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

Key characteristics


VERX.LVUAG.L
YTD Return1.83%26.25%
1Y Return9.76%32.03%
3Y Return (Ann)2.53%11.86%
5Y Return (Ann)7.27%15.86%
Sharpe Ratio0.800.95
Sortino Ratio1.171.58
Omega Ratio1.141.46
Calmar Ratio1.171.56
Martin Ratio3.253.15
Ulcer Index2.60%10.05%
Daily Std Dev10.61%33.10%
Max Drawdown-27.64%-25.61%
Current Drawdown-7.21%0.00%

Correlation

-0.50.00.51.00.8

The correlation between VERX.L and VUAG.L is 0.77, 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

VERX.L vs. VUAG.L - Performance Comparison

In the year-to-date period, VERX.L achieves a 1.83% return, which is significantly lower than VUAG.L's 26.25% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-6.62%
13.58%
VERX.L
VUAG.L

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

VERX.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%.


VERX.L
Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing
Expense ratio chart for VERX.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%

Risk-Adjusted Performance

VERX.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 Distributing (VERX.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.


VERX.L
Sharpe ratio
The chart of Sharpe ratio for VERX.L, currently valued at 0.81, compared to the broader market-2.000.002.004.006.000.81
Sortino ratio
The chart of Sortino ratio for VERX.L, currently valued at 1.19, compared to the broader market-2.000.002.004.006.008.0010.0012.001.19
Omega ratio
The chart of Omega ratio for VERX.L, currently valued at 1.14, compared to the broader market1.001.502.002.503.001.14
Calmar ratio
The chart of Calmar ratio for VERX.L, currently valued at 1.06, compared to the broader market0.005.0010.0015.001.06
Martin ratio
The chart of Martin ratio for VERX.L, currently valued at 3.69, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.69
VUAG.L
Sharpe ratio
The chart of Sharpe ratio for VUAG.L, currently valued at 1.04, compared to the broader market-2.000.002.004.006.001.04
Sortino ratio
The chart of Sortino ratio for VUAG.L, currently valued at 1.70, compared to the broader market-2.000.002.004.006.008.0010.0012.001.70
Omega ratio
The chart of Omega ratio for VUAG.L, currently valued at 1.50, compared to the broader market1.001.502.002.503.001.50
Calmar ratio
The chart of Calmar ratio for VUAG.L, currently valued at 1.78, compared to the broader market0.005.0010.0015.001.78
Martin ratio
The chart of Martin ratio for VUAG.L, currently valued at 3.94, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.94

VERX.L vs. VUAG.L - Sharpe Ratio Comparison

The current VERX.L Sharpe Ratio is 0.80, which is comparable to the VUAG.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of VERX.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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.81
1.04
VERX.L
VUAG.L

Dividends

VERX.L vs. VUAG.L - Dividend Comparison

VERX.L's dividend yield for the trailing twelve months is around 2.63%, while VUAG.L has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
VERX.L
Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing
2.63%2.75%2.93%2.32%2.01%2.97%3.13%2.65%2.63%2.52%0.09%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VERX.L vs. VUAG.L - Drawdown Comparison

The maximum VERX.L drawdown since its inception was -27.64%, 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 VERX.L and VUAG.L. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.95%
-0.34%
VERX.L
VUAG.L

Volatility

VERX.L vs. VUAG.L - Volatility Comparison

Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing (VERX.L) has a higher volatility of 4.90% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 3.33%. This indicates that VERX.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
4.90%
3.33%
VERX.L
VUAG.L