0R2V.L vs. VUAA.L
Compare and contrast key facts about Apple Inc. (0R2V.L) and Vanguard S&P 500 UCITS ETF (VUAA.L).
VUAA.L is a passively managed fund by Vanguard Group (Ireland) Limited that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 0R2V.L or VUAA.L.
Key characteristics
| 0R2V.L | VUAA.L | |
|---|---|---|
| YTD Return | 12.45% | 19.12% |
| 1Y Return | 22.67% | 28.37% |
| 3Y Return (Ann) | 14.69% | 9.83% |
| 5Y Return (Ann) | 32.29% | 14.91% |
| Sharpe Ratio | 0.78 | 2.38 |
| Daily Std Dev | 28.93% | 12.29% |
| Max Drawdown | -61.04% | -34.05% |
| Current Drawdown | -8.33% | 0.00% |
Correlation
The correlation between 0R2V.L and VUAA.L is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
0R2V.L vs. VUAA.L - Performance Comparison
In the year-to-date period, 0R2V.L achieves a 12.45% return, which is significantly lower than VUAA.L's 19.12% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
0R2V.L vs. VUAA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Apple Inc. (0R2V.L) and Vanguard S&P 500 UCITS ETF (VUAA.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
0R2V.L vs. VUAA.L - Dividend Comparison
0R2V.L's dividend yield for the trailing twelve months is around 0.45%, while VUAA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
0R2V.L Apple Inc. | 0.45% | 0.49% | 0.71% | 0.49% | 0.59% | 1.05% | 1.79% | 0.00% | 0.00% | 0.44% |
VUAA.L Vanguard S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
0R2V.L vs. VUAA.L - Drawdown Comparison
The maximum 0R2V.L drawdown since its inception was -61.04%, which is greater than VUAA.L's maximum drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for 0R2V.L and VUAA.L. For additional features, visit the drawdowns tool.
Volatility
0R2V.L vs. VUAA.L - Volatility Comparison
Apple Inc. (0R2V.L) has a higher volatility of 10.60% compared to Vanguard S&P 500 UCITS ETF (VUAA.L) at 4.04%. This indicates that 0R2V.L's price experiences larger fluctuations and is considered to be riskier than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.