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

Performance

CSUK.L vs. VUAG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI UK UCITS ETF (Acc) (CSUK.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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CSUK.L vs. VUAG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CSUK.L
iShares MSCI UK UCITS ETF (Acc)
5.97%25.26%8.91%6.86%7.23%18.18%-13.09%4.17%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating
-3.06%9.36%27.33%19.67%-8.88%30.97%201.05%9.30%
Different Trading Currencies

CSUK.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, CSUK.L achieves a 5.97% return, which is significantly higher than VUAG.L's -3.06% return.


CSUK.L

1D
1.66%
1M
-3.35%
YTD
5.97%
6M
11.81%
1Y
23.72%
3Y*
14.47%
5Y*
13.20%
10Y*
9.04%

VUAG.L

1D
1.60%
1M
-3.29%
YTD
-3.06%
6M
0.22%
1Y
14.86%
3Y*
15.78%
5Y*
12.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CSUK.L vs. VUAG.L - Expense Ratio Comparison

CSUK.L has a 0.33% expense ratio, which is higher than VUAG.L's 0.07% expense ratio.


Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSUK.L
CSUK.L Risk / Return Rank: 8484
Overall Rank
CSUK.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
CSUK.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
CSUK.L Omega Ratio Rank: 8888
Omega Ratio Rank
CSUK.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
CSUK.L Martin Ratio Rank: 8383
Martin Ratio Rank

VUAG.L
VUAG.L Risk / Return Rank: 5959
Overall Rank
VUAG.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VUAG.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
VUAG.L Omega Ratio Rank: 5151
Omega Ratio Rank
VUAG.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
VUAG.L Martin Ratio Rank: 6767
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.

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

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


CSUK.LVUAG.LDifference

Sharpe ratio

Return per unit of total volatility

1.79

0.96

+0.83

Sortino ratio

Return per unit of downside risk

2.26

1.40

+0.86

Omega ratio

Gain probability vs. loss probability

1.37

1.20

+0.17

Calmar ratio

Return relative to maximum drawdown

2.53

2.05

+0.49

Martin ratio

Return relative to average drawdown

10.26

6.98

+3.28

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

The current CSUK.L Sharpe Ratio is 1.79, which is higher than the VUAG.L Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of CSUK.L and VUAG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSUK.LVUAG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

0.96

+0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

0.88

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.84

-0.35

Correlation

The correlation between CSUK.L and VUAG.L is 0.56, 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.


Dividends

CSUK.L vs. VUAG.L - Dividend Comparison

Neither CSUK.L nor VUAG.L has paid dividends to shareholders.


TTM202520242023202220212020
CSUK.L
iShares MSCI UK UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%71.39%

Drawdowns

CSUK.L vs. VUAG.L - Drawdown Comparison

The maximum CSUK.L drawdown since its inception was -34.55%, 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 CSUK.L and VUAG.L.


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Drawdown Indicators


CSUK.LVUAG.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.55%

-25.61%

-8.94%

Max Drawdown (1Y)

Largest decline over 1 year

-10.70%

-10.53%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-12.65%

-20.88%

+8.23%

Max Drawdown (10Y)

Largest decline over 10 years

-34.55%

Current Drawdown

Current decline from peak

-4.18%

-4.74%

+0.56%

Average Drawdown

Average peak-to-trough decline

-4.73%

-3.57%

-1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

2.08%

+0.29%

Volatility

CSUK.L vs. VUAG.L - Volatility Comparison

iShares MSCI UK UCITS ETF (Acc) (CSUK.L) has a higher volatility of 5.40% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 3.83%. This indicates that CSUK.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


CSUK.LVUAG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

3.83%

+1.57%

Volatility (6M)

Calculated over the trailing 6-month period

8.63%

8.28%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

13.20%

15.40%

-2.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.70%

14.39%

-1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.04%

36.50%

-21.46%