EQSG.L vs. VUG
Compare and contrast key facts about Invesco Nasdaq-100 Swap UCITS ETF Acc (EQSG.L) and Vanguard Growth ETF (VUG).
EQSG.L and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EQSG.L is a passively managed fund by Invesco that tracks the performance of the Russell 1000 Growth TR USD. It was launched on Mar 22, 2021. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. Both EQSG.L and VUG 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: EQSG.L or VUG.
Key characteristics
| EQSG.L | VUG | |
|---|---|---|
| YTD Return | 25.14% | 31.13% |
| 1Y Return | 30.23% | 38.87% |
| 3Y Return (Ann) | 11.86% | 9.00% |
| Sharpe Ratio | 0.57 | 2.33 |
| Sortino Ratio | 1.23 | 3.03 |
| Omega Ratio | 1.33 | 1.43 |
| Calmar Ratio | 1.28 | 3.00 |
| Martin Ratio | 1.97 | 11.86 |
| Ulcer Index | 15.80% | 3.28% |
| Daily Std Dev | 54.16% | 16.70% |
| Max Drawdown | -27.49% | -50.68% |
| Current Drawdown | -16.38% | -0.65% |
Correlation
The correlation between EQSG.L and VUG is 0.65, 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
EQSG.L vs. VUG - Performance Comparison
In the year-to-date period, EQSG.L achieves a 25.14% return, which is significantly lower than VUG's 31.13% 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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EQSG.L vs. VUG - Expense Ratio Comparison
EQSG.L has a 0.20% expense ratio, which is higher than VUG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
EQSG.L vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq-100 Swap UCITS ETF Acc (EQSG.L) and Vanguard Growth ETF (VUG). 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
EQSG.L vs. VUG - Dividend Comparison
EQSG.L has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.48%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQSG.L Invesco Nasdaq-100 Swap UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
EQSG.L vs. VUG - Drawdown Comparison
The maximum EQSG.L drawdown since its inception was -27.49%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for EQSG.L and VUG. For additional features, visit the drawdowns tool.
Volatility
EQSG.L vs. VUG - Volatility Comparison
The current volatility for Invesco Nasdaq-100 Swap UCITS ETF Acc (EQSG.L) is 4.34%, while Vanguard Growth ETF (VUG) has a volatility of 5.00%. This indicates that EQSG.L experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.