EQSG.L vs. VUSA.L
Compare and contrast key facts about Invesco Nasdaq-100 Swap UCITS ETF Acc (EQSG.L) and Vanguard S&P 500 UCITS ETF (VUSA.L).
EQSG.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. 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. 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 EQSG.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: EQSG.L or VUSA.L.
Key characteristics
| EQSG.L | VUSA.L | |
|---|---|---|
| YTD Return | 24.11% | 25.36% |
| 1Y Return | 30.97% | 31.74% |
| 3Y Return (Ann) | 11.48% | 11.86% |
| Sharpe Ratio | 0.56 | 2.81 |
| Sortino Ratio | 1.22 | 3.98 |
| Omega Ratio | 1.33 | 1.55 |
| Calmar Ratio | 1.25 | 4.99 |
| Martin Ratio | 1.94 | 19.66 |
| Ulcer Index | 15.70% | 1.59% |
| Daily Std Dev | 54.26% | 11.11% |
| Max Drawdown | -27.49% | -25.47% |
| Current Drawdown | -17.07% | 0.00% |
Correlation
The correlation between EQSG.L and VUSA.L is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EQSG.L vs. VUSA.L - Performance Comparison
In the year-to-date period, EQSG.L achieves a 24.11% return, which is significantly lower than VUSA.L's 25.36% 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. VUSA.L - Expense Ratio Comparison
EQSG.L has a 0.20% expense ratio, which is higher than VUSA.L's 0.07% 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. VUSA.L - 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 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
EQSG.L vs. VUSA.L - Dividend Comparison
EQSG.L has not paid dividends to shareholders, while VUSA.L's dividend yield for the trailing twelve months is around 0.74%.
| 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% |
VUSA.L Vanguard S&P 500 UCITS ETF | 0.74% | 1.25% | 1.41% | 1.05% | 1.46% | 1.48% | 1.70% | 1.60% | 1.55% | 1.73% | 1.50% | 1.62% |
Drawdowns
EQSG.L vs. VUSA.L - Drawdown Comparison
The maximum EQSG.L drawdown since its inception was -27.49%, 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 EQSG.L and VUSA.L. For additional features, visit the drawdowns tool.
Volatility
EQSG.L vs. VUSA.L - Volatility Comparison
Invesco Nasdaq-100 Swap UCITS ETF Acc (EQSG.L) has a higher volatility of 4.48% compared to Vanguard S&P 500 UCITS ETF (VUSA.L) at 3.38%. This indicates that EQSG.L's price experiences larger fluctuations and is considered to be riskier than VUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.