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BARC.L vs. VUAG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BARC.L vs. VUAG.L

Last updated Jul 16, 2026
Documentation

BARC.L (Barclays plc) is a stock, while VUAG.L (Vanguard S&P 500 UCITS ETF (USD) Accumulating) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, BARC.L returned 29.65%/yr vs 13.49%/yr for VUAG.L. At a 0.38 correlation, their price movements are largely independent.

Performance

BARC.L vs. VUAG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Barclays plc (BARC.L) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BARC.L is traded in GBp, while VUAG.L is traded in GBP. To make them comparable, the VUAG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BARC.L achieves a 11.49% return, which is significantly higher than VUAG.L's 10.03% return.

BARC.L

1D
0.88%
1M
9.29%
6M
10.59%
YTD
11.49%
1Y
55.82%
3Y*
54.40%
5Y*
29.65%
10Y*
15.76%

VUAG.L

1D
-0.48%
1M
-0.39%
6M
9.61%
YTD
10.03%
1Y
20.84%
3Y*
18.88%
5Y*
13.49%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

BARC.L vs. VUAG.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
BARC.L
Barclays plc		11.49%82.21%80.30%0.50%-12.92%29.66%-18.35%14.00%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating		10.03%9.36%27.34%19.65%-8.87%30.97%14.07%10.35%

Correlation

The correlation between BARC.L and VUAG.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (All Time)
Calculated using the full available price history since May 16, 2019

0.38

The correlation between BARC.L and VUAG.L shifts across timeframes, from 0.35 (3 years) to 0.45 (1 year), reflecting how their relationship changes across market environments.

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Barclays plc

Vanguard S&P 500 UCITS ETF (USD) Accumulating

Often compared with BARC.L:
BARC.L vs. HSBCBARC.L vs. SANBARC.L vs. HSBA.LBARC.L vs. HMWO.LBARC.L vs. SPYBARC.L vs. VWRL.LBARC.L vs. GS
Often compared with VUAG.L:
VUAG.L vs. VOOVUAG.L vs. VUAA.LVUAG.L vs. VUSA.ASVUAG.L vs. CSP1.LVUAG.L vs. SPXP.LVUAG.L vs. VUKG.LVUAG.L vs. VWRP.L

Return for Risk

BARC.L vs. VUAG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BARC.L
BARC.L Risk / Return Rank: 8585
Overall Rank
BARC.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
BARC.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
BARC.L Omega Ratio Rank: 8585
Omega Ratio Rank
BARC.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
BARC.L Martin Ratio Rank: 8484
Martin Ratio Rank
VUAG.L
VUAG.L Risk / Return Rank: 7272
Overall Rank
VUAG.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VUAG.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
VUAG.L Omega Ratio Rank: 7373
Omega Ratio Rank
VUAG.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
VUAG.L Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BARC.L vs. VUAG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Barclays plc (BARC.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

BARC.LVUAG.LDifference
Sharpe ratioReturn per unit of total volatility
1.85
1.87

-0.03

Sortino ratioReturn per unit of downside risk
2.46
2.58

-0.12

Omega ratioGain probability vs. loss probability

1.31

1.34

-0.04

Calmar ratioReturn relative to maximum drawdown

2.26

2.92

-0.66

Martin ratioReturn relative to average drawdown

6.69

10.44

-3.75

BARC.L vs. VUAG.L - Sharpe Ratio Comparison

The current BARC.L Sharpe Ratio is 1.85, which is comparable to the VUAG.L Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of BARC.L and VUAG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

BARC.L vs. VUAG.L - Drawdown Comparison

The maximum BARC.L drawdown since its inception was -92.06%, 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 BARC.L and VUAG.L.

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Drawdown Indicators

BARC.LVUAG.LDifference

Max Drawdown

Largest peak-to-trough decline

-92.06%

-25.61%

-66.45%

Max Drawdown (1Y)

Largest decline over 1 year

-24.59%

-7.11%

-17.48%

Max Drawdown (3Y)

Largest decline over 3 years

-24.59%

-20.88%

-3.71%

Max Drawdown (5Y)

Largest decline over 5 years

-36.67%

-20.88%

-15.79%

Max Drawdown (10Y)

Largest decline over 10 years

-64.39%

—

—

Current Drawdown

Current decline from peak

-0.94%

-1.08%

+0.14%

Average Drawdown

Average peak-to-trough decline

-51.66%

-3.56%

-48.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.32%

1.99%

+6.33%

Volatility

BARC.L vs. VUAG.L - Volatility Comparison

Barclays plc (BARC.L) has a higher volatility of 8.92% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 2.85%. This indicates that BARC.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.

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Volatility by Period

BARC.LVUAG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.92%

2.85%

+6.07%

Volatility (6M)

Calculated over the trailing 6-month period

25.15%

7.84%

+17.31%

Volatility (1Y)

Calculated over the trailing 1-year period

30.07%

11.09%

+18.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.13%

14.39%

+16.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.31%

16.00%

+17.31%

Dividends

BARC.L vs. VUAG.L - Dividend Comparison

BARC.L's dividend yield for the trailing twelve months is around 1.64%, while VUAG.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
BARC.L
Barclays plc		1.64%1.79%2.28%3.73%2.93%1.60%0.00%2.90%2.22%1.10%1.17%1.87%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating		0.00%0.00%0.00%0.00%0.00%0.00%0.29%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

BARC.L and VUAG.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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