VDPG.L vs. VUKG.L
Compare and contrast key facts about Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) and Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L).
VDPG.L and VUKG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VDPG.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 Sep 24, 2019. VUKG.L is a passively managed fund by Vanguard that tracks the performance of the FTSE AllSh TR GBP. It was launched on May 14, 2019. Both VDPG.L and VUKG.L 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: VDPG.L or VUKG.L.
Key characteristics
| VDPG.L | VUKG.L | |
|---|---|---|
| YTD Return | -0.44% | 11.19% |
| 1Y Return | 5.03% | 16.36% |
| 3Y Return (Ann) | -0.05% | 11.19% |
| 5Y Return (Ann) | 3.80% | 9.74% |
| Sharpe Ratio | 0.46 | 1.71 |
| Sortino Ratio | 0.73 | 2.53 |
| Omega Ratio | 1.09 | 1.31 |
| Calmar Ratio | 0.50 | 4.03 |
| Martin Ratio | 1.93 | 11.89 |
| Ulcer Index | 3.24% | 1.45% |
| Daily Std Dev | 13.64% | 10.05% |
| Max Drawdown | -30.11% | -34.32% |
| Current Drawdown | -5.05% | -3.62% |
Correlation
The correlation between VDPG.L and VUKG.L is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VDPG.L vs. VUKG.L - Performance Comparison
In the year-to-date period, VDPG.L achieves a -0.44% return, which is significantly lower than VUKG.L's 11.19% 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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VDPG.L vs. VUKG.L - Expense Ratio Comparison
VDPG.L has a 0.15% expense ratio, which is higher than VUKG.L's 0.09% expense ratio. However, 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
VDPG.L vs. VUKG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) and Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.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
VDPG.L vs. VUKG.L - Dividend Comparison
VDPG.L has not paid dividends to shareholders, while VUKG.L's dividend yield for the trailing twelve months is around 3.70%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
VDPG.L Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUKG.L Vanguard FTSE 100 UCITS ETF (GBP) Accumulating | 3.70% | 3.71% | 3.84% | 3.84% | 3.06% | 1.92% |
Drawdowns
VDPG.L vs. VUKG.L - Drawdown Comparison
The maximum VDPG.L drawdown since its inception was -30.11%, smaller than the maximum VUKG.L drawdown of -34.32%. Use the drawdown chart below to compare losses from any high point for VDPG.L and VUKG.L. For additional features, visit the drawdowns tool.
Volatility
VDPG.L vs. VUKG.L - Volatility Comparison
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) has a higher volatility of 5.29% compared to Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L) at 4.24%. This indicates that VDPG.L's price experiences larger fluctuations and is considered to be riskier than VUKG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.