DURA vs. VUSA.DE
Compare and contrast key facts about VanEck Vectors Morningstar Durable Dividend ETF (DURA) and Vanguard S&P 500 UCITS ETF (VUSA.DE).
DURA and VUSA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DURA is a passively managed fund by VanEck that tracks the performance of the Morningstar US Dividend Valuation Index. It was launched on Oct 30, 2018. VUSA.DE is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012. Both DURA and VUSA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DURA or VUSA.DE.
Key characteristics
| DURA | VUSA.DE | |
|---|---|---|
| YTD Return | 13.43% | 31.43% |
| 1Y Return | 21.56% | 38.29% |
| 3Y Return (Ann) | 6.45% | 12.58% |
| 5Y Return (Ann) | 7.20% | 16.45% |
| Sharpe Ratio | 2.25 | 3.15 |
| Sortino Ratio | 3.25 | 4.25 |
| Omega Ratio | 1.41 | 1.65 |
| Calmar Ratio | 2.20 | 4.56 |
| Martin Ratio | 13.43 | 20.19 |
| Ulcer Index | 1.59% | 1.87% |
| Daily Std Dev | 9.46% | 11.94% |
| Max Drawdown | -33.12% | -33.63% |
| Current Drawdown | -1.72% | 0.00% |
Correlation
The correlation between DURA and VUSA.DE is 0.49, 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
DURA vs. VUSA.DE - Performance Comparison
In the year-to-date period, DURA achieves a 13.43% return, which is significantly lower than VUSA.DE's 31.43% 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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DURA vs. VUSA.DE - Expense Ratio Comparison
DURA has a 0.29% expense ratio, which is higher than VUSA.DE's 0.07% expense ratio.
Risk-Adjusted Performance
DURA vs. VUSA.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Morningstar Durable Dividend ETF (DURA) 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.
Dividends
DURA vs. VUSA.DE - Dividend Comparison
DURA's dividend yield for the trailing twelve months is around 2.92%, more than VUSA.DE's 0.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
DURA VanEck Vectors Morningstar Durable Dividend ETF | 2.92% | 3.58% | 3.01% | 2.89% | 3.49% | 3.08% | 0.66% | 0.00% | 0.00% | 0.00% |
VUSA.DE Vanguard S&P 500 UCITS ETF | 0.78% | 1.35% | 1.53% | 1.21% | 1.65% | 2.34% | 3.76% | 2.26% | 1.78% | 2.00% |
Drawdowns
DURA vs. VUSA.DE - Drawdown Comparison
The maximum DURA drawdown since its inception was -33.12%, roughly equal to the maximum VUSA.DE drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for DURA and VUSA.DE. For additional features, visit the drawdowns tool.
Volatility
DURA vs. VUSA.DE - Volatility Comparison
The current volatility for VanEck Vectors Morningstar Durable Dividend ETF (DURA) is 2.68%, while Vanguard S&P 500 UCITS ETF (VUSA.DE) has a volatility of 3.52%. This indicates that DURA experiences smaller price fluctuations and is considered to be less risky than VUSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.