ICSU.L vs. VUAA.L
Compare and contrast key facts about iShares S&P 500 Consumer Staples Sector UCITS ETF (ICSU.L) and Vanguard S&P 500 UCITS ETF (VUAA.L).
ICSU.L and VUAA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ICSU.L is a passively managed fund by iShares that tracks the performance of the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. It was launched on Mar 20, 2017. 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. Both ICSU.L and VUAA.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICSU.L or VUAA.L.
Key characteristics
| ICSU.L | VUAA.L | |
|---|---|---|
| YTD Return | 13.39% | 21.61% |
| 1Y Return | 15.55% | 33.71% |
| 3Y Return (Ann) | 8.15% | 8.39% |
| 5Y Return (Ann) | 8.80% | 14.79% |
| Sharpe Ratio | 1.44 | 2.89 |
| Sortino Ratio | 2.18 | 4.00 |
| Omega Ratio | 1.25 | 1.55 |
| Calmar Ratio | 1.25 | 4.29 |
| Martin Ratio | 9.35 | 18.53 |
| Ulcer Index | 1.54% | 1.79% |
| Daily Std Dev | 10.04% | 11.43% |
| Max Drawdown | -18.54% | -34.05% |
| Current Drawdown | -2.66% | -1.58% |
Correlation
The correlation between ICSU.L and VUAA.L is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ICSU.L vs. VUAA.L - Performance Comparison
In the year-to-date period, ICSU.L achieves a 13.39% return, which is significantly lower than VUAA.L's 21.61% 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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ICSU.L vs. VUAA.L - Expense Ratio Comparison
ICSU.L has a 0.15% expense ratio, which is higher than VUAA.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
ICSU.L vs. VUAA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Consumer Staples Sector UCITS ETF (ICSU.L) 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
ICSU.L vs. VUAA.L - Dividend Comparison
Neither ICSU.L nor VUAA.L has paid dividends to shareholders.
Drawdowns
ICSU.L vs. VUAA.L - Drawdown Comparison
The maximum ICSU.L drawdown since its inception was -18.54%, smaller than the maximum VUAA.L drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for ICSU.L and VUAA.L. For additional features, visit the drawdowns tool.
Volatility
ICSU.L vs. VUAA.L - Volatility Comparison
The current volatility for iShares S&P 500 Consumer Staples Sector UCITS ETF (ICSU.L) is 2.55%, while Vanguard S&P 500 UCITS ETF (VUAA.L) has a volatility of 2.96%. This indicates that ICSU.L experiences smaller price fluctuations and is considered to be less risky than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.