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

Correlation

The correlation between VUAA.L and VOO is 0.58, 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.


-0.50.00.51.00.6

Performance

VUAA.L vs. VOO - Performance Comparison

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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
10.11%
10.98%
VUAA.L
VOO

Key characteristics

Sharpe Ratio

VUAA.L:

2.22

VOO:

2.30

Sortino Ratio

VUAA.L:

3.07

VOO:

3.05

Omega Ratio

VUAA.L:

1.42

VOO:

1.43

Calmar Ratio

VUAA.L:

3.42

VOO:

3.39

Martin Ratio

VUAA.L:

14.40

VOO:

15.10

Ulcer Index

VUAA.L:

1.83%

VOO:

1.90%

Daily Std Dev

VUAA.L:

11.84%

VOO:

12.48%

Max Drawdown

VUAA.L:

-34.05%

VOO:

-33.99%

Current Drawdown

VUAA.L:

-1.76%

VOO:

-0.76%

Returns By Period

In the year-to-date period, VUAA.L achieves a 26.29% return, which is significantly lower than VOO's 28.23% return.


VUAA.L

YTD

26.29%

1M

0.55%

6M

10.06%

1Y

27.34%

5Y*

14.59%

10Y*

N/A

VOO

YTD

28.23%

1M

1.30%

6M

11.10%

1Y

28.67%

5Y*

15.07%

10Y*

13.23%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VUAA.L vs. VOO - Expense Ratio Comparison

VUAA.L has a 0.07% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VUAA.L
Vanguard S&P 500 UCITS ETF
Expense ratio chart for VUAA.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VUAA.L vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (VUAA.L) and Vanguard S&P 500 ETF (VOO). 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
The chart of Sharpe ratio for VUAA.L, currently valued at 2.39, compared to the broader market0.002.004.002.392.42
The chart of Sortino ratio for VUAA.L, currently valued at 3.29, compared to the broader market-2.000.002.004.006.008.0010.003.293.19
The chart of Omega ratio for VUAA.L, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.001.451.46
The chart of Calmar ratio for VUAA.L, currently valued at 3.67, compared to the broader market0.005.0010.0015.003.673.55
The chart of Martin ratio for VUAA.L, currently valued at 15.47, compared to the broader market0.0020.0040.0060.0080.00100.0015.4715.90
VUAA.L
VOO

The current VUAA.L Sharpe Ratio is 2.22, which is comparable to the VOO Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of VUAA.L and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.39
2.42
VUAA.L
VOO

Dividends

VUAA.L vs. VOO - Dividend Comparison

VUAA.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.21%.


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%
VOO
Vanguard S&P 500 ETF
1.21%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VUAA.L vs. VOO - Drawdown Comparison

The maximum VUAA.L drawdown since its inception was -34.05%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VUAA.L and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.76%
-0.76%
VUAA.L
VOO

Volatility

VUAA.L vs. VOO - Volatility Comparison

The current volatility for Vanguard S&P 500 UCITS ETF (VUAA.L) is 3.05%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.89%. This indicates that VUAA.L experiences smaller price fluctuations and is considered to be less risky than VOO 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%JulyAugustSeptemberOctoberNovemberDecember
3.05%
3.89%
VUAA.L
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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