AXA.DE vs. VUAG.L
Compare and contrast key facts about AXA SA (AXA.DE) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AXA.DE or VUAG.L.
Key characteristics
| AXA.DE | VUAG.L | |
|---|---|---|
| YTD Return | 19.95% | 26.70% |
| 1Y Return | 25.98% | 32.12% |
| 3Y Return (Ann) | 15.53% | 11.97% |
| 5Y Return (Ann) | 13.88% | 15.81% |
| Sharpe Ratio | 1.46 | 0.95 |
| Sortino Ratio | 1.90 | 1.57 |
| Omega Ratio | 1.26 | 1.46 |
| Calmar Ratio | 1.83 | 1.55 |
| Martin Ratio | 6.58 | 3.13 |
| Ulcer Index | 3.72% | 10.05% |
| Daily Std Dev | 16.73% | 33.10% |
| Max Drawdown | -82.28% | -25.61% |
| Current Drawdown | -8.16% | 0.00% |
Correlation
The correlation between AXA.DE and VUAG.L is 0.49, 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
AXA.DE vs. VUAG.L - Performance Comparison
In the year-to-date period, AXA.DE achieves a 19.95% return, which is significantly lower than VUAG.L's 26.70% 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
AXA.DE vs. VUAG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AXA SA (AXA.DE) 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
AXA.DE vs. VUAG.L - Dividend Comparison
AXA.DE's dividend yield for the trailing twelve months is around 5.94%, while VUAG.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AXA.DE AXA SA | 5.94% | 5.76% | 5.87% | 5.44% | 10.95% | 5.31% | 6.66% | 4.67% | 4.58% | 3.74% | 4.21% | 3.57% |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) 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
AXA.DE vs. VUAG.L - Drawdown Comparison
The maximum AXA.DE drawdown since its inception was -82.28%, 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 AXA.DE and VUAG.L. For additional features, visit the drawdowns tool.
Volatility
AXA.DE vs. VUAG.L - Volatility Comparison
AXA SA (AXA.DE) has a higher volatility of 5.48% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 3.30%. This indicates that AXA.DE'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.