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

Key characteristics


VUAA.LVYM
YTD Return9.36%8.61%
1Y Return33.17%20.91%
3Y Return (Ann)11.31%9.11%
Sharpe Ratio3.031.96
Daily Std Dev10.93%10.83%
Max Drawdown-34.05%-56.98%
Current Drawdown-0.73%0.00%

Correlation

0.50
-1.001.00

The correlation between VUAA.L and VYM is 0.50, 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. VYM - Performance Comparison

In the year-to-date period, VUAA.L achieves a 9.36% return, which is significantly higher than VYM's 8.61% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


30.00%40.00%50.00%60.00%70.00%80.00%90.00%OctoberNovemberDecember2024FebruaryMarch
93.38%
63.74%
VUAA.L
VYM

Compare stocks, funds, or ETFs


Vanguard S&P 500 UCITS ETF

Vanguard High Dividend Yield ETF

VUAA.L vs. VYM - Expense Ratio Comparison

VUAA.L has a 0.07% expense ratio, which is higher than VYM's 0.06% 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%0.06%

Risk-Adjusted Performance

VUAA.L vs. VYM - 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 High Dividend Yield ETF (VYM). 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
2.67
VYM
Vanguard High Dividend Yield ETF
1.70

VUAA.L vs. VYM - Sharpe Ratio Comparison

The current VUAA.L Sharpe Ratio is 2.67, which is higher than the VYM Sharpe Ratio of 1.70. The chart below compares the 12-month rolling Sharpe Ratio of VUAA.L and VYM.


Rolling 12-month Sharpe Ratio0.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
2.67
1.70
VUAA.L
VYM

Dividends

VUAA.L vs. VYM - Dividend Comparison

VUAA.L has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.83%.


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%
VYM
Vanguard High Dividend Yield ETF
2.83%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%

Drawdowns

VUAA.L vs. VYM - Drawdown Comparison

The maximum VUAA.L drawdown since its inception was -34.05%, smaller than the maximum VYM drawdown of -56.98%. The drawdown chart below compares losses from any high point along the way for VUAA.L and VYM


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.73%
0
VUAA.L
VYM

Volatility

VUAA.L vs. VYM - Volatility Comparison

Vanguard S&P 500 UCITS ETF (VUAA.L) has a higher volatility of 2.84% compared to Vanguard High Dividend Yield ETF (VYM) at 2.32%. This indicates that VUAA.L's price experiences larger fluctuations and is considered to be riskier than VYM 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%OctoberNovemberDecember2024FebruaryMarch
2.84%
2.32%
VUAA.L
VYM