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

Key characteristics


VUAA.LVTI
YTD Return9.96%9.95%
1Y Return32.59%31.95%
3Y Return (Ann)11.33%9.80%
Sharpe Ratio2.982.84
Daily Std Dev10.93%11.94%
Max Drawdown-34.05%-55.45%
Current Drawdown-0.19%0.00%

Correlation

0.58
-1.001.00

The correlation between VUAA.L and VTI 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. VTI - Performance Comparison

The year-to-date returns for both stocks are quite close, with VUAA.L having a 9.96% return and VTI slightly lower at 9.95%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%60.00%70.00%80.00%90.00%OctoberNovemberDecember2024FebruaryMarch
94.44%
91.14%
VUAA.L
VTI

Compare stocks, funds, or ETFs


Vanguard S&P 500 UCITS ETF

Vanguard Total Stock Market ETF

VUAA.L vs. VTI - Expense Ratio Comparison

VUAA.L has a 0.07% expense ratio, which is higher than VTI's 0.03% expense ratio.

VUAA.L
Vanguard S&P 500 UCITS ETF
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VUAA.L vs. VTI - 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 Total Stock Market ETF (VTI). 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
2.78
VTI
Vanguard Total Stock Market ETF
2.58

VUAA.L vs. VTI - Sharpe Ratio Comparison

The current VUAA.L Sharpe Ratio is 2.78, which roughly equals the VTI Sharpe Ratio of 2.58. The chart below compares the 12-month rolling Sharpe Ratio of VUAA.L and VTI.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.78
2.58
VUAA.L
VTI

Dividends

VUAA.L vs. VTI - Dividend Comparison

VUAA.L has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.36%.


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%
VTI
Vanguard Total Stock Market ETF
1.36%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

VUAA.L vs. VTI - Drawdown Comparison

The maximum VUAA.L drawdown since its inception was -34.05%, smaller than the maximum VTI drawdown of -55.45%. The drawdown chart below compares losses from any high point along the way for VUAA.L and VTI


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.19%
0
VUAA.L
VTI

Volatility

VUAA.L vs. VTI - Volatility Comparison

Vanguard S&P 500 UCITS ETF (VUAA.L) and Vanguard Total Stock Market ETF (VTI) have volatilities of 2.87% and 2.78%, 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.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
2.87%
2.78%
VUAA.L
VTI