ATST.L vs. VEUA.L
Compare and contrast key facts about Alliance Trust plc (ATST.L) and Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L).
VEUA.L is a passively managed fund by Vanguard that tracks the performance of the MSCI Europe NR EUR. It was launched on Jul 23, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ATST.L or VEUA.L.
Key characteristics
| ATST.L | VEUA.L | |
|---|---|---|
| YTD Return | 15.92% | 3.37% |
| 1Y Return | 23.74% | 10.43% |
| 3Y Return (Ann) | 8.32% | 3.49% |
| 5Y Return (Ann) | 11.71% | 6.77% |
| Sharpe Ratio | 1.97 | 0.93 |
| Sortino Ratio | 2.66 | 1.35 |
| Omega Ratio | 1.36 | 1.16 |
| Calmar Ratio | 2.95 | 1.42 |
| Martin Ratio | 8.04 | 4.07 |
| Ulcer Index | 2.95% | 2.28% |
| Daily Std Dev | 12.01% | 10.01% |
| Max Drawdown | -41.44% | -28.45% |
| Current Drawdown | 0.00% | -6.11% |
Correlation
The correlation between ATST.L and VEUA.L is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ATST.L vs. VEUA.L - Performance Comparison
In the year-to-date period, ATST.L achieves a 15.92% return, which is significantly higher than VEUA.L's 3.37% 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
ATST.L vs. VEUA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alliance Trust plc (ATST.L) and Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.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
ATST.L vs. VEUA.L - Dividend Comparison
ATST.L's dividend yield for the trailing twelve months is around 2.04%, while VEUA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATST.L Alliance Trust plc | 2.04% | 2.24% | 2.51% | 1.63% | 1.59% | 1.65% | 1.48% | 1.76% | 2.02% | 1.76% | 0.02% | 1.66% |
VEUA.L Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 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
ATST.L vs. VEUA.L - Drawdown Comparison
The maximum ATST.L drawdown since its inception was -41.44%, which is greater than VEUA.L's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for ATST.L and VEUA.L. For additional features, visit the drawdowns tool.
Volatility
ATST.L vs. VEUA.L - Volatility Comparison
The current volatility for Alliance Trust plc (ATST.L) is 3.17%, while Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VEUA.L) has a volatility of 4.53%. This indicates that ATST.L experiences smaller price fluctuations and is considered to be less risky than VEUA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.