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VUAA.L vs. TECW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUAA.L vs. TECW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L) and SPDR MSCI World Technology UCITS ETF (TECW.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VUAA.L is traded in USD, while TECW.L is traded in GBP. To make them comparable, the TECW.L values have been converted to USD using the latest available exchange rates.

Returns By Period


VUAA.L

1D
-0.72%
1M
0.72%
YTD
8.35%
6M
9.09%
1Y
25.29%
3Y*
21.36%
5Y*
13.25%
10Y*

TECW.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VUAA.L vs. TECW.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VUAA.L
VUAA.L Risk / Return Rank: 7373
Overall Rank
VUAA.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VUAA.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
VUAA.L Omega Ratio Rank: 7272
Omega Ratio Rank
VUAA.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
VUAA.L Martin Ratio Rank: 7676
Martin Ratio Rank

TECW.L
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VUAA.L vs. TECW.L - 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 SPDR MSCI World Technology UCITS ETF (TECW.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.LTECW.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.38

Calmar ratioReturn relative to maximum drawdown

3.08

Martin ratioReturn relative to average drawdown

13.15

VUAA.L vs. TECW.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VUAA.LTECW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

Drawdowns

VUAA.L vs. TECW.L - Drawdown Comparison


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Drawdown Indicators


VUAA.LTECW.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.05%

Max Drawdown (1Y)

Largest decline over 1 year

-8.18%

Max Drawdown (3Y)

Largest decline over 3 years

-18.39%

Max Drawdown (5Y)

Largest decline over 5 years

-24.36%

Current Drawdown

Current decline from peak

-2.31%

Average Drawdown

Average peak-to-trough decline

-5.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

Volatility

VUAA.L vs. TECW.L - Volatility Comparison


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Volatility by Period


VUAA.LTECW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

Volatility (6M)

Calculated over the trailing 6-month period

8.67%

Volatility (1Y)

Calculated over the trailing 1-year period

11.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.81%

VUAA.L vs. TECW.L - Expense Ratio Comparison

VUAA.L has a 0.07% expense ratio, which is lower than TECW.L's 0.30% expense ratio.


Dividends

VUAA.L vs. TECW.L - Dividend Comparison

Neither VUAA.L nor TECW.L has paid dividends to shareholders.


PositionTTM202520242023202220212020
TECW.L
SPDR MSCI World Technology UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUAA.L
Vanguard S&P 500 UCITS ETF USD Accumulation
0.00%0.00%0.00%0.00%0.00%0.00%1.63%

Frequently Asked Questions


On fees, VUAA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUAA.L is cheaper with a 0.07% expense ratio, compared with 0.30% for TECW.L.

VUAA.L is categorized as S&P 500, while TECW.L is Technology Equities. VUAA.L tracks S&P 500 Net Total Return, while TECW.L tracks MSCI World/Information Tech NR USD. They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.07% for VUAA.L and 0.30% for TECW.L.

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