VENAX vs. VUSA.AS
Compare and contrast key facts about Vanguard Energy Index Fund Admiral Shares (VENAX) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
VENAX is managed by Vanguard. It was launched on Oct 7, 2004. VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VENAX or VUSA.AS.
Key characteristics
| VENAX | VUSA.AS | |
|---|---|---|
| YTD Return | 14.56% | 31.02% |
| 1Y Return | 17.06% | 38.02% |
| 3Y Return (Ann) | 20.68% | 12.55% |
| 5Y Return (Ann) | 15.00% | 16.04% |
| 10Y Return (Ann) | 4.12% | 14.50% |
| Sharpe Ratio | 0.93 | 3.04 |
| Sortino Ratio | 1.35 | 4.11 |
| Omega Ratio | 1.17 | 1.63 |
| Calmar Ratio | 1.25 | 4.37 |
| Martin Ratio | 3.04 | 19.54 |
| Ulcer Index | 5.51% | 1.86% |
| Daily Std Dev | 18.03% | 11.86% |
| Max Drawdown | -74.42% | -33.64% |
| Current Drawdown | -2.36% | 0.00% |
Correlation
The correlation between VENAX and VUSA.AS is 0.34, 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.
Performance
VENAX vs. VUSA.AS - Performance Comparison
In the year-to-date period, VENAX achieves a 14.56% return, which is significantly lower than VUSA.AS's 31.02% return. Over the past 10 years, VENAX has underperformed VUSA.AS with an annualized return of 4.12%, while VUSA.AS has yielded a comparatively higher 14.50% annualized 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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VENAX vs. VUSA.AS - Expense Ratio Comparison
VENAX has a 0.10% expense ratio, which is higher than VUSA.AS's 0.07% 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
VENAX vs. VUSA.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Energy Index Fund Admiral Shares (VENAX) 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.
Dividends
VENAX vs. VUSA.AS - Dividend Comparison
VENAX's dividend yield for the trailing twelve months is around 3.06%, more than VUSA.AS's 0.97% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VENAX Vanguard Energy Index Fund Admiral Shares | 3.06% | 3.34% | 3.65% | 4.14% | 4.76% | 3.41% | 3.35% | 2.90% | 2.31% | 3.17% | 1.98% | 1.74% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 0.97% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Drawdowns
VENAX vs. VUSA.AS - Drawdown Comparison
The maximum VENAX drawdown since its inception was -74.42%, which is greater than VUSA.AS's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for VENAX and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
VENAX vs. VUSA.AS - Volatility Comparison
Vanguard Energy Index Fund Admiral Shares (VENAX) has a higher volatility of 6.02% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.56%. This indicates that VENAX'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.