VUAA.L vs. CVX
VUAA.L (Vanguard S&P 500 UCITS ETF USD Accumulation) is S&P 500 fund tracking the S&P 500 Net Total Return, while CVX (Chevron Corporation) is a stock. Over the past 5 years, VUAA.L returned 13.22%/yr vs 16.33%/yr for CVX. At a 0.19 correlation, their price movements are largely independent.
Performance
VUAA.L vs. CVX - Performance Comparison
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Returns By Period
In the year-to-date period, VUAA.L achieves a 8.41% return, which is significantly lower than CVX's 25.18% return.
VUAA.L
- 1D
- 2.02%
- 1M
- -0.83%
- YTD
- 8.41%
- 6M
- 9.69%
- 1Y
- 24.92%
- 3Y*
- 20.75%
- 5Y*
- 13.22%
- 10Y*
- —
CVX
- 1D
- 0.75%
- 1M
- 1.23%
- YTD
- 25.18%
- 6M
- 27.20%
- 1Y
- 33.69%
- 3Y*
- 10.25%
- 5Y*
- 16.33%
- 10Y*
- 10.94%
VUAA.L vs. CVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | 8.41% | 17.37% | 25.27% | 26.68% | -18.63% | 29.34% | 20.33% | 14.82% |
CVX Chevron Corporation | 25.18% | 10.10% | 1.29% | -13.63% | 58.46% | 46.24% | -25.95% | 3.09% |
Correlation
The correlation between VUAA.L and CVX is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since May 14, 2019 | 0.19 |
The correlation between VUAA.L and CVX shifts across timeframes, from -0.19 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VUAA.L vs. CVX — Risk / Return Rank
VUAA.L
CVX
VUAA.L vs. CVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L) and Chevron Corporation (CVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VUAA.L | CVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.27 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 2.48 | +0.51 |
| Martin ratioReturn relative to average drawdown | 12.46 | 6.10 | +6.36 |
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Drawdowns
VUAA.L vs. CVX - Drawdown Comparison
The maximum VUAA.L drawdown since its inception was -34.05%, smaller than the maximum CVX drawdown of -55.77%. Use the drawdown chart below to compare losses from any high point for VUAA.L and CVX.
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Drawdown Indicators
| VUAA.L | CVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.05% | -55.77% | +21.72% |
Max Drawdown (1Y)Largest decline over 1 year | -8.18% | -13.99% | +5.81% |
Max Drawdown (3Y)Largest decline over 3 years | -18.39% | -20.64% | +2.25% |
Max Drawdown (5Y)Largest decline over 5 years | -24.36% | -24.95% | +0.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -55.77% | — |
Current DrawdownCurrent decline from peak | -2.26% | -10.52% | +8.26% |
Average DrawdownAverage peak-to-trough decline | -4.99% | -11.39% | +6.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 5.68% | -3.71% |
Volatility
VUAA.L vs. CVX - Volatility Comparison
The current volatility for Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L) is 3.99%, while Chevron Corporation (CVX) has a volatility of 7.62%. This indicates that VUAA.L experiences smaller price fluctuations and is considered to be less risky than CVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VUAA.L | CVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.99% | 7.62% | -3.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.03% | 17.86% | -8.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.03% | 22.06% | -10.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 25.15% | -9.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.81% | 29.16% | -11.35% |
Dividends
VUAA.L vs. CVX - Dividend Comparison
VUAA.L has not paid dividends to shareholders, while CVX's dividend yield for the trailing twelve months is around 3.73%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CVX Chevron Corporation | 3.73% | 4.49% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% |
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VUAA.L and CVX have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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