VNRT.L vs. VUAA.L
Compare and contrast key facts about Vanguard FTSE North America UCITS ETF Distributing (VNRT.L) and Vanguard S&P 500 UCITS ETF (VUAA.L).
VNRT.L and VUAA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VNRT.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on Sep 30, 2014. 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. Both VNRT.L and VUAA.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: VNRT.L or VUAA.L.
Key characteristics
| VNRT.L | VUAA.L | |
|---|---|---|
| YTD Return | 25.78% | 26.27% |
| 1Y Return | 32.14% | 37.24% |
| 3Y Return (Ann) | 11.31% | 9.97% |
| 5Y Return (Ann) | 15.92% | 15.65% |
| Sharpe Ratio | 2.84 | 2.99 |
| Sortino Ratio | 4.01 | 4.13 |
| Omega Ratio | 1.55 | 1.57 |
| Calmar Ratio | 5.00 | 4.46 |
| Martin Ratio | 20.73 | 19.26 |
| Ulcer Index | 1.53% | 1.79% |
| Daily Std Dev | 11.10% | 11.67% |
| Max Drawdown | -26.17% | -34.05% |
| Current Drawdown | 0.00% | -0.35% |
Correlation
The correlation between VNRT.L and VUAA.L is 0.93, 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
VNRT.L vs. VUAA.L - Performance Comparison
The year-to-date returns for both investments are quite close, with VNRT.L having a 25.78% return and VUAA.L slightly higher at 26.27%. 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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VNRT.L vs. VUAA.L - Expense Ratio Comparison
VNRT.L has a 0.10% expense ratio, which is higher than VUAA.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%.
Risk-Adjusted Performance
VNRT.L vs. VUAA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE North America UCITS ETF Distributing (VNRT.L) 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
VNRT.L vs. VUAA.L - Dividend Comparison
VNRT.L's dividend yield for the trailing twelve months is around 0.74%, while VUAA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VNRT.L Vanguard FTSE North America UCITS ETF Distributing | 0.74% | 1.25% | 1.41% | 1.02% | 1.45% | 1.48% | 1.75% | 1.61% | 1.50% | 1.67% | 0.35% |
VUAA.L Vanguard S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VNRT.L vs. VUAA.L - Drawdown Comparison
The maximum VNRT.L drawdown since its inception was -26.17%, smaller than the maximum VUAA.L drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for VNRT.L and VUAA.L. For additional features, visit the drawdowns tool.
Volatility
VNRT.L vs. VUAA.L - Volatility Comparison
The current volatility for Vanguard FTSE North America UCITS ETF Distributing (VNRT.L) is 3.27%, while Vanguard S&P 500 UCITS ETF (VUAA.L) has a volatility of 3.79%. This indicates that VNRT.L 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.