5ESG.L vs. VUAG.L
Compare and contrast key facts about UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis (5ESG.L) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L).
5ESG.L and VUAG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 5ESG.L is a passively managed fund by UBS that tracks the performance of the S&P 500 ESG Index. It was launched on Mar 25, 2019. VUAG.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on May 14, 2019. Both 5ESG.L and VUAG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 5ESG.L or VUAG.L.
Key characteristics
| 5ESG.L | VUAG.L | |
|---|---|---|
| YTD Return | 16.98% | 14.18% |
| 1Y Return | 23.36% | 20.49% |
| 3Y Return (Ann) | 8.83% | 10.59% |
| 5Y Return (Ann) | 19.44% | 13.51% |
| Sharpe Ratio | 1.94 | 0.60 |
| Daily Std Dev | 12.05% | 33.03% |
| Max Drawdown | -31.50% | -25.61% |
| Current Drawdown | -2.15% | -4.71% |
Correlation
The correlation between 5ESG.L and VUAG.L is 0.67, 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
5ESG.L vs. VUAG.L - Performance Comparison
In the year-to-date period, 5ESG.L achieves a 16.98% return, which is significantly higher than VUAG.L's 14.18% 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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5ESG.L vs. VUAG.L - Expense Ratio Comparison
5ESG.L has a 0.17% expense ratio, which is higher than VUAG.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
5ESG.L vs. VUAG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis (5ESG.L) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.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
5ESG.L vs. VUAG.L - Dividend Comparison
5ESG.L's dividend yield for the trailing twelve months is around 0.50%, while VUAG.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
5ESG.L UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis | 0.50% | 1.07% | 1.32% | 0.89% | 1.25% | 0.39% |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
5ESG.L vs. VUAG.L - Drawdown Comparison
The maximum 5ESG.L drawdown since its inception was -31.50%, which is greater than VUAG.L's maximum drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for 5ESG.L and VUAG.L. For additional features, visit the drawdowns tool.
Volatility
5ESG.L vs. VUAG.L - Volatility Comparison
UBS ETF (IE) S&P 500 ESG UCITS ETF (hedged to GBP) A-dis (5ESG.L) has a higher volatility of 4.96% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 3.87%. This indicates that 5ESG.L's price experiences larger fluctuations and is considered to be riskier than VUAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.