EQDS.L vs. VUSA.L
Compare and contrast key facts about iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L) and Vanguard S&P 500 UCITS ETF (VUSA.L).
EQDS.L and VUSA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EQDS.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe High Div Yld NR EUR. It was launched on Jun 12, 2017. 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. Both EQDS.L and VUSA.L 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: EQDS.L or VUSA.L.
Key characteristics
| EQDS.L | VUSA.L | |
|---|---|---|
| YTD Return | 9.34% | 14.81% |
| 1Y Return | 13.36% | 19.54% |
| 3Y Return (Ann) | 7.76% | 11.65% |
| 5Y Return (Ann) | 3.78% | 13.94% |
| Sharpe Ratio | 1.20 | 1.80 |
| Daily Std Dev | 10.91% | 11.25% |
| Max Drawdown | -32.52% | -25.47% |
| Current Drawdown | -1.23% | -1.97% |
Correlation
The correlation between EQDS.L and VUSA.L is 0.70, 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
EQDS.L vs. VUSA.L - Performance Comparison
In the year-to-date period, EQDS.L achieves a 9.34% return, which is significantly lower than VUSA.L's 14.81% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EQDS.L vs. VUSA.L - Expense Ratio Comparison
EQDS.L has a 0.28% expense ratio, which is higher than VUSA.L's 0.07% expense ratio.
Risk-Adjusted Performance
EQDS.L vs. VUSA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.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
EQDS.L vs. VUSA.L - Dividend Comparison
EQDS.L's dividend yield for the trailing twelve months is around 3.24%, more than VUSA.L's 0.81% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQDS.L iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) | 3.24% | 3.58% | 4.14% | 4.63% | 3.25% | 4.54% | 5.06% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% |
VUSA.L Vanguard S&P 500 UCITS ETF | 0.81% | 1.25% | 1.41% | 1.05% | 1.46% | 1.48% | 1.70% | 1.60% | 1.55% | 1.73% | 1.50% | 1.62% |
Drawdowns
EQDS.L vs. VUSA.L - Drawdown Comparison
The maximum EQDS.L drawdown since its inception was -32.52%, 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 EQDS.L and VUSA.L. For additional features, visit the drawdowns tool.
Volatility
EQDS.L vs. VUSA.L - Volatility Comparison
The current volatility for iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L) is 2.87%, while Vanguard S&P 500 UCITS ETF (VUSA.L) has a volatility of 4.26%. This indicates that EQDS.L experiences smaller price fluctuations and is considered to be less risky than VUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.