VAPX.L vs. SPHD
Compare and contrast key facts about Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VAPX.L) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD).
VAPX.L and SPHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VAPX.L is a passively managed fund by Vanguard that tracks the performance of the MSCI AC Asia Pac Ex JPN NR USD. It was launched on May 21, 2013. SPHD is a passively managed fund by Invesco that tracks the performance of the S&P Low Volatility High Dividend index. It was launched on Oct 18, 2012. Both VAPX.L and SPHD 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: VAPX.L or SPHD.
Performance
VAPX.L vs. SPHD - Performance Comparison
Returns By Period
In the year-to-date period, VAPX.L achieves a 0.61% return, which is significantly lower than SPHD's 21.91% return. Over the past 10 years, VAPX.L has underperformed SPHD with an annualized return of 7.20%, while SPHD has yielded a comparatively higher 8.70% annualized return.
VAPX.L
0.61%
-1.29%
-1.99%
7.08%
4.99%
7.20%
SPHD
21.91%
-1.53%
12.57%
31.10%
7.65%
8.70%
Key characteristics
| VAPX.L | SPHD | |
|---|---|---|
| Sharpe Ratio | 0.47 | 2.85 |
| Sortino Ratio | 0.75 | 4.07 |
| Omega Ratio | 1.09 | 1.53 |
| Calmar Ratio | 0.54 | 2.25 |
| Martin Ratio | 1.91 | 19.60 |
| Ulcer Index | 3.31% | 1.62% |
| Daily Std Dev | 13.51% | 11.17% |
| Max Drawdown | -30.88% | -41.39% |
| Current Drawdown | -3.19% | -1.53% |
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VAPX.L vs. SPHD - Expense Ratio Comparison
VAPX.L has a 0.15% expense ratio, which is lower than SPHD's 0.30% expense ratio.
Correlation
The correlation between VAPX.L and SPHD is 0.43, 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.
Risk-Adjusted Performance
VAPX.L vs. SPHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VAPX.L) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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
VAPX.L vs. SPHD - Dividend Comparison
VAPX.L's dividend yield for the trailing twelve months is around 2.46%, less than SPHD's 3.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VAPX.L Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing | 2.46% | 3.51% | 4.31% | 3.53% | 2.05% | 3.39% | 3.54% | 3.08% | 2.71% | 3.44% | 2.26% | 1.13% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 3.40% | 4.48% | 3.89% | 3.46% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% | 3.24% | 3.68% |
Drawdowns
VAPX.L vs. SPHD - Drawdown Comparison
The maximum VAPX.L drawdown since its inception was -30.88%, smaller than the maximum SPHD drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for VAPX.L and SPHD. For additional features, visit the drawdowns tool.
Volatility
VAPX.L vs. SPHD - Volatility Comparison
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VAPX.L) has a higher volatility of 5.31% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 2.64%. This indicates that VAPX.L's price experiences larger fluctuations and is considered to be riskier than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.