EXX7.DE vs. VUAA.L
Compare and contrast key facts about iShares Nikkei 225 UCITS ETF (DE) (EXX7.DE) and Vanguard S&P 500 UCITS ETF (VUAA.L).
EXX7.DE and VUAA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXX7.DE is a passively managed fund by iShares that tracks the performance of the Nikkei 225®. It was launched on Jul 5, 2006. VUAA.L is a passively managed fund by Vanguard Group (Ireland) Limited that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019. Both EXX7.DE and VUAA.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: EXX7.DE or VUAA.L.
Key characteristics
| EXX7.DE | VUAA.L | |
|---|---|---|
| YTD Return | 11.79% | 26.27% |
| 1Y Return | 18.13% | 37.24% |
| 3Y Return (Ann) | 2.20% | 9.97% |
| 5Y Return (Ann) | 5.09% | 15.65% |
| Sharpe Ratio | 0.97 | 2.99 |
| Sortino Ratio | 1.40 | 4.13 |
| Omega Ratio | 1.19 | 1.57 |
| Calmar Ratio | 1.14 | 4.46 |
| Martin Ratio | 3.12 | 19.26 |
| Ulcer Index | 5.58% | 1.79% |
| Daily Std Dev | 17.75% | 11.67% |
| Max Drawdown | -50.57% | -34.05% |
| Current Drawdown | -3.87% | -0.35% |
Correlation
The correlation between EXX7.DE and VUAA.L 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
EXX7.DE vs. VUAA.L - Performance Comparison
In the year-to-date period, EXX7.DE achieves a 11.79% return, which is significantly lower than VUAA.L's 26.27% 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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EXX7.DE vs. VUAA.L - Expense Ratio Comparison
EXX7.DE has a 0.51% expense ratio, which is higher than VUAA.L's 0.07% expense ratio.
Risk-Adjusted Performance
EXX7.DE vs. VUAA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Nikkei 225 UCITS ETF (DE) (EXX7.DE) and Vanguard S&P 500 UCITS ETF (VUAA.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
EXX7.DE vs. VUAA.L - Dividend Comparison
Neither EXX7.DE nor VUAA.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXX7.DE iShares Nikkei 225 UCITS ETF (DE) | 0.00% | 0.42% | 1.31% | 0.81% | 1.00% | 1.21% | 0.53% | 1.19% | 1.35% | 1.29% | 0.86% | 0.96% |
VUAA.L Vanguard S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EXX7.DE vs. VUAA.L - Drawdown Comparison
The maximum EXX7.DE drawdown since its inception was -50.57%, which is greater than VUAA.L's maximum drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for EXX7.DE and VUAA.L. For additional features, visit the drawdowns tool.
Volatility
EXX7.DE vs. VUAA.L - Volatility Comparison
iShares Nikkei 225 UCITS ETF (DE) (EXX7.DE) has a higher volatility of 5.25% compared to Vanguard S&P 500 UCITS ETF (VUAA.L) at 3.79%. This indicates that EXX7.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.