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 | 57.14% | 28.92% |
| 1Y Return | 83.33% | 36.86% |
| 3Y Return (Ann) | -35.08% | 12.05% |
| Sharpe Ratio | 0.68 | 2.99 |
| Sortino Ratio | 2.04 | 4.06 |
| Omega Ratio | 1.31 | 1.62 |
| Calmar Ratio | 0.83 | 4.33 |
| Martin Ratio | 2.80 | 19.22 |
| Ulcer Index | 29.77% | 1.85% |
| Daily Std Dev | 123.07% | 11.85% |
| Max Drawdown | -99.93% | -33.67% |
| Current Drawdown | -99.80% | 0.00% |
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 57.14% return, which is significantly higher than VUAA.DE's 28.92% 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 64.07% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 3.55%. 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.