FDD vs. VUAA.L
Compare and contrast key facts about First Trust STOXX European Select Dividend Index Fund (FDD) and Vanguard S&P 500 UCITS ETF (VUAA.L).
FDD 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. FDD is a passively managed fund by First Trust that tracks the performance of the STOXX Europe Select Dividend 30. It was launched on Aug 27, 2007. 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 FDD 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: FDD or VUAA.L.
Key characteristics
| FDD | VUAA.L | |
|---|---|---|
| YTD Return | 4.52% | 20.63% |
| 1Y Return | 18.28% | 32.52% |
| 3Y Return (Ann) | -0.01% | 8.11% |
| 5Y Return (Ann) | 3.12% | 14.76% |
| Sharpe Ratio | 1.35 | 2.85 |
| Sortino Ratio | 1.88 | 3.95 |
| Omega Ratio | 1.23 | 1.54 |
| Calmar Ratio | 0.63 | 4.23 |
| Martin Ratio | 5.04 | 18.30 |
| Ulcer Index | 3.74% | 1.78% |
| Daily Std Dev | 13.96% | 11.43% |
| Max Drawdown | -74.76% | -34.05% |
| Current Drawdown | -15.29% | -2.37% |
Correlation
The correlation between FDD and VUAA.L is 0.46, 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
FDD vs. VUAA.L - Performance Comparison
In the year-to-date period, FDD achieves a 4.52% return, which is significantly lower than VUAA.L's 20.63% 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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FDD vs. VUAA.L - Expense Ratio Comparison
FDD has a 0.58% expense ratio, which is higher than VUAA.L's 0.07% expense ratio.
Risk-Adjusted Performance
FDD vs. VUAA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust STOXX European Select Dividend Index Fund (FDD) 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
FDD vs. VUAA.L - Dividend Comparison
FDD's dividend yield for the trailing twelve months is around 6.26%, while VUAA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDD First Trust STOXX European Select Dividend Index Fund | 6.26% | 6.85% | 6.07% | 3.44% | 4.01% | 4.69% | 5.05% | 2.78% | 4.88% | 4.35% | 4.30% | 3.62% |
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
FDD vs. VUAA.L - Drawdown Comparison
The maximum FDD drawdown since its inception was -74.76%, 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 FDD and VUAA.L. For additional features, visit the drawdowns tool.
Volatility
FDD vs. VUAA.L - Volatility Comparison
First Trust STOXX European Select Dividend Index Fund (FDD) has a higher volatility of 3.11% compared to Vanguard S&P 500 UCITS ETF (VUAA.L) at 2.88%. This indicates that FDD'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.