ATMP vs. VUAA.DE
Compare and contrast key facts about Barclays ETN+ Select MLP ETN (ATMP) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE).
ATMP and VUAA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ATMP is a passively managed fund by Barclays Capital that tracks the performance of the CIBC Atlas Select MLP VWAP. It was launched on Mar 13, 2013. VUAA.DE is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019. Both ATMP and VUAA.DE 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: ATMP or VUAA.DE.
Key characteristics
| ATMP | VUAA.DE | |
|---|---|---|
| YTD Return | 36.15% | 32.30% |
| 1Y Return | 38.46% | 38.26% |
| 3Y Return (Ann) | 25.69% | 12.72% |
| Sharpe Ratio | 3.01 | 3.22 |
| Sortino Ratio | 4.10 | 4.34 |
| Omega Ratio | 1.53 | 1.67 |
| Calmar Ratio | 5.92 | 4.68 |
| Martin Ratio | 19.43 | 20.78 |
| Ulcer Index | 2.05% | 1.85% |
| Daily Std Dev | 13.27% | 11.91% |
| Max Drawdown | -72.92% | -33.67% |
| Current Drawdown | -1.16% | 0.00% |
Correlation
The correlation between ATMP and VUAA.DE 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.
Performance
ATMP vs. VUAA.DE - Performance Comparison
In the year-to-date period, ATMP achieves a 36.15% return, which is significantly higher than VUAA.DE's 32.30% 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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ATMP vs. VUAA.DE - Expense Ratio Comparison
ATMP has a 0.95% expense ratio, which is higher than VUAA.DE's 0.07% expense ratio.
Risk-Adjusted Performance
ATMP vs. VUAA.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Barclays ETN+ Select MLP ETN (ATMP) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). 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
ATMP vs. VUAA.DE - Dividend Comparison
ATMP's dividend yield for the trailing twelve months is around 4.59%, while VUAA.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATMP Barclays ETN+ Select MLP ETN | 4.59% | 5.62% | 5.50% | 8.75% | 14.62% | 8.48% | 6.51% | 5.56% | 5.47% | 8.02% | 3.56% | 2.89% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ATMP vs. VUAA.DE - Drawdown Comparison
The maximum ATMP drawdown since its inception was -72.92%, which is greater than VUAA.DE's maximum drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for ATMP and VUAA.DE. For additional features, visit the drawdowns tool.
Volatility
ATMP vs. VUAA.DE - Volatility Comparison
Barclays ETN+ Select MLP ETN (ATMP) has a higher volatility of 4.20% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 3.53%. This indicates that ATMP's price experiences larger fluctuations and is considered to be riskier than VUAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.