GWRE vs. VUAA.L
Compare and contrast key facts about Guidewire Software, Inc. (GWRE) and Vanguard S&P 500 UCITS ETF (VUAA.L).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GWRE or VUAA.L.
Key characteristics
| GWRE | VUAA.L | |
|---|---|---|
| YTD Return | 57.57% | 18.50% |
| 1Y Return | 88.76% | 26.63% |
| 3Y Return (Ann) | 12.75% | 9.46% |
| 5Y Return (Ann) | 10.18% | 14.81% |
| Sharpe Ratio | 2.63 | 2.23 |
| Daily Std Dev | 33.02% | 12.30% |
| Max Drawdown | -60.28% | -34.05% |
| Current Drawdown | 0.00% | -0.30% |
Correlation
The correlation between GWRE and VUAA.L is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
GWRE vs. VUAA.L - Performance Comparison
In the year-to-date period, GWRE achieves a 57.57% return, which is significantly higher than VUAA.L's 18.50% 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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Risk-Adjusted Performance
GWRE vs. VUAA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Guidewire Software, Inc. (GWRE) 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
GWRE vs. VUAA.L - Dividend Comparison
Neither GWRE nor VUAA.L has paid dividends to shareholders.
Drawdowns
GWRE vs. VUAA.L - Drawdown Comparison
The maximum GWRE drawdown since its inception was -60.28%, 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 GWRE and VUAA.L. For additional features, visit the drawdowns tool.
Volatility
GWRE vs. VUAA.L - Volatility Comparison
Guidewire Software, Inc. (GWRE) has a higher volatility of 12.80% compared to Vanguard S&P 500 UCITS ETF (VUAA.L) at 3.99%. This indicates that GWRE'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.