JPY=X vs. VUAA.DE
Compare and contrast key facts about USD/JPY (JPY=X) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE).
VUAA.DE is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPY=X or VUAA.DE.
Key characteristics
| JPY=X | VUAA.DE | |
|---|---|---|
| YTD Return | 9.89% | 31.66% |
| 1Y Return | 2.17% | 38.49% |
| 3Y Return (Ann) | 9.44% | 12.56% |
| Sharpe Ratio | 0.54 | 3.18 |
| Sortino Ratio | 0.80 | 4.30 |
| Omega Ratio | 1.11 | 1.66 |
| Calmar Ratio | 0.39 | 4.62 |
| Martin Ratio | 0.90 | 20.52 |
| Ulcer Index | 5.67% | 1.85% |
| Daily Std Dev | 9.51% | 11.91% |
| Max Drawdown | -52.58% | -33.67% |
| Current Drawdown | -4.13% | 0.00% |
Correlation
The correlation between JPY=X and VUAA.DE is 0.01, 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
JPY=X vs. VUAA.DE - Performance Comparison
In the year-to-date period, JPY=X achieves a 9.89% return, which is significantly lower than VUAA.DE's 31.66% 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
JPY=X vs. VUAA.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USD/JPY (JPY=X) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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.
Drawdowns
JPY=X vs. VUAA.DE - Drawdown Comparison
The maximum JPY=X drawdown since its inception was -52.58%, which is greater than VUAA.DE's maximum drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for JPY=X and VUAA.DE. For additional features, visit the drawdowns tool.
Volatility
JPY=X vs. VUAA.DE - Volatility Comparison
USD/JPY (JPY=X) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) have volatilities of 3.26% and 3.43%, 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.