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VAPX.L vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

VAPX.L vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VAPX.L) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VAPX.L is traded in GBP, while USD=X is traded in USD. To make them comparable, the USD=X values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VAPX.L achieves a 37.72% return, which is significantly higher than USD=X's 0.66% return. Over the past 10 years, VAPX.L has outperformed USD=X with an annualized return of 10.66%, while USD=X has yielded a comparatively lower -0.21% annualized return.


VAPX.L

1D
3.38%
1M
-11.75%
6M
29.15%
YTD
37.72%
1Y
58.24%
3Y*
22.12%
5Y*
11.41%
10Y*
10.66%
ALL TIME*
8.91%

USD=X

1D
0.00%
1M
-1.32%
6M
0.43%
YTD
0.66%
1Y
0.80%
3Y*
-1.34%
5Y*
0.54%
10Y*
-0.21%
ALL TIME*
2.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VAPX.L vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VAPX.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing
37.72%31.34%-3.50%3.89%-1.65%1.83%15.31%12.85%-9.57%20.38%
USD=X
USD Cash
0.66%-7.12%1.75%-5.00%11.89%0.95%-2.94%-3.80%5.93%-8.65%

Correlation

The correlation between VAPX.L and USD=X is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

Correlation (3Y)
Calculated over the trailing 3-year period

-0.05

Correlation (5Y)
Calculated over the trailing 5-year period

-0.08

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since May 21, 2013

0.11

The correlation between VAPX.L and USD=X shifts across timeframes, from -0.08 (5 years) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VAPX.L vs. USD=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VAPX.L
VAPX.L Risk / Return Rank: 8484
Overall Rank
VAPX.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VAPX.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
VAPX.L Omega Ratio Rank: 8787
Omega Ratio Rank
VAPX.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
VAPX.L Martin Ratio Rank: 8181
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VAPX.L vs. USD=X - Risk-Adjusted Trends 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 USD Cash (USD=X). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VAPX.LUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+2.08

Sortino ratioReturn per unit of downside risk

+2.47

Omega ratioGain probability vs. loss probability

1.41

1.03

+0.38

Calmar ratioReturn relative to maximum drawdown

3.43

0.18

+3.25

Martin ratioReturn relative to average drawdown

11.47

0.39

+11.08

VAPX.L vs. USD=X - Sharpe Ratio Comparison

The current VAPX.L Sharpe Ratio is 2.23, which is higher than the USD=X Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of VAPX.L and USD=X, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VAPX.L vs. USD=X - Drawdown Comparison

The maximum VAPX.L drawdown since its inception was -30.88%, which is greater than USD=X's maximum drawdown of -22.85%. Use the drawdown chart below to compare losses from any high point for VAPX.L and USD=X.


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Drawdown Indicators


VAPX.LUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-30.88%

-22.85%

-8.03%

Max Drawdown (1Y)

Largest decline over 1 year

-16.88%

-5.98%

-10.90%

Max Drawdown (3Y)

Largest decline over 3 years

-16.88%

-12.79%

-4.09%

Max Drawdown (5Y)

Largest decline over 5 years

-17.55%

-22.85%

+5.30%

Max Drawdown (10Y)

Largest decline over 10 years

-30.88%

-22.85%

-8.03%

Current Drawdown

Current decline from peak

-13.39%

-20.18%

+6.79%

Average Drawdown

Average peak-to-trough decline

-6.33%

-11.19%

+4.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.06%

2.83%

+2.23%

Volatility

VAPX.L vs. USD=X - Volatility Comparison

Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VAPX.L) has a higher volatility of 14.00% compared to USD Cash (USD=X) at 1.69%. This indicates that VAPX.L's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VAPX.LUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.00%

1.69%

+12.31%

Volatility (6M)

Calculated over the trailing 6-month period

24.34%

5.40%

+18.94%

Volatility (1Y)

Calculated over the trailing 1-year period

26.00%

5.75%

+20.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.59%

7.11%

+10.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

7.32%

+10.75%

Frequently Asked Questions


VAPX.L and USD=X have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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