LSEG.L vs. VTV
Compare and contrast key facts about London Stock Exchange Group plc (LSEG.L) and Vanguard Value ETF (VTV).
VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LSEG.L or VTV.
Key characteristics
| LSEG.L | VTV | |
|---|---|---|
| YTD Return | 16.43% | 21.21% |
| 1Y Return | 29.75% | 30.33% |
| 3Y Return (Ann) | 16.92% | 9.77% |
| 5Y Return (Ann) | 10.57% | 11.68% |
| 10Y Return (Ann) | 19.32% | 10.67% |
| Sharpe Ratio | 2.14 | 3.18 |
| Sortino Ratio | 3.23 | 4.47 |
| Omega Ratio | 1.38 | 1.59 |
| Calmar Ratio | 2.41 | 6.42 |
| Martin Ratio | 9.65 | 20.69 |
| Ulcer Index | 2.98% | 1.58% |
| Daily Std Dev | 13.49% | 10.27% |
| Max Drawdown | -80.59% | -59.27% |
| Current Drawdown | -2.02% | -0.65% |
Correlation
The correlation between LSEG.L and VTV is 0.33, 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
LSEG.L vs. VTV - Performance Comparison
In the year-to-date period, LSEG.L achieves a 16.43% return, which is significantly lower than VTV's 21.21% return. Over the past 10 years, LSEG.L has outperformed VTV with an annualized return of 19.32%, while VTV has yielded a comparatively lower 10.67% annualized 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
LSEG.L vs. VTV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for London Stock Exchange Group plc (LSEG.L) and Vanguard Value ETF (VTV). 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
LSEG.L vs. VTV - Dividend Comparison
LSEG.L's dividend yield for the trailing twelve months is around 1.13%, less than VTV's 2.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSEG.L London Stock Exchange Group plc | 1.13% | 1.20% | 1.43% | 1.11% | 0.81% | 0.82% | 1.34% | 1.20% | 1.28% | 0.86% | 1.30% | 1.73% |
VTV Vanguard Value ETF | 2.23% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
LSEG.L vs. VTV - Drawdown Comparison
The maximum LSEG.L drawdown since its inception was -80.59%, which is greater than VTV's maximum drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for LSEG.L and VTV. For additional features, visit the drawdowns tool.
Volatility
LSEG.L vs. VTV - Volatility Comparison
London Stock Exchange Group plc (LSEG.L) has a higher volatility of 6.43% compared to Vanguard Value ETF (VTV) at 3.65%. This indicates that LSEG.L's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.