VGWIX vs. VUAA.L
Compare and contrast key facts about Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) and Vanguard S&P 500 UCITS ETF (VUAA.L).
VGWIX is managed by Vanguard. It was launched on Nov 2, 2017. VUAA.L is a passively managed fund by Vanguard Group (Ireland) Limited that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGWIX or VUAA.L.
Key characteristics
| VGWIX | VUAA.L | |
|---|---|---|
| YTD Return | 7.61% | 26.43% |
| 1Y Return | 15.62% | 38.31% |
| 3Y Return (Ann) | 2.46% | 10.00% |
| 5Y Return (Ann) | 4.18% | 15.75% |
| Sharpe Ratio | 2.76 | 3.30 |
| Sortino Ratio | 4.09 | 4.57 |
| Omega Ratio | 1.53 | 1.63 |
| Calmar Ratio | 2.00 | 5.01 |
| Martin Ratio | 17.02 | 21.64 |
| Ulcer Index | 0.88% | 1.79% |
| Daily Std Dev | 5.45% | 11.67% |
| Max Drawdown | -17.74% | -34.05% |
| Current Drawdown | -1.56% | 0.00% |
Correlation
The correlation between VGWIX and VUAA.L is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VGWIX vs. VUAA.L - Performance Comparison
In the year-to-date period, VGWIX achieves a 7.61% return, which is significantly lower than VUAA.L's 26.43% 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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VGWIX vs. VUAA.L - Expense Ratio Comparison
VGWIX has a 0.41% expense ratio, which is higher than VUAA.L's 0.07% expense ratio.
Risk-Adjusted Performance
VGWIX vs. VUAA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) and Vanguard S&P 500 UCITS ETF (VUAA.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
VGWIX vs. VUAA.L - Dividend Comparison
VGWIX's dividend yield for the trailing twelve months is around 3.62%, while VUAA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
VGWIX Vanguard Global Wellesley Income Fund Investor Shares | 3.62% | 3.03% | 1.41% | 2.27% | 1.89% | 2.16% | 2.74% | 0.28% |
VUAA.L Vanguard S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VGWIX vs. VUAA.L - Drawdown Comparison
The maximum VGWIX drawdown since its inception was -17.74%, smaller than the maximum VUAA.L drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for VGWIX and VUAA.L. For additional features, visit the drawdowns tool.
Volatility
VGWIX vs. VUAA.L - Volatility Comparison
The current volatility for Vanguard Global Wellesley Income Fund Investor Shares (VGWIX) is 1.48%, while Vanguard S&P 500 UCITS ETF (VUAA.L) has a volatility of 3.80%. This indicates that VGWIX experiences smaller price fluctuations and is considered to be less risky than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.