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

Correlation

The correlation between 0HIT.L and VUSA.L is 0.34, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

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

The chart below illustrates the hypothetical performance of a $10,000 investment in Iberdrola (0HIT.L) and Vanguard S&P 500 UCITS ETF (VUSA.L). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
511.61%
381.33%
0HIT.L
VUSA.L

Key characteristics

Sharpe Ratio

0HIT.L:

2.12

VUSA.L:

-0.00

Sortino Ratio

0HIT.L:

2.90

VUSA.L:

0.11

Omega Ratio

0HIT.L:

1.36

VUSA.L:

1.01

Calmar Ratio

0HIT.L:

4.31

VUSA.L:

-0.00

Martin Ratio

0HIT.L:

11.14

VUSA.L:

-0.00

Ulcer Index

0HIT.L:

3.52%

VUSA.L:

5.37%

Daily Std Dev

0HIT.L:

18.34%

VUSA.L:

15.71%

Max Drawdown

0HIT.L:

-72.63%

VUSA.L:

-25.47%

Current Drawdown

0HIT.L:

-0.83%

VUSA.L:

-19.06%

Returns By Period

In the year-to-date period, 0HIT.L achieves a 16.32% return, which is significantly higher than VUSA.L's -15.29% return. Both investments have delivered pretty close results over the past 10 years, with 0HIT.L having a 13.29% annualized return and VUSA.L not far behind at 12.67%.


0HIT.L

YTD

16.32%

1M

7.83%

6M

11.20%

1Y

39.26%

5Y*

15.67%

10Y*

13.29%

VUSA.L

YTD

-15.29%

1M

-8.56%

6M

-10.63%

1Y

0.35%

5Y*

13.83%

10Y*

12.67%

*Annualized

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


Risk-Adjusted Performance

0HIT.L vs. VUSA.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

0HIT.L
The Risk-Adjusted Performance Rank of 0HIT.L is 9696
Overall Rank
The Sharpe Ratio Rank of 0HIT.L is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of 0HIT.L is 9494
Sortino Ratio Rank
The Omega Ratio Rank of 0HIT.L is 9292
Omega Ratio Rank
The Calmar Ratio Rank of 0HIT.L is 9999
Calmar Ratio Rank
The Martin Ratio Rank of 0HIT.L is 9696
Martin Ratio Rank

VUSA.L
The Risk-Adjusted Performance Rank of VUSA.L is 2929
Overall Rank
The Sharpe Ratio Rank of VUSA.L is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSA.L is 2727
Sortino Ratio Rank
The Omega Ratio Rank of VUSA.L is 2828
Omega Ratio Rank
The Calmar Ratio Rank of VUSA.L is 3030
Calmar Ratio Rank
The Martin Ratio Rank of VUSA.L is 2929
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.

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.


Sharpe ratio
The chart of Sharpe ratio for 0HIT.L, currently valued at 2.32, compared to the broader market-2.00-1.000.001.002.003.00
0HIT.L: 2.32
VUSA.L: 0.45
The chart of Sortino ratio for 0HIT.L, currently valued at 3.20, compared to the broader market-6.00-4.00-2.000.002.004.00
0HIT.L: 3.20
VUSA.L: 0.71
The chart of Omega ratio for 0HIT.L, currently valued at 1.39, compared to the broader market0.501.001.502.00
0HIT.L: 1.39
VUSA.L: 1.10
The chart of Calmar ratio for 0HIT.L, currently valued at 3.77, compared to the broader market0.001.002.003.004.00
0HIT.L: 3.77
VUSA.L: 0.40
The chart of Martin ratio for 0HIT.L, currently valued at 8.98, compared to the broader market-5.000.005.0010.0015.0020.00
0HIT.L: 8.98
VUSA.L: 1.79

The current 0HIT.L Sharpe Ratio is 2.12, which is higher than the VUSA.L Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of 0HIT.L and VUSA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
2.32
0.45
0HIT.L
VUSA.L

Dividends

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

0HIT.L's dividend yield for the trailing twelve months is around 3.09%, more than VUSA.L's 1.20% yield.


TTM20242023202220212020201920182017201620152014
0HIT.L
Iberdrola
3.09%3.37%3.41%3.34%3.28%2.76%3.09%3.77%2.06%2.05%1.38%4.00%
VUSA.L
Vanguard S&P 500 UCITS ETF
1.20%1.00%1.24%1.41%1.04%1.44%1.50%1.72%1.61%1.58%1.73%1.50%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-13.45%
0HIT.L
VUSA.L

Volatility

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

The current volatility for Iberdrola (0HIT.L) is 10.48%, while Vanguard S&P 500 UCITS ETF (VUSA.L) has a volatility of 11.53%. This indicates that 0HIT.L experiences smaller price fluctuations and is considered to be less risky 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%12.00%NovemberDecember2025FebruaryMarchApril
10.48%
11.53%
0HIT.L
VUSA.L
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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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