SHEL vs. VUAA.L
Compare and contrast key facts about Shell plc (SHEL) and Vanguard S&P 500 UCITS ETF (VUAA.L).
VUAA.L is a passively managed fund by Vanguard Group (Ireland) Limited 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: SHEL or VUAA.L.
Performance
SHEL vs. VUAA.L - Performance Comparison
Returns By Period
In the year-to-date period, SHEL achieves a 3.59% return, which is significantly lower than VUAA.L's 24.03% return.
SHEL
3.59%
-0.72%
-7.13%
5.51%
6.15%
4.29%
VUAA.L
24.03%
1.05%
11.63%
32.38%
15.03%
N/A
Key characteristics
| SHEL | VUAA.L | |
|---|---|---|
| Sharpe Ratio | 0.26 | 2.75 |
| Sortino Ratio | 0.45 | 3.81 |
| Omega Ratio | 1.06 | 1.52 |
| Calmar Ratio | 0.41 | 4.16 |
| Martin Ratio | 0.94 | 17.91 |
| Ulcer Index | 4.70% | 1.79% |
| Daily Std Dev | 17.07% | 11.61% |
| Max Drawdown | -67.46% | -34.05% |
| Current Drawdown | -9.45% | -2.12% |
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Correlation
The correlation between SHEL and VUAA.L is 0.26, 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.
Risk-Adjusted Performance
SHEL vs. VUAA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Shell plc (SHEL) and Vanguard S&P 500 UCITS ETF (VUAA.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.
Dividends
SHEL vs. VUAA.L - Dividend Comparison
SHEL's dividend yield for the trailing twelve months is around 4.20%, while VUAA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHEL Shell plc | 4.20% | 3.76% | 3.48% | 3.78% | 5.44% | 6.14% | 5.48% | 4.79% | 5.88% | 6.98% | 4.72% | 4.25% |
VUAA.L Vanguard S&P 500 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% |
Drawdowns
SHEL vs. VUAA.L - Drawdown Comparison
The maximum SHEL drawdown since its inception was -67.46%, which is greater than VUAA.L's maximum drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for SHEL and VUAA.L. For additional features, visit the drawdowns tool.
Volatility
SHEL vs. VUAA.L - Volatility Comparison
Shell plc (SHEL) has a higher volatility of 4.94% compared to Vanguard S&P 500 UCITS ETF (VUAA.L) at 4.11%. This indicates that SHEL's price experiences larger fluctuations and is considered to be riskier than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.