HRB vs. VUSA.DE
Compare and contrast key facts about H&R Block, Inc. (HRB) and Vanguard S&P 500 UCITS ETF (VUSA.DE).
VUSA.DE is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HRB or VUSA.DE.
Key characteristics
| HRB | VUSA.DE | |
|---|---|---|
| YTD Return | 29.03% | 31.36% |
| 1Y Return | 39.75% | 39.06% |
| 3Y Return (Ann) | 40.37% | 12.58% |
| 5Y Return (Ann) | 25.38% | 16.43% |
| Sharpe Ratio | 1.59 | 3.09 |
| Sortino Ratio | 2.47 | 4.17 |
| Omega Ratio | 1.30 | 1.64 |
| Calmar Ratio | 4.19 | 4.48 |
| Martin Ratio | 9.20 | 19.82 |
| Ulcer Index | 4.84% | 1.87% |
| Daily Std Dev | 27.77% | 11.96% |
| Max Drawdown | -62.08% | -33.63% |
| Current Drawdown | -7.49% | 0.00% |
Correlation
The correlation between HRB and VUSA.DE is 0.21, 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
HRB vs. VUSA.DE - Performance Comparison
In the year-to-date period, HRB achieves a 29.03% return, which is significantly lower than VUSA.DE's 31.36% 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
HRB vs. VUSA.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for H&R Block, Inc. (HRB) and Vanguard S&P 500 UCITS ETF (VUSA.DE). 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
HRB vs. VUSA.DE - Dividend Comparison
HRB's dividend yield for the trailing twelve months is around 2.18%, more than VUSA.DE's 0.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HRB H&R Block, Inc. | 2.18% | 2.52% | 3.07% | 4.54% | 6.56% | 4.39% | 3.90% | 3.59% | 3.74% | 2.40% | 2.38% | 2.75% |
VUSA.DE Vanguard S&P 500 UCITS ETF | 0.78% | 1.35% | 1.53% | 1.21% | 1.65% | 2.34% | 3.76% | 2.26% | 1.78% | 2.00% | 0.00% | 0.00% |
Drawdowns
HRB vs. VUSA.DE - Drawdown Comparison
The maximum HRB drawdown since its inception was -62.08%, which is greater than VUSA.DE's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for HRB and VUSA.DE. For additional features, visit the drawdowns tool.
Volatility
HRB vs. VUSA.DE - Volatility Comparison
H&R Block, Inc. (HRB) has a higher volatility of 8.94% compared to Vanguard S&P 500 UCITS ETF (VUSA.DE) at 3.55%. This indicates that HRB's price experiences larger fluctuations and is considered to be riskier than VUSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.