VUAA.L vs. SPYV
Compare and contrast key facts about Vanguard S&P 500 UCITS ETF (VUAA.L) and SPDR Portfolio S&P 500 Value ETF (SPYV).
VUAA.L and SPYV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. SPYV is a passively managed fund by State Street that tracks the performance of the S&P 500 Value. It was launched on Sep 25, 2000. Both VUAA.L and SPYV 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: VUAA.L or SPYV.
Key characteristics
| VUAA.L | SPYV | |
|---|---|---|
| YTD Return | 4.57% | 3.14% |
| 1Y Return | 22.33% | 19.10% |
| 3Y Return (Ann) | 7.95% | 9.71% |
| Sharpe Ratio | 1.99 | 1.62 |
| Daily Std Dev | 11.18% | 11.30% |
| Max Drawdown | -34.05% | -58.45% |
| Current Drawdown | -5.07% | -4.51% |
Correlation
The correlation between VUAA.L and SPYV is 0.53, 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.L vs. SPYV - Performance Comparison
In the year-to-date period, VUAA.L achieves a 4.57% return, which is significantly higher than SPYV's 3.14% return. 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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VUAA.L vs. SPYV - Expense Ratio Comparison
Risk-Adjusted Performance
VUAA.L vs. SPYV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (VUAA.L) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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
VUAA.L vs. SPYV - Dividend Comparison
VUAA.L has not paid dividends to shareholders, while SPYV's dividend yield for the trailing twelve months is around 1.87%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPYV SPDR Portfolio S&P 500 Value ETF | 1.87% | 1.75% | 2.22% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% | 2.19% | 1.96% |
Drawdowns
VUAA.L vs. SPYV - Drawdown Comparison
The maximum VUAA.L drawdown since its inception was -34.05%, smaller than the maximum SPYV drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for VUAA.L and SPYV. For additional features, visit the drawdowns tool.
Volatility
VUAA.L vs. SPYV - Volatility Comparison
Vanguard S&P 500 UCITS ETF (VUAA.L) and SPDR Portfolio S&P 500 Value ETF (SPYV) have volatilities of 3.27% and 3.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.