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VUAA.DE vs. INRL.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VUAA.DEINRL.L
YTD Return17.62%18.00%
1Y Return22.17%25.71%
3Y Return (Ann)11.35%10.80%
Sharpe Ratio1.971.74
Daily Std Dev11.68%14.82%
Max Drawdown-33.67%-37.58%
Current Drawdown-2.49%-1.65%

Correlation

-0.50.00.51.00.5

The correlation between VUAA.DE and INRL.L is 0.51, 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

VUAA.DE vs. INRL.L - Performance Comparison

The year-to-date returns for both investments are quite close, with VUAA.DE having a 17.62% return and INRL.L slightly higher at 18.00%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
9.38%
17.20%
VUAA.DE
INRL.L

Compare stocks, funds, or ETFs

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


VUAA.DE vs. INRL.L - Expense Ratio Comparison

VUAA.DE has a 0.07% expense ratio, which is lower than INRL.L's 0.85% expense ratio.


INRL.L
Lyxor MSCI India UCITS ETF - Acc (USD)
Expense ratio chart for INRL.L: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for VUAA.DE: 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

VUAA.DE vs. INRL.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) and Lyxor MSCI India UCITS ETF - Acc (USD) (INRL.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.


VUAA.DE
Sharpe ratio
The chart of Sharpe ratio for VUAA.DE, currently valued at 2.57, compared to the broader market0.002.004.002.57
Sortino ratio
The chart of Sortino ratio for VUAA.DE, currently valued at 3.60, compared to the broader market-2.000.002.004.006.008.0010.0012.003.61
Omega ratio
The chart of Omega ratio for VUAA.DE, currently valued at 1.48, compared to the broader market0.501.001.502.002.503.001.48
Calmar ratio
The chart of Calmar ratio for VUAA.DE, currently valued at 2.59, compared to the broader market0.005.0010.0015.002.59
Martin ratio
The chart of Martin ratio for VUAA.DE, currently valued at 15.38, compared to the broader market0.0020.0040.0060.0080.00100.00120.0015.38
INRL.L
Sharpe ratio
The chart of Sharpe ratio for INRL.L, currently valued at 2.35, compared to the broader market0.002.004.002.36
Sortino ratio
The chart of Sortino ratio for INRL.L, currently valued at 2.97, compared to the broader market-2.000.002.004.006.008.0010.0012.002.97
Omega ratio
The chart of Omega ratio for INRL.L, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.001.45
Calmar ratio
The chart of Calmar ratio for INRL.L, currently valued at 3.04, compared to the broader market0.005.0010.0015.003.04
Martin ratio
The chart of Martin ratio for INRL.L, currently valued at 20.69, compared to the broader market0.0020.0040.0060.0080.00100.00120.0020.69

VUAA.DE vs. INRL.L - Sharpe Ratio Comparison

The current VUAA.DE Sharpe Ratio is 1.97, which roughly equals the INRL.L Sharpe Ratio of 1.74. The chart below compares the 12-month rolling Sharpe Ratio of VUAA.DE and INRL.L.


Rolling 12-month Sharpe Ratio1.502.002.503.00AprilMayJuneJulyAugustSeptember
2.57
2.36
VUAA.DE
INRL.L

Dividends

VUAA.DE vs. INRL.L - Dividend Comparison

Neither VUAA.DE nor INRL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VUAA.DE vs. INRL.L - Drawdown Comparison

The maximum VUAA.DE drawdown since its inception was -33.67%, smaller than the maximum INRL.L drawdown of -37.58%. Use the drawdown chart below to compare losses from any high point for VUAA.DE and INRL.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.60%
0
VUAA.DE
INRL.L

Volatility

VUAA.DE vs. INRL.L - Volatility Comparison

Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) has a higher volatility of 4.29% compared to Lyxor MSCI India UCITS ETF - Acc (USD) (INRL.L) at 2.99%. This indicates that VUAA.DE's price experiences larger fluctuations and is considered to be riskier than INRL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
4.29%
2.99%
VUAA.DE
INRL.L