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S250.L vs. VMID.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between S250.L and VMID.L is 0.98, 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.


-0.50.00.51.01.0

Performance

S250.L vs. VMID.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco FTSE 250 UCITS ETF (S250.L) and Vanguard FTSE 250 UCITS ETF Distributing (VMID.L). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
-2.24%
-2.54%
S250.L
VMID.L

Key characteristics

Sharpe Ratio

S250.L:

1.03

VMID.L:

0.97

Sortino Ratio

S250.L:

1.51

VMID.L:

1.42

Omega Ratio

S250.L:

1.19

VMID.L:

1.18

Calmar Ratio

S250.L:

0.76

VMID.L:

0.75

Martin Ratio

S250.L:

4.52

VMID.L:

3.96

Ulcer Index

S250.L:

2.73%

VMID.L:

2.98%

Daily Std Dev

S250.L:

11.91%

VMID.L:

12.10%

Max Drawdown

S250.L:

-40.91%

VMID.L:

-41.85%

Current Drawdown

S250.L:

-5.19%

VMID.L:

-5.09%

Returns By Period

The year-to-date returns for both stocks are quite close, with S250.L having a 1.73% return and VMID.L slightly lower at 1.65%. Both investments have delivered pretty close results over the past 10 years, with S250.L having a 4.69% annualized return and VMID.L not far ahead at 4.73%.


S250.L

YTD

1.73%

1M

3.14%

6M

0.56%

1Y

12.64%

5Y*

1.68%

10Y*

4.69%

VMID.L

YTD

1.65%

1M

3.00%

6M

0.25%

1Y

12.28%

5Y*

1.70%

10Y*

4.73%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


S250.L vs. VMID.L - Expense Ratio Comparison

S250.L has a 0.12% expense ratio, which is higher than VMID.L's 0.10% 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%.


S250.L
Invesco FTSE 250 UCITS ETF
Expense ratio chart for S250.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VMID.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

S250.L vs. VMID.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

S250.L
The Risk-Adjusted Performance Rank of S250.L is 3838
Overall Rank
The Sharpe Ratio Rank of S250.L is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of S250.L is 3737
Sortino Ratio Rank
The Omega Ratio Rank of S250.L is 3737
Omega Ratio Rank
The Calmar Ratio Rank of S250.L is 3333
Calmar Ratio Rank
The Martin Ratio Rank of S250.L is 4343
Martin Ratio Rank

VMID.L
The Risk-Adjusted Performance Rank of VMID.L is 3434
Overall Rank
The Sharpe Ratio Rank of VMID.L is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of VMID.L is 3333
Sortino Ratio Rank
The Omega Ratio Rank of VMID.L is 3333
Omega Ratio Rank
The Calmar Ratio Rank of VMID.L is 3232
Calmar Ratio Rank
The Martin Ratio Rank of VMID.L is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

S250.L vs. VMID.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE 250 UCITS ETF (S250.L) and Vanguard FTSE 250 UCITS ETF Distributing (VMID.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.


Sharpe ratio
The chart of Sharpe ratio for S250.L, currently valued at 0.84, compared to the broader market0.002.004.000.840.79
The chart of Sortino ratio for S250.L, currently valued at 1.23, compared to the broader market0.005.0010.001.231.17
The chart of Omega ratio for S250.L, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.14
The chart of Calmar ratio for S250.L, currently valued at 0.52, compared to the broader market0.005.0010.0015.0020.000.520.51
The chart of Martin ratio for S250.L, currently valued at 2.35, compared to the broader market0.0020.0040.0060.0080.00100.002.352.16
S250.L
VMID.L

The current S250.L Sharpe Ratio is 1.03, which is comparable to the VMID.L Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of S250.L and VMID.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.84
0.79
S250.L
VMID.L

Dividends

S250.L vs. VMID.L - Dividend Comparison

S250.L has not paid dividends to shareholders, while VMID.L's dividend yield for the trailing twelve months is around 3.25%.


TTM20242023202220212020201920182017201620152014
S250.L
Invesco FTSE 250 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VMID.L
Vanguard FTSE 250 UCITS ETF Distributing
3.25%3.30%3.41%3.30%2.55%2.08%2.82%3.59%3.19%3.08%3.09%0.60%

Drawdowns

S250.L vs. VMID.L - Drawdown Comparison

The maximum S250.L drawdown since its inception was -40.91%, roughly equal to the maximum VMID.L drawdown of -41.85%. Use the drawdown chart below to compare losses from any high point for S250.L and VMID.L. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%SeptemberOctoberNovemberDecember2025February
-13.76%
-13.67%
S250.L
VMID.L

Volatility

S250.L vs. VMID.L - Volatility Comparison

The current volatility for Invesco FTSE 250 UCITS ETF (S250.L) is 2.80%, while Vanguard FTSE 250 UCITS ETF Distributing (VMID.L) has a volatility of 2.98%. This indicates that S250.L experiences smaller price fluctuations and is considered to be less risky than VMID.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.80%
2.98%
S250.L
VMID.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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