BUT.L vs. VUSA.L
Compare and contrast key facts about Brunner Investment Trust (BUT.L) and Vanguard S&P 500 UCITS ETF (VUSA.L).
VUSA.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BUT.L or VUSA.L.
Key characteristics
| BUT.L | VUSA.L | |
|---|---|---|
| YTD Return | 25.13% | 24.57% |
| 1Y Return | 45.08% | 31.34% |
| 3Y Return (Ann) | 12.63% | 11.95% |
| 5Y Return (Ann) | 14.53% | 15.83% |
| 10Y Return (Ann) | 13.28% | 15.92% |
| Sharpe Ratio | 3.14 | 2.78 |
| Sortino Ratio | 4.10 | 3.94 |
| Omega Ratio | 1.54 | 1.54 |
| Calmar Ratio | 6.96 | 4.93 |
| Martin Ratio | 25.91 | 19.41 |
| Ulcer Index | 1.82% | 1.59% |
| Daily Std Dev | 15.07% | 11.09% |
| Max Drawdown | -64.93% | -25.47% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between BUT.L and VUSA.L is 0.47, 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
BUT.L vs. VUSA.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with BUT.L having a 25.13% return and VUSA.L slightly lower at 24.57%. Over the past 10 years, BUT.L has underperformed VUSA.L with an annualized return of 13.28%, while VUSA.L has yielded a comparatively higher 15.92% annualized 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
BUT.L vs. VUSA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brunner Investment Trust (BUT.L) and Vanguard S&P 500 UCITS ETF (VUSA.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
BUT.L vs. VUSA.L - Dividend Comparison
BUT.L's dividend yield for the trailing twelve months is around 1.61%, more than VUSA.L's 0.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BUT.L Brunner Investment Trust | 1.61% | 1.89% | 2.11% | 1.82% | 2.32% | 2.19% | 2.62% | 2.12% | 2.57% | 1.81% | 0.03% | 2.78% |
VUSA.L Vanguard S&P 500 UCITS ETF | 0.75% | 1.25% | 1.41% | 1.05% | 1.46% | 1.48% | 1.70% | 1.60% | 1.55% | 1.73% | 1.50% | 1.62% |
Drawdowns
BUT.L vs. VUSA.L - Drawdown Comparison
The maximum BUT.L drawdown since its inception was -64.93%, which is greater than VUSA.L's maximum drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for BUT.L and VUSA.L. For additional features, visit the drawdowns tool.
Volatility
BUT.L vs. VUSA.L - Volatility Comparison
Brunner Investment Trust (BUT.L) has a higher volatility of 4.36% compared to Vanguard S&P 500 UCITS ETF (VUSA.L) at 3.39%. This indicates that BUT.L's price experiences larger fluctuations and is considered to be riskier than VUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.