VMIG.L vs. FTAD.L
Compare and contrast key facts about Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.L) and SPDR FTSE UK All Share UCITS ETF (FTAD.L).
VMIG.L and FTAD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VMIG.L is a passively managed fund by Vanguard that tracks the performance of the FTSE 250 Ex Investment Trust TR GBP. It was launched on May 14, 2019. FTAD.L is a passively managed fund by State Street that tracks the performance of the FTSE AllSh TR GBP. It was launched on Apr 26, 2018. Both VMIG.L and FTAD.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: VMIG.L or FTAD.L.
Key characteristics
| VMIG.L | FTAD.L | |
|---|---|---|
| YTD Return | 7.06% | 4.28% |
| 1Y Return | 18.71% | 10.73% |
| 3Y Return (Ann) | -1.44% | 2.12% |
| 5Y Return (Ann) | 2.75% | 1.57% |
| Sharpe Ratio | 1.37 | 0.98 |
| Sortino Ratio | 2.06 | 1.43 |
| Omega Ratio | 1.25 | 1.17 |
| Calmar Ratio | 0.82 | 1.06 |
| Martin Ratio | 7.35 | 4.94 |
| Ulcer Index | 2.40% | 2.00% |
| Daily Std Dev | 12.91% | 10.08% |
| Max Drawdown | -41.38% | -38.20% |
| Current Drawdown | -6.84% | -4.66% |
Correlation
The correlation between VMIG.L and FTAD.L is 0.86, 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
VMIG.L vs. FTAD.L - Performance Comparison
In the year-to-date period, VMIG.L achieves a 7.06% return, which is significantly higher than FTAD.L's 4.28% 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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VMIG.L vs. FTAD.L - Expense Ratio Comparison
VMIG.L has a 0.10% expense ratio, which is lower than FTAD.L's 0.20% expense ratio. Despite the difference, 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
VMIG.L vs. FTAD.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.L) and SPDR FTSE UK All Share UCITS ETF (FTAD.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
VMIG.L vs. FTAD.L - Dividend Comparison
VMIG.L has not paid dividends to shareholders, while FTAD.L's dividend yield for the trailing twelve months is around 3.77%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
VMIG.L Vanguard FTSE 250 UCITS ETF (GBP) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTAD.L SPDR FTSE UK All Share UCITS ETF | 3.77% | 3.34% | 3.41% | 3.26% | 3.03% | 3.98% | 1.85% |
Drawdowns
VMIG.L vs. FTAD.L - Drawdown Comparison
The maximum VMIG.L drawdown since its inception was -41.38%, which is greater than FTAD.L's maximum drawdown of -38.20%. Use the drawdown chart below to compare losses from any high point for VMIG.L and FTAD.L. For additional features, visit the drawdowns tool.
Volatility
VMIG.L vs. FTAD.L - Volatility Comparison
Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.L) has a higher volatility of 3.83% compared to SPDR FTSE UK All Share UCITS ETF (FTAD.L) at 3.49%. This indicates that VMIG.L's price experiences larger fluctuations and is considered to be riskier than FTAD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.