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VUAA.L vs. SHEL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VUAA.LSHEL
YTD Return9.36%2.57%
1Y Return33.17%23.85%
3Y Return (Ann)11.31%22.60%
Sharpe Ratio3.031.42
Daily Std Dev10.93%19.31%
Max Drawdown-34.05%-67.46%
Current Drawdown-0.73%-0.98%

Correlation

0.27
-1.001.00

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.


20.00%40.00%60.00%80.00%100.00%OctoberNovemberDecember2024FebruaryMarch
93.38%
27.73%
VUAA.L
SHEL

Compare stocks, funds, or ETFs


Vanguard S&P 500 UCITS ETF

Shell plc

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VUAA.L
Vanguard S&P 500 UCITS ETF
2.67
SHEL
Shell plc
0.92

VUAA.L vs. SHEL - Sharpe Ratio Comparison

The current VUAA.L Sharpe Ratio is 2.67, which is higher than the SHEL Sharpe Ratio of 0.92. The chart below compares the 12-month rolling Sharpe Ratio of VUAA.L and SHEL.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.67
0.92
VUAA.L
SHEL

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%.


TTM20232022202120202019201820172016201520142013
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%0.00%
SHEL
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


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.73%
-0.98%
VUAA.L
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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2024FebruaryMarch
2.84%
3.54%
VUAA.L
SHEL