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.
Key characteristics
| SHEL | VUAA.L | |
|---|---|---|
| YTD Return | 11.19% | 7.28% |
| 1Y Return | 27.08% | 27.58% |
| 3Y Return (Ann) | 28.20% | 8.70% |
| Sharpe Ratio | 1.59 | 2.27 |
| Daily Std Dev | 18.18% | 11.46% |
| Max Drawdown | -67.46% | -34.05% |
| Current Drawdown | -1.23% | -2.62% |
Correlation
The correlation between SHEL and VUAA.L is 0.27, 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
SHEL vs. VUAA.L - Performance Comparison
In the year-to-date period, SHEL achieves a 11.19% return, which is significantly higher than VUAA.L's 7.28% 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
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 3.57%, while VUAA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHEL Shell plc | 3.57% | 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) and Vanguard S&P 500 UCITS ETF (VUAA.L) have volatilities of 4.15% and 4.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.