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

Key characteristics


VUAA.LVOO
YTD Return6.21%6.68%
1Y Return25.05%26.39%
3Y Return (Ann)8.06%8.30%
Sharpe Ratio2.222.06
Daily Std Dev11.28%11.84%
Max Drawdown-34.05%-33.99%
Current Drawdown-3.59%-3.50%

Correlation

-0.50.00.51.00.6

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.

Performance

VUAA.L vs. VOO - Performance Comparison

In the year-to-date period, VUAA.L achieves a 6.21% return, which is significantly lower than VOO's 6.68% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
20.99%
21.94%
VUAA.L
VOO

Compare stocks, funds, or ETFs

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


Vanguard S&P 500 UCITS ETF

Vanguard S&P 500 ETF

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.


VUAA.L
Sharpe ratio
The chart of Sharpe ratio for VUAA.L, currently valued at 2.28, compared to the broader market-1.000.001.002.003.004.002.28
Sortino ratio
The chart of Sortino ratio for VUAA.L, currently valued at 3.30, compared to the broader market-2.000.002.004.006.008.003.30
Omega ratio
The chart of Omega ratio for VUAA.L, currently valued at 1.42, compared to the broader market1.001.502.001.42
Calmar ratio
The chart of Calmar ratio for VUAA.L, currently valued at 1.83, compared to the broader market0.002.004.006.008.001.83
Martin ratio
The chart of Martin ratio for VUAA.L, currently valued at 8.92, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.92
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.17, compared to the broader market-1.000.001.002.003.004.002.17
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.14, compared to the broader market-2.000.002.004.006.008.003.14
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.38, compared to the broader market1.001.502.001.38
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 1.84, compared to the broader market0.002.004.006.008.001.84
Martin ratio
The chart of Martin ratio for VOO, currently valued at 8.76, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.76

VUAA.L vs. VOO - Sharpe Ratio Comparison

The current VUAA.L Sharpe Ratio is 2.22, which roughly equals the VOO Sharpe Ratio of 2.06. The chart below compares the 12-month rolling Sharpe Ratio of VUAA.L and VOO.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.28
2.17
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 1.38%.


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
1.38%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.59%
-3.50%
VUAA.L
VOO

Volatility

VUAA.L vs. VOO - Volatility Comparison

The current volatility for Vanguard S&P 500 UCITS ETF (VUAA.L) is 3.27%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.55%. 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.27%
3.55%
VUAA.L
VOO