VUAA.L vs. SHEL
Compare and contrast key facts about Vanguard S&P 500 UCITS ETF (VUAA.L) and Shell plc (SHEL).
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: VUAA.L or SHEL.
Key characteristics
VUAA.L | SHEL | |
---|---|---|
YTD Return | 9.36% | 2.57% |
1Y Return | 33.17% | 23.85% |
3Y Return (Ann) | 11.31% | 22.60% |
Sharpe Ratio | 3.03 | 1.42 |
Daily Std Dev | 10.93% | 19.31% |
Max Drawdown | -34.05% | -67.46% |
Current Drawdown | -0.73% | -0.98% |
Correlation
The correlation between VUAA.L and SHEL is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
VUAA.L vs. SHEL - Performance Comparison
In the year-to-date period, VUAA.L achieves a 9.36% return, which is significantly higher than SHEL's 2.57% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
VUAA.L vs. SHEL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (VUAA.L) and Shell plc (SHEL). 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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Vanguard S&P 500 UCITS ETF | 2.67 | ||||
Shell plc | 0.92 |
Dividends
VUAA.L vs. SHEL - Dividend Comparison
VUAA.L has not paid dividends to shareholders, while SHEL's dividend yield for the trailing twelve months is around 3.88%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
Shell plc | 3.88% | 3.76% | 3.48% | 3.78% | 5.44% | 6.14% | 5.48% | 4.79% | 5.88% | 6.98% | 4.72% | 4.25% |
Drawdowns
VUAA.L vs. SHEL - Drawdown Comparison
The maximum VUAA.L drawdown since its inception was -34.05%, smaller than the maximum SHEL drawdown of -67.46%. The drawdown chart below compares losses from any high point along the way for VUAA.L and SHEL
Volatility
VUAA.L vs. SHEL - Volatility Comparison
The current volatility for Vanguard S&P 500 UCITS ETF (VUAA.L) is 2.84%, while Shell plc (SHEL) has a volatility of 3.54%. This indicates that VUAA.L experiences smaller price fluctuations and is considered to be less risky than SHEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.