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

Key characteristics


VUAA.LVUAG.L
YTD Return8.87%10.66%
1Y Return27.59%28.54%
3Y Return (Ann)8.42%12.37%
Sharpe Ratio2.410.85
Daily Std Dev11.39%32.96%
Max Drawdown-34.05%-25.61%
Current Drawdown-1.17%-7.65%

Correlation

-0.50.00.51.00.9

The correlation between VUAA.L and VUAG.L is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

VUAA.L vs. VUAG.L - Performance Comparison

In the year-to-date period, VUAA.L achieves a 8.87% return, which is significantly lower than VUAG.L's 10.66% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


60.00%70.00%80.00%90.00%100.00%110.00%December2024FebruaryMarchAprilMay
92.52%
92.76%
VUAA.L
VUAG.L

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 UCITS ETF (USD) Accumulating

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

Both VUAA.L and VUAG.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically 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 VUAG.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%

Risk-Adjusted Performance

VUAA.L vs. VUAG.L - 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 UCITS ETF (USD) Accumulating (VUAG.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.L
Sharpe ratio
The chart of Sharpe ratio for VUAA.L, currently valued at 2.39, compared to the broader market0.002.004.002.39
Sortino ratio
The chart of Sortino ratio for VUAA.L, currently valued at 3.49, compared to the broader market-2.000.002.004.006.008.0010.003.49
Omega ratio
The chart of Omega ratio for VUAA.L, currently valued at 1.44, compared to the broader market0.501.001.502.002.501.44
Calmar ratio
The chart of Calmar ratio for VUAA.L, currently valued at 2.16, compared to the broader market0.002.004.006.008.0010.0012.002.16
Martin ratio
The chart of Martin ratio for VUAA.L, currently valued at 9.39, compared to the broader market0.0020.0040.0060.0080.009.39
VUAG.L
Sharpe ratio
The chart of Sharpe ratio for VUAG.L, currently valued at 0.83, compared to the broader market0.002.004.000.83
Sortino ratio
The chart of Sortino ratio for VUAG.L, currently valued at 1.44, compared to the broader market-2.000.002.004.006.008.0010.001.44
Omega ratio
The chart of Omega ratio for VUAG.L, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for VUAG.L, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for VUAG.L, currently valued at 3.11, compared to the broader market0.0020.0040.0060.0080.003.11

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

The current VUAA.L Sharpe Ratio is 2.41, which is higher than the VUAG.L Sharpe Ratio of 0.85. The chart below compares the 12-month rolling Sharpe Ratio of VUAA.L and VUAG.L.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50December2024FebruaryMarchAprilMay
2.39
0.83
VUAA.L
VUAG.L

Dividends

VUAA.L vs. VUAG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

VUAA.L vs. VUAG.L - Drawdown Comparison

The maximum VUAA.L drawdown since its inception was -34.05%, which is greater than VUAG.L's maximum drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for VUAA.L and VUAG.L. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-1.17%
-6.51%
VUAA.L
VUAG.L

Volatility

VUAA.L vs. VUAG.L - Volatility Comparison

The current volatility for Vanguard S&P 500 UCITS ETF (VUAA.L) is 4.44%, while Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) has a volatility of 4.96%. This indicates that VUAA.L experiences smaller price fluctuations and is considered to be less risky than VUAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%December2024FebruaryMarchAprilMay
4.44%
4.96%
VUAA.L
VUAG.L