0QLR.L vs. VUSA.L
Compare and contrast key facts about Novartis AG (0QLR.L) and Vanguard S&P 500 UCITS ETF (VUSA.L).
VUSA.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 0QLR.L or VUSA.L.
Correlation
The correlation between 0QLR.L and VUSA.L is 0.22, 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
0QLR.L vs. VUSA.L - Performance Comparison
Key characteristics
0QLR.L:
0.04
VUSA.L:
0.25
0QLR.L:
0.29
VUSA.L:
0.43
0QLR.L:
1.04
VUSA.L:
1.06
0QLR.L:
0.13
VUSA.L:
0.18
0QLR.L:
0.36
VUSA.L:
0.60
0QLR.L:
6.96%
VUSA.L:
6.41%
0QLR.L:
20.45%
VUSA.L:
16.22%
0QLR.L:
-19.20%
VUSA.L:
-25.47%
0QLR.L:
-10.57%
VUSA.L:
-13.38%
Returns By Period
In the year-to-date period, 0QLR.L achieves a 3.09% return, which is significantly higher than VUSA.L's -9.34% return.
0QLR.L
3.09%
2.65%
-1.84%
0.83%
N/A
N/A
VUSA.L
-9.34%
5.52%
-6.50%
4.09%
14.12%
13.78%
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Risk-Adjusted Performance
0QLR.L vs. VUSA.L — Risk-Adjusted Performance Rank
0QLR.L
VUSA.L
0QLR.L vs. VUSA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Novartis AG (0QLR.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.
Dividends
0QLR.L vs. VUSA.L - Dividend Comparison
0QLR.L has not paid dividends to shareholders, while VUSA.L's dividend yield for the trailing twelve months is around 1.12%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
0QLR.L Novartis AG | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUSA.L Vanguard S&P 500 UCITS ETF | 1.12% | 1.00% | 1.24% | 1.41% | 1.04% | 1.44% | 1.50% | 1.72% | 1.61% | 1.58% | 1.73% | 1.50% |
Drawdowns
0QLR.L vs. VUSA.L - Drawdown Comparison
The maximum 0QLR.L drawdown since its inception was -19.20%, smaller than the maximum VUSA.L drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for 0QLR.L and VUSA.L. For additional features, visit the drawdowns tool.
Volatility
0QLR.L vs. VUSA.L - Volatility Comparison
Novartis AG (0QLR.L) has a higher volatility of 13.52% compared to Vanguard S&P 500 UCITS ETF (VUSA.L) at 9.55%. This indicates that 0QLR.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.