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CEA1.L vs. VUSA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CEA1.LVUSA.L
YTD Return2.38%8.05%
1Y Return1.34%22.99%
3Y Return (Ann)-5.38%12.01%
5Y Return (Ann)1.89%14.67%
10Y Return (Ann)6.72%16.16%
Sharpe Ratio0.092.17
Daily Std Dev14.22%10.58%
Max Drawdown-33.94%-25.47%
Current Drawdown-22.58%-2.64%

Correlation

-0.50.00.51.00.6

The correlation between CEA1.L and VUSA.L is 0.64, 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

CEA1.L vs. VUSA.L - Performance Comparison

In the year-to-date period, CEA1.L achieves a 2.38% return, which is significantly lower than VUSA.L's 8.05% return. Over the past 10 years, CEA1.L has underperformed VUSA.L with an annualized return of 6.72%, while VUSA.L has yielded a comparatively higher 16.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
8.13%
17.39%
CEA1.L
VUSA.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares MSCI EM Asia UCITS ETF (Acc)

Vanguard S&P 500 UCITS ETF

CEA1.L vs. VUSA.L - Expense Ratio Comparison

CEA1.L has a 0.20% expense ratio, which is higher than VUSA.L's 0.07% expense ratio.

CEA1.L
iShares MSCI EM Asia UCITS ETF (Acc)
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

CEA1.L vs. VUSA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM Asia UCITS ETF (Acc) (CEA1.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.


CEA1.L
Sharpe ratio
The chart of Sharpe ratio for CEA1.L, currently valued at 0.09, compared to the broader market-1.000.001.002.003.004.005.000.09
Sortino ratio
The chart of Sortino ratio for CEA1.L, currently valued at 0.25, compared to the broader market-2.000.002.004.006.008.000.25
Omega ratio
The chart of Omega ratio for CEA1.L, currently valued at 1.03, compared to the broader market1.001.502.002.501.03
Calmar ratio
The chart of Calmar ratio for CEA1.L, currently valued at 0.04, compared to the broader market0.002.004.006.008.0010.0012.000.04
Martin ratio
The chart of Martin ratio for CEA1.L, currently valued at 0.24, compared to the broader market0.0020.0040.0060.0080.000.24
VUSA.L
Sharpe ratio
The chart of Sharpe ratio for VUSA.L, currently valued at 2.03, compared to the broader market-1.000.001.002.003.004.005.002.03
Sortino ratio
The chart of Sortino ratio for VUSA.L, currently valued at 3.00, compared to the broader market-2.000.002.004.006.008.003.00
Omega ratio
The chart of Omega ratio for VUSA.L, currently valued at 1.37, compared to the broader market1.001.502.002.501.37
Calmar ratio
The chart of Calmar ratio for VUSA.L, currently valued at 1.70, compared to the broader market0.002.004.006.008.0010.0012.001.70
Martin ratio
The chart of Martin ratio for VUSA.L, currently valued at 8.28, compared to the broader market0.0020.0040.0060.0080.008.28

CEA1.L vs. VUSA.L - Sharpe Ratio Comparison

The current CEA1.L Sharpe Ratio is 0.09, which is lower than the VUSA.L Sharpe Ratio of 2.17. The chart below compares the 12-month rolling Sharpe Ratio of CEA1.L and VUSA.L.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.09
2.03
CEA1.L
VUSA.L

Dividends

CEA1.L vs. VUSA.L - Dividend Comparison

CEA1.L has not paid dividends to shareholders, while VUSA.L's dividend yield for the trailing twelve months is around 1.46%.


TTM20232022202120202019201820172016201520142013
CEA1.L
iShares MSCI EM Asia UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.02%0.00%
VUSA.L
Vanguard S&P 500 UCITS ETF
1.46%1.56%1.73%1.45%1.83%1.90%2.26%2.09%2.10%2.65%2.44%2.55%

Drawdowns

CEA1.L vs. VUSA.L - Drawdown Comparison

The maximum CEA1.L drawdown since its inception was -33.94%, 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 CEA1.L and VUSA.L. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-30.77%
-5.38%
CEA1.L
VUSA.L

Volatility

CEA1.L vs. VUSA.L - Volatility Comparison

iShares MSCI EM Asia UCITS ETF (Acc) (CEA1.L) and Vanguard S&P 500 UCITS ETF (VUSA.L) have volatilities of 4.33% and 4.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
4.33%
4.35%
CEA1.L
VUSA.L