIT.L
Iberdrola
3.64%3.41%3.34%3.28%2.76%3.09%3.77%2.06%2.05%0.37%4.00%2.95%
VUSA.L
Vanguard S&P 500 UCITS ETF
1.42%1.56%1.73%1.45%1.83%1.90%2.26%2.09%2.10%2.65%2.44%2.55%

Drawdowns

0HIT.L vs. VUSA.L - Drawdown Comparison

The maximum 0HIT.L drawdown since its inception was -72.63%, which is greater than VUSA.L's maximum drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for 0HIT.L and VUSA.L. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-8.47%
-2.10%
0HIT.L
VUSA.L

Volatility

0HIT.L vs. VUSA.L - Volatility Comparison

Iberdrola (0HIT.L) has a higher volatility of 8.63% compared to Vanguard S&P 500 UCITS ETF (VUSA.L) at 4.90%. This indicates that 0HIT.L's price experiences larger fluctuations and is considered to be riskier than VUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
8.63%
4.90%
0HIT.L
VUSA.L