TW.L vs. VUSA.AS
Compare and contrast key facts about Taylor Wimpey PLC (TW.L) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500. It was launched on May 14, 2019.
Performance
TW.L vs. VUSA.AS - Performance Comparison
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TW.L vs. VUSA.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TW.L Taylor Wimpey PLC | -17.62% | -3.91% | -11.37% | 57.04% | -36.73% | 11.45% | -4.62% | 58.59% | -28.42% | 44.27% |
VUSA.AS Vanguard S&P 500 UCITS ETF | -2.53% | 9.46% | 27.78% | 19.68% | -9.74% | 32.03% | 13.81% | 25.44% | 0.62% | 11.24% |
Different Trading Currencies
TW.L is traded in GBp, while VUSA.AS is traded in EUR. To make them comparable, the VUSA.AS values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, TW.L achieves a -17.62% return, which is significantly lower than VUSA.AS's -2.53% return. Over the past 10 years, TW.L has underperformed VUSA.AS with an annualized return of 0.33%, while VUSA.AS has yielded a comparatively higher 14.67% annualized return.
TW.L
- 1D
- 0.00%
- 1M
- -19.64%
- YTD
- -17.62%
- 6M
- -11.36%
- 1Y
- -14.43%
- 3Y*
- -3.01%
- 5Y*
- -7.19%
- 10Y*
- 0.33%
VUSA.AS
- 1D
- 1.78%
- 1M
- -2.73%
- YTD
- -2.53%
- 6M
- 0.53%
- 1Y
- 15.23%
- 3Y*
- 15.88%
- 5Y*
- 12.71%
- 10Y*
- 14.67%
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Return for Risk
TW.L vs. VUSA.AS — Risk / Return Rank
TW.L
VUSA.AS
TW.L vs. VUSA.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Taylor Wimpey PLC (TW.L) and Vanguard S&P 500 UCITS ETF (VUSA.AS). 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.
| TW.L | VUSA.AS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.49 | 0.94 | -1.42 |
Sortino ratioReturn per unit of downside risk | -0.53 | 1.36 | -1.89 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.20 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | -0.54 | 3.57 | -4.11 |
Martin ratioReturn relative to average drawdown | -1.14 | 12.62 | -13.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TW.L | VUSA.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.49 | 0.94 | -1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.25 | 0.85 | -1.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.90 | -0.89 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.91 | -0.87 |
Correlation
The correlation between TW.L and VUSA.AS is 0.29, 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.
Dividends
TW.L vs. VUSA.AS - Dividend Comparison
TW.L's dividend yield for the trailing twelve months is around 5.26%, more than VUSA.AS's 0.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TW.L Taylor Wimpey PLC | 8.60% | 8.68% | 7.85% | 6.51% | 8.91% | 4.72% | 8.92% | 9.48% | 11.21% | 6.68% | 7.11% | 4.67% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 0.99% | 0.97% | 0.99% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% |
Drawdowns
TW.L vs. VUSA.AS - Drawdown Comparison
The maximum TW.L drawdown since its inception was -98.99%, which is greater than VUSA.AS's maximum drawdown of -26.22%. Use the drawdown chart below to compare losses from any high point for TW.L and VUSA.AS.
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Drawdown Indicators
| TW.L | VUSA.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.99% | -33.64% | -65.35% |
Max Drawdown (1Y)Largest decline over 1 year | -27.22% | -13.39% | -13.83% |
Max Drawdown (5Y)Largest decline over 5 years | -52.79% | -23.24% | -29.55% |
Max Drawdown (10Y)Largest decline over 10 years | -56.37% | -33.64% | -22.73% |
Current DrawdownCurrent decline from peak | -41.69% | -5.24% | -36.45% |
Average DrawdownAverage peak-to-trough decline | -41.98% | -4.11% | -37.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.82% | 2.07% | +10.75% |
Volatility
TW.L vs. VUSA.AS - Volatility Comparison
Taylor Wimpey PLC (TW.L) has a higher volatility of 9.14% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.81%. This indicates that TW.L's price experiences larger fluctuations and is considered to be riskier than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TW.L | VUSA.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.14% | 3.81% | +5.33% |
Volatility (6M)Calculated over the trailing 6-month period | 18.76% | 8.45% | +10.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.12% | 16.10% | +10.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.45% | 14.75% | +13.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.58% | 15.97% | +18.61% |