I500.DE vs. VUSA.DE
Compare and contrast key facts about iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) and Vanguard S&P 500 UCITS ETF (VUSA.DE).
I500.DE and VUSA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. I500.DE is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Sep 24, 2020. 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. Both I500.DE and VUSA.DE 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: I500.DE or VUSA.DE.
Key characteristics
| I500.DE | VUSA.DE | |
|---|---|---|
| YTD Return | 18.34% | 18.01% |
| 1Y Return | 22.11% | 22.04% |
| 3Y Return (Ann) | 11.85% | 11.65% |
| Sharpe Ratio | 2.07 | 2.03 |
| Daily Std Dev | 11.70% | 11.69% |
| Max Drawdown | -17.02% | -33.63% |
| Current Drawdown | -1.98% | -2.25% |
Correlation
The correlation between I500.DE and VUSA.DE is 0.99, 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.
Performance
I500.DE vs. VUSA.DE - Performance Comparison
The year-to-date returns for both stocks are quite close, with I500.DE having a 18.34% return and VUSA.DE slightly lower at 18.01%. 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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I500.DE vs. VUSA.DE - Expense Ratio Comparison
Both I500.DE and VUSA.DE 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%.
Risk-Adjusted Performance
I500.DE vs. VUSA.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) 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
I500.DE vs. VUSA.DE - Dividend Comparison
I500.DE has not paid dividends to shareholders, while VUSA.DE's dividend yield for the trailing twelve months is around 1.15%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
I500.DE iShares S&P 500 Swap UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUSA.DE Vanguard S&P 500 UCITS ETF | 0.87% | 1.35% | 1.53% | 1.21% | 1.65% | 2.34% | 3.76% | 2.26% | 1.78% | 2.00% |
Drawdowns
I500.DE vs. VUSA.DE - Drawdown Comparison
The maximum I500.DE drawdown since its inception was -17.02%, smaller than the maximum VUSA.DE drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for I500.DE and VUSA.DE. For additional features, visit the drawdowns tool.
Volatility
I500.DE vs. VUSA.DE - Volatility Comparison
iShares S&P 500 Swap UCITS ETF USD (Acc) (I500.DE) and Vanguard S&P 500 UCITS ETF (VUSA.DE) have volatilities of 4.26% and 4.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.