PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
HEDF.L vs. VUAG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HEDF.L and VUAG.L is 0.72, 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.


-0.50.00.51.00.7

Performance

HEDF.L vs. VUAG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Europe Equity UCITS ETF - EUR Acc (HEDF.L) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
6.49%
11.63%
HEDF.L
VUAG.L

Key characteristics

Sharpe Ratio

HEDF.L:

0.78

VUAG.L:

2.03

Sortino Ratio

HEDF.L:

1.16

VUAG.L:

2.89

Omega Ratio

HEDF.L:

1.14

VUAG.L:

1.39

Calmar Ratio

HEDF.L:

0.89

VUAG.L:

1.92

Martin Ratio

HEDF.L:

1.95

VUAG.L:

14.58

Ulcer Index

HEDF.L:

5.52%

VUAG.L:

1.63%

Daily Std Dev

HEDF.L:

13.75%

VUAG.L:

11.77%

Max Drawdown

HEDF.L:

-36.66%

VUAG.L:

-25.61%

Current Drawdown

HEDF.L:

0.00%

VUAG.L:

-1.85%

Returns By Period

In the year-to-date period, HEDF.L achieves a 10.93% return, which is significantly higher than VUAG.L's 2.71% return.


HEDF.L

YTD

10.93%

1M

9.33%

6M

13.15%

1Y

10.98%

5Y*

7.74%

10Y*

N/A

VUAG.L

YTD

2.71%

1M

1.90%

6M

15.08%

1Y

24.48%

5Y*

14.81%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HEDF.L vs. VUAG.L - Expense Ratio Comparison

HEDF.L has a 0.32% expense ratio, which is higher than VUAG.L's 0.07% expense ratio.


HEDF.L
WisdomTree Europe Equity UCITS ETF - EUR Acc
Expense ratio chart for HEDF.L: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
Expense ratio chart for VUAG.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

HEDF.L vs. VUAG.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HEDF.L
The Risk-Adjusted Performance Rank of HEDF.L is 2929
Overall Rank
The Sharpe Ratio Rank of HEDF.L is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of HEDF.L is 2828
Sortino Ratio Rank
The Omega Ratio Rank of HEDF.L is 2626
Omega Ratio Rank
The Calmar Ratio Rank of HEDF.L is 3838
Calmar Ratio Rank
The Martin Ratio Rank of HEDF.L is 2222
Martin Ratio Rank

VUAG.L
The Risk-Adjusted Performance Rank of VUAG.L is 8181
Overall Rank
The Sharpe Ratio Rank of VUAG.L is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VUAG.L is 8585
Sortino Ratio Rank
The Omega Ratio Rank of VUAG.L is 8484
Omega Ratio Rank
The Calmar Ratio Rank of VUAG.L is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VUAG.L is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HEDF.L vs. VUAG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Equity UCITS ETF - EUR Acc (HEDF.L) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.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.


Sharpe ratio
The chart of Sharpe ratio for HEDF.L, currently valued at 0.43, compared to the broader market0.002.004.000.431.91
The chart of Sortino ratio for HEDF.L, currently valued at 0.71, compared to the broader market0.005.0010.000.712.66
The chart of Omega ratio for HEDF.L, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.35
The chart of Calmar ratio for HEDF.L, currently valued at 0.53, compared to the broader market0.005.0010.0015.0020.000.532.08
The chart of Martin ratio for HEDF.L, currently valued at 1.06, compared to the broader market0.0020.0040.0060.0080.00100.001.0611.48
HEDF.L
VUAG.L

The current HEDF.L Sharpe Ratio is 0.78, which is lower than the VUAG.L Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of HEDF.L and VUAG.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.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.43
1.91
HEDF.L
VUAG.L

Dividends

HEDF.L vs. VUAG.L - Dividend Comparison

Neither HEDF.L nor VUAG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HEDF.L vs. VUAG.L - Drawdown Comparison

The maximum HEDF.L drawdown since its inception was -36.66%, which is greater than VUAG.L's maximum drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for HEDF.L and VUAG.L. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.52%
-1.22%
HEDF.L
VUAG.L

Volatility

HEDF.L vs. VUAG.L - Volatility Comparison

WisdomTree Europe Equity UCITS ETF - EUR Acc (HEDF.L) has a higher volatility of 4.69% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 3.62%. This indicates that HEDF.L's price experiences larger fluctuations and is considered to be riskier than VUAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.69%
3.62%
HEDF.L
VUAG.L
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab