USPX vs. VUAA.DE
Compare and contrast key facts about Franklin U.S. Equity Index ETF (USPX) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE).
USPX and VUAA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USPX is a passively managed fund by Franklin that tracks the performance of the Morningstar US Target Market Exposure Index. It was launched on Jun 1, 2016. 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. Both USPX and VUAA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USPX or VUAA.DE.
Key characteristics
| USPX | VUAA.DE | |
|---|---|---|
| YTD Return | 22.50% | 23.21% |
| 1Y Return | 34.71% | 31.65% |
| 3Y Return (Ann) | 9.14% | 10.28% |
| Sharpe Ratio | 2.77 | 2.72 |
| Sortino Ratio | 3.64 | 3.55 |
| Omega Ratio | 1.51 | 1.55 |
| Calmar Ratio | 4.03 | 3.72 |
| Martin Ratio | 18.20 | 16.50 |
| Ulcer Index | 1.91% | 1.85% |
| Daily Std Dev | 12.53% | 11.20% |
| Max Drawdown | -31.21% | -33.67% |
| Current Drawdown | -1.34% | -2.27% |
Correlation
The correlation between USPX and VUAA.DE is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
USPX vs. VUAA.DE - Performance Comparison
The year-to-date returns for both investments are quite close, with USPX having a 22.50% return and VUAA.DE slightly higher at 23.21%. 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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USPX vs. VUAA.DE - Expense Ratio Comparison
USPX has a 0.03% expense ratio, which is lower than VUAA.DE's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
USPX vs. VUAA.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Equity Index ETF (USPX) 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
USPX vs. VUAA.DE - Dividend Comparison
USPX's dividend yield for the trailing twelve months is around 1.25%, while VUAA.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
USPX Franklin U.S. Equity Index ETF | 1.25% | 1.35% | 2.21% | 2.40% | 2.51% | 3.07% | 2.91% | 2.60% | 2.44% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
USPX vs. VUAA.DE - Drawdown Comparison
The maximum USPX drawdown since its inception was -31.21%, smaller than the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for USPX and VUAA.DE. For additional features, visit the drawdowns tool.
Volatility
USPX vs. VUAA.DE - Volatility Comparison
Franklin U.S. Equity Index ETF (USPX) has a higher volatility of 3.21% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 2.66%. This indicates that USPX'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.