BSP.DE vs. VUSA.DE
BSP.DE (BAE Systems plc) is a stock, while VUSA.DE (Vanguard S&P 500 UCITS ETF) is S&P 500 fund tracking the S&P 500 Net Total Return. Over the past 5 years, BSP.DE returned 32.71%/yr vs 14.76%/yr for VUSA.DE. At a 0.25 correlation, their price movements are largely independent.
Performance
BSP.DE vs. VUSA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, BSP.DE achieves a 14.05% return, which is significantly higher than VUSA.DE's 11.38% return.
BSP.DE
- 1D
- 0.59%
- 1M
- -7.97%
- YTD
- 14.05%
- 6M
- 16.08%
- 1Y
- -4.04%
- 3Y*
- 29.69%
- 5Y*
- 32.71%
- 10Y*
- —
VUSA.DE
- 1D
- -0.12%
- 1M
- 5.24%
- YTD
- 11.38%
- 6M
- 11.44%
- 1Y
- 25.59%
- 3Y*
- 18.87%
- 5Y*
- 14.76%
- 10Y*
- —
BSP.DE vs. VUSA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BSP.DE BAE Systems plc | 14.05% | 45.30% | 8.80% | 37.83% | 54.55% | 23.72% | -10.55% | 0.90% |
VUSA.DE Vanguard S&P 500 UCITS ETF | 11.38% | 4.74% | 32.32% | 22.44% | -14.26% | 40.76% | 6.77% | -0.49% |
Correlation
The correlation between BSP.DE and VUSA.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2019 | 0.25 |
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Return for Risk
BSP.DE vs. VUSA.DE — Risk / Return Rank
BSP.DE
VUSA.DE
BSP.DE vs. VUSA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BAE Systems plc (BSP.DE) and Vanguard S&P 500 UCITS ETF (VUSA.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.
| BSP.DE | VUSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.33 | ||
| Sortino ratioReturn per unit of downside risk | -2.95 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.41 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 3.57 | -3.75 |
| Martin ratioReturn relative to average drawdown | -0.37 | 12.71 | -13.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BSP.DE | VUSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | 2.20 | -2.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.15 | 0.96 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.89 | -0.08 |
Drawdowns
BSP.DE vs. VUSA.DE - Drawdown Comparison
The maximum BSP.DE drawdown since its inception was -41.54%, which is greater than VUSA.DE's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for BSP.DE and VUSA.DE.
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Drawdown Indicators
| BSP.DE | VUSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.54% | -33.63% | -7.91% |
Max Drawdown (1Y)Largest decline over 1 year | -23.11% | -7.13% | -15.98% |
Max Drawdown (3Y)Largest decline over 3 years | -23.11% | -23.24% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -23.11% | -23.24% | +0.13% |
Current DrawdownCurrent decline from peak | -17.23% | -0.44% | -16.79% |
Average DrawdownAverage peak-to-trough decline | -9.15% | -4.40% | -4.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.39% | 2.01% | +8.38% |
Volatility
BSP.DE vs. VUSA.DE - Volatility Comparison
BAE Systems plc (BSP.DE) has a higher volatility of 11.03% compared to Vanguard S&P 500 UCITS ETF (VUSA.DE) at 2.68%. This indicates that BSP.DE's price experiences larger fluctuations and is considered to be riskier than VUSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BSP.DE | VUSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.03% | 2.68% | +8.35% |
Volatility (6M)Calculated over the trailing 6-month period | 24.76% | 7.59% | +17.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.80% | 11.58% | +20.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.37% | 15.17% | +13.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.50% | 16.77% | +14.73% |
Dividends
BSP.DE vs. VUSA.DE - Dividend Comparison
BSP.DE's dividend yield for the trailing twelve months is around 2.18%, more than VUSA.DE's 0.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BSP.DE BAE Systems plc | 2.18% | 2.32% | 3.04% | 2.83% | 3.57% | 4.95% | 7.76% | 0.00% | 0.00% | 0.00% |
VUSA.DE Vanguard S&P 500 UCITS ETF | 0.87% | 0.97% | 1.00% | 1.25% | 1.45% | 1.02% | 1.43% | 1.45% | 1.74% | 0.41% |
Frequently Asked Questions
BSP.DE and VUSA.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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