SGLD.TO vs. VUAA.DE
Compare and contrast key facts about Sabre Gold Mines Corp. (SGLD.TO) 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: SGLD.TO or VUAA.DE.
Key characteristics
| SGLD.TO | VUAA.DE | |
|---|---|---|
| YTD Return | -39.29% | 18.26% |
| 1Y Return | -34.62% | 21.93% |
| 3Y Return (Ann) | -58.77% | 11.61% |
| Sharpe Ratio | -0.43 | 2.05 |
| Daily Std Dev | 92.16% | 11.71% |
| Max Drawdown | -99.93% | -33.67% |
| Current Drawdown | -99.92% | -1.96% |
Correlation
The correlation between SGLD.TO and VUAA.DE is 0.24, 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
SGLD.TO vs. VUAA.DE - Performance Comparison
In the year-to-date period, SGLD.TO achieves a -39.29% return, which is significantly lower than VUAA.DE's 18.26% 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
SGLD.TO vs. VUAA.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sabre Gold Mines Corp. (SGLD.TO) 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.
Dividends
SGLD.TO vs. VUAA.DE - Dividend Comparison
Neither SGLD.TO nor VUAA.DE has paid dividends to shareholders.
Drawdowns
SGLD.TO vs. VUAA.DE - Drawdown Comparison
The maximum SGLD.TO drawdown since its inception was -99.93%, 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 SGLD.TO and VUAA.DE. For additional features, visit the drawdowns tool.
Volatility
SGLD.TO vs. VUAA.DE - Volatility Comparison
Sabre Gold Mines Corp. (SGLD.TO) has a higher volatility of 27.96% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 4.32%. This indicates that SGLD.TO's price experiences larger fluctuations and is considered to be riskier than VUAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.