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VERG.L vs. VUAG.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VERG.L vs. VUAG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERG.L) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-7.07%
10.92%
VERG.L
VUAG.L

Returns By Period

In the year-to-date period, VERG.L achieves a 1.99% return, which is significantly lower than VUAG.L's 25.15% return.


VERG.L

YTD

1.99%

1M

-3.44%

6M

-6.12%

1Y

8.13%

5Y (annualized)

6.89%

10Y (annualized)

N/A

VUAG.L

YTD

25.15%

1M

3.99%

6M

12.25%

1Y

4.44%

5Y (annualized)

15.50%

10Y (annualized)

N/A

Key characteristics


VERG.LVUAG.L
Sharpe Ratio0.652.63
Sortino Ratio0.963.76
Omega Ratio1.111.51
Calmar Ratio0.911.48
Martin Ratio2.4518.76
Ulcer Index2.83%1.59%
Daily Std Dev10.69%33.12%
Max Drawdown-27.55%-25.61%
Current Drawdown-6.88%-1.22%

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VERG.L vs. VUAG.L - Expense Ratio Comparison

VERG.L has a 0.10% expense ratio, which is higher than VUAG.L'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%.


VERG.L
Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating
Expense ratio chart for VERG.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VUAG.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Correlation

-0.50.00.51.00.8

The correlation between VERG.L and VUAG.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.

Risk-Adjusted Performance

VERG.L vs. VUAG.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERG.L) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.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.


Sharpe ratio
The chart of Sharpe ratio for VERG.L, currently valued at 0.63, compared to the broader market0.002.004.006.000.632.79
The chart of Sortino ratio for VERG.L, currently valued at 0.95, compared to the broader market-2.000.002.004.006.008.0010.000.953.84
The chart of Omega ratio for VERG.L, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.53
The chart of Calmar ratio for VERG.L, currently valued at 0.79, compared to the broader market0.005.0010.0015.000.791.66
The chart of Martin ratio for VERG.L, currently valued at 2.65, compared to the broader market0.0020.0040.0060.0080.00100.002.6517.51
VERG.L
VUAG.L

The current VERG.L Sharpe Ratio is 0.65, which is lower than the VUAG.L Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of VERG.L and VUAG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.63
2.79
VERG.L
VUAG.L

Dividends

VERG.L vs. VUAG.L - Dividend Comparison

Neither VERG.L nor VUAG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VERG.L vs. VUAG.L - Drawdown Comparison

The maximum VERG.L drawdown since its inception was -27.55%, which is greater than VUAG.L's maximum drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for VERG.L and VUAG.L. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.47%
-2.21%
VERG.L
VUAG.L

Volatility

VERG.L vs. VUAG.L - Volatility Comparison

Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating (VERG.L) has a higher volatility of 4.91% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 3.61%. This indicates that VERG.L's price experiences larger fluctuations and is considered to be riskier than VUAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.91%
3.61%
VERG.L
VUAG.L