IGUS.L vs. VUAA.L
Compare and contrast key facts about iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L) and Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L).
IGUS.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. IGUS.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on Sep 30, 2010. VUAA.L is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Net Total Return. It was launched on May 14, 2019. Both IGUS.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.
Performance
IGUS.L vs. VUAA.L - Performance Comparison
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IGUS.L vs. VUAA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IGUS.L iShares S&P 500 GBP Hedged UCITS ETF | -4.26% | 17.39% | 24.64% | 24.49% | -20.60% | 28.57% | 14.63% | 11.11% |
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | -2.48% | 9.01% | 27.46% | 20.35% | -8.96% | 30.57% | 14.21% | 8.78% |
Different Trading Currencies
IGUS.L is traded in GBp, while VUAA.L is traded in USD. To make them comparable, the VUAA.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, IGUS.L achieves a -4.26% return, which is significantly lower than VUAA.L's -2.48% return.
IGUS.L
- 1D
- 2.63%
- 1M
- -3.79%
- YTD
- -4.26%
- 6M
- -1.09%
- 1Y
- 17.82%
- 3Y*
- 17.86%
- 5Y*
- 10.61%
- 10Y*
- 12.22%
VUAA.L
- 1D
- 2.27%
- 1M
- -2.55%
- YTD
- -2.48%
- 6M
- 0.74%
- 1Y
- 15.32%
- 3Y*
- 15.84%
- 5Y*
- 12.75%
- 10Y*
- —
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IGUS.L vs. VUAA.L - Expense Ratio Comparison
IGUS.L has a 0.20% 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%.
Return for Risk
IGUS.L vs. VUAA.L — Risk / Return Rank
IGUS.L
VUAA.L
IGUS.L vs. VUAA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L) and Vanguard S&P 500 UCITS ETF USD Accumulation (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.
| IGUS.L | VUAA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.96 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.39 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.20 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 2.14 | -0.22 |
Martin ratioReturn relative to average drawdown | 8.34 | 6.89 | +1.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IGUS.L | VUAA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.96 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.83 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.79 | -0.02 |
Correlation
The correlation between IGUS.L and VUAA.L is 0.82, 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.
Dividends
IGUS.L vs. VUAA.L - Dividend Comparison
Neither IGUS.L nor VUAA.L has paid dividends to shareholders.
Drawdowns
IGUS.L vs. VUAA.L - Drawdown Comparison
The maximum IGUS.L drawdown since its inception was -36.66%, which is greater than VUAA.L's maximum drawdown of -26.15%. Use the drawdown chart below to compare losses from any high point for IGUS.L and VUAA.L.
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Drawdown Indicators
| IGUS.L | VUAA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.66% | -34.05% | -2.61% |
Max Drawdown (1Y)Largest decline over 1 year | -12.47% | -11.75% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -25.66% | -24.36% | -1.30% |
Max Drawdown (10Y)Largest decline over 10 years | -36.66% | — | — |
Current DrawdownCurrent decline from peak | -5.55% | -5.41% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -5.20% | +1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 2.05% | +0.03% |
Volatility
IGUS.L vs. VUAA.L - Volatility Comparison
iShares S&P 500 GBP Hedged UCITS ETF (IGUS.L) and Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L) have volatilities of 5.03% and 4.92%, 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.
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Volatility by Period
| IGUS.L | VUAA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 4.92% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 8.90% | 9.13% | -0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.66% | 15.96% | +0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.08% | 15.39% | +0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 17.23% | -0.69% |