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GPSA.L vs. VUSA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

GPSA.L vs. VUSA.L

Last updated Apr 3, 2026

Compare and contrast key facts about iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.L) and Vanguard S&P 500 UCITS ETF (VUSA.L).

GPSA.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. GPSA.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Oct 19, 2018. VUSA.L is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019. Both GPSA.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.

Performance

GPSA.L vs. VUSA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.L) and Vanguard S&P 500 UCITS ETF (VUSA.L). The values are adjusted to include any dividend payments, if applicable.

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GPSA.L vs. VUSA.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
GPSA.L
iShares MSCI USA ESG Screened UCITS ETF USD (Acc)		-4.21%9.72%28.95%23.60%-11.94%29.93%17.87%1.19%
VUSA.L
Vanguard S&P 500 UCITS ETF		-2.81%9.39%27.33%19.81%-9.02%30.98%13.66%1.14%

Returns By Period

In the year-to-date period, GPSA.L achieves a -4.21% return, which is significantly lower than VUSA.L's -2.81% return.

GPSA.L

1D
-24.48%
1M
-2.32%
YTD
-4.21%
6M
-1.54%
1Y
15.14%
3Y*
16.62%
5Y*
12.66%
10Y*
—

VUSA.L

1D
0.32%
1M
-2.33%
YTD
-2.81%
6M
-0.12%
1Y
15.00%
3Y*
15.72%
5Y*
12.71%
10Y*
14.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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iShares MSCI USA ESG Screened UCITS ETF USD (Acc)

Vanguard S&P 500 UCITS ETF

Often compared with GPSA.L:
GPSA.L vs. XDUS.LGPSA.L vs. SDUS.LGPSA.L vs. V3AA.DEGPSA.L vs. ESUS.LGPSA.L vs. VUAG.LGPSA.L vs. ITOTGPSA.L vs. CSPX.L
Often compared with VUSA.L:
VUSA.L vs. CSPX.ASVUSA.L vs. VOOVUSA.L vs. VWRL.LVUSA.L vs. SGLN.LVUSA.L vs. VUSA.DEVUSA.L vs. VNRT.LVUSA.L vs. VUKE.L

GPSA.L vs. VUSA.L - Expense Ratio Comparison

Both GPSA.L and VUSA.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

GPSA.L
iShares MSCI USA ESG Screened UCITS ETF USD (Acc)
VUSA.L
Vanguard S&P 500 UCITS ETF

Return for Risk

GPSA.L vs. VUSA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GPSA.L
GPSA.L Risk / Return Rank: 3939
Overall Rank
GPSA.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
GPSA.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
GPSA.L Omega Ratio Rank: 5959
Omega Ratio Rank
GPSA.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
GPSA.L Martin Ratio Rank: 6262
Martin Ratio Rank
VUSA.L
VUSA.L Risk / Return Rank: 6464
Overall Rank
VUSA.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VUSA.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
VUSA.L Omega Ratio Rank: 5151
Omega Ratio Rank
VUSA.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
VUSA.L Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GPSA.L vs. VUSA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.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.

GPSA.LVUSA.LDifference

Sharpe ratio

Return per unit of total volatility

0.33

0.98

-0.65

Sortino ratio

Return per unit of downside risk

0.89

1.42

-0.53

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.03

Calmar ratio

Return relative to maximum drawdown

0.87

2.91

-2.04

Martin ratio

Return relative to average drawdown

7.30

10.48

-3.18

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GPSA.L vs. VUSA.L - Sharpe Ratio Comparison

The current GPSA.L Sharpe Ratio is 0.33, which is lower than the VUSA.L Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of GPSA.L and VUSA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

GPSA.LVUSA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.98

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.88

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.93

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

1.00

-0.42

Correlation

The correlation between GPSA.L and VUSA.L is 0.97, 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.

Dividends

GPSA.L vs. VUSA.L - Dividend Comparison

GPSA.L has not paid dividends to shareholders, while VUSA.L's dividend yield for the trailing twelve months is around 0.98%.

TTM20252024202320222021202020192018201720162015
GPSA.L
iShares MSCI USA ESG Screened UCITS ETF USD (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		0.98%0.95%1.00%1.24%1.41%1.04%1.44%1.50%1.72%1.61%1.58%1.73%

Drawdowns

GPSA.L vs. VUSA.L - Drawdown Comparison

The maximum GPSA.L drawdown since its inception was -24.48%, roughly equal to the maximum VUSA.L drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for GPSA.L and VUSA.L.

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Drawdown Indicators

GPSA.LVUSA.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.48%

-25.47%

+0.99%

Max Drawdown (1Y)

Largest decline over 1 year

-24.48%

-7.11%

-17.37%

Max Drawdown (5Y)

Largest decline over 5 years

-24.48%

-20.94%

-3.54%

Max Drawdown (10Y)

Largest decline over 10 years

—

-25.47%

—

Current Drawdown

Current decline from peak

-24.48%

-4.46%

-20.02%

Average Drawdown

Average peak-to-trough decline

-4.18%

-3.22%

-0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

1.97%

+0.95%

Volatility

GPSA.L vs. VUSA.L - Volatility Comparison

iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.L) has a higher volatility of 42.34% compared to Vanguard S&P 500 UCITS ETF (VUSA.L) at 3.59%. This indicates that GPSA.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.

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Volatility by Period

GPSA.LVUSA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

42.34%

3.59%

+38.75%

Volatility (6M)

Calculated over the trailing 6-month period

42.26%

8.26%

+34.00%

Volatility (1Y)

Calculated over the trailing 1-year period

45.71%

15.25%

+30.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.41%

14.37%

+10.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.91%

15.67%

+8.24%