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VUAG.L vs. DEC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VUAG.L vs. DEC.L

Last updated Jun 13, 2026

VUAG.L (Vanguard S&P 500 UCITS ETF (USD) Accumulating) is S&P 500 fund tracking the S&P 500 Index, while DEC.L (Diversified Energy Company plc) is a stock. Over the past 5 years, VUAG.L returned 14.39%/yr vs -9.49%/yr for DEC.L. At a 0.17 correlation, their price movements are largely independent.

Performance

VUAG.L vs. DEC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) and Diversified Energy Company plc (DEC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VUAG.L is traded in GBP, while DEC.L is traded in GBp. To make them comparable, the DEC.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, VUAG.L achieves a 8.79% return, which is significantly higher than DEC.L's -0.24% return.

VUAG.L

1D
1.48%
1M
1.21%
YTD
8.79%
6M
9.16%
1Y
26.16%
3Y*
18.26%
5Y*
14.39%
10Y*
—

DEC.L

1D
-3.56%
1M
-10.85%
YTD
-0.24%
6M
-1.16%
1Y
6.48%
3Y*
-11.49%
5Y*
-9.49%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUAG.L vs. DEC.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating		8.79%9.36%27.34%19.65%-8.87%30.97%16.23%-12.98%
DEC.L
Diversified Energy Company plc		-0.24%-13.52%33.99%-51.82%11.95%-7.26%6.57%-13.25%

Correlation

The correlation between VUAG.L and DEC.L is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.16

Correlation (All Time)
Calculated using the full available price history since May 14, 2019

0.17

The correlation between VUAG.L and DEC.L shifts across timeframes, from 0.00 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Vanguard S&P 500 UCITS ETF (USD) Accumulating

Diversified Energy Company plc

Often compared with VUAG.L:
VUAG.L vs. VOOVUAG.L vs. VUAA.LVUAG.L vs. VUSA.ASVUAG.L vs. CSP1.LVUAG.L vs. SPXP.LVUAG.L vs. VUKG.LVUAG.L vs. VWRP.L
Often compared with DEC.L:
DEC.L vs. GALP.LSDEC.L vs. NOGDEC.L vs. FBRTDEC.L vs. TM2.FDEC.L vs. USODEC.L vs. DVNDEC.L vs. PBR

Return for Risk

VUAG.L vs. DEC.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VUAG.L
VUAG.L Risk / Return Rank: 8282
Overall Rank
VUAG.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VUAG.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
VUAG.L Omega Ratio Rank: 8585
Omega Ratio Rank
VUAG.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
VUAG.L Martin Ratio Rank: 7979
Martin Ratio Rank
DEC.L
DEC.L Risk / Return Rank: 4848
Overall Rank
DEC.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DEC.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
DEC.L Omega Ratio Rank: 4545
Omega Ratio Rank
DEC.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
DEC.L Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VUAG.L vs. DEC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) and Diversified Energy Company plc (DEC.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

VUAG.LDEC.LDifference
Sharpe ratioReturn per unit of total volatility
2.39
0.20

+2.19

Sortino ratioReturn per unit of downside risk
3.22
0.57

+2.65

Omega ratioGain probability vs. loss probability

1.45

1.07

+0.37

Calmar ratioReturn relative to maximum drawdown

3.66

0.31

+3.35

Martin ratioReturn relative to average drawdown

13.20

0.59

+12.61

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

The current VUAG.L Sharpe Ratio is 2.39, which is higher than the DEC.L Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of VUAG.L and DEC.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

VUAG.L vs. DEC.L - Drawdown Comparison

The maximum VUAG.L drawdown since its inception was -30.82%, smaller than the maximum DEC.L drawdown of -70.01%. Use the drawdown chart below to compare losses from any high point for VUAG.L and DEC.L.

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Drawdown Indicators

VUAG.LDEC.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.82%

-70.01%

+39.19%

Max Drawdown (1Y)

Largest decline over 1 year

-7.11%

-25.65%

+18.54%

Max Drawdown (3Y)

Largest decline over 3 years

-20.88%

-55.85%

+34.97%

Max Drawdown (5Y)

Largest decline over 5 years

-20.88%

-70.01%

+49.13%

Current Drawdown

Current decline from peak

-1.82%

-54.25%

+52.43%

Average Drawdown

Average peak-to-trough decline

-5.47%

-27.57%

+22.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

13.39%

-11.41%

Volatility

VUAG.L vs. DEC.L - Volatility Comparison

The current volatility for Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) is 3.57%, while Diversified Energy Company plc (DEC.L) has a volatility of 10.81%. This indicates that VUAG.L experiences smaller price fluctuations and is considered to be less risky than DEC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VUAG.LDEC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

10.81%

-7.24%

Volatility (6M)

Calculated over the trailing 6-month period

7.56%

31.76%

-24.20%

Volatility (1Y)

Calculated over the trailing 1-year period

10.90%

39.95%

-29.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.36%

38.71%

-24.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.88%

37.40%

-19.52%

Dividends

VUAG.L vs. DEC.L - Dividend Comparison

VUAG.L has not paid dividends to shareholders, while DEC.L's dividend yield for the trailing twelve months is around 8.37%.

PositionTTM202520242023202220212020201920182017
DEC.L
Diversified Energy Company plc		8.37%8.15%7.96%0.93%0.44%0.41%0.39%0.42%0.25%0.17%
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating		0.00%0.00%0.00%0.00%0.00%0.00%1.80%0.00%0.00%0.00%

Frequently Asked Questions

VUAG.L and DEC.L have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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