VUAG.L vs. IMOEX
Compare and contrast key facts about Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) and MOEX Russia Index (IMOEX).
VUAG.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on May 14, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUAG.L or IMOEX.
Key characteristics
| VUAG.L | IMOEX | |
|---|---|---|
| YTD Return | 11.46% | 11.32% |
| 1Y Return | 28.15% | 32.94% |
| 3Y Return (Ann) | 13.92% | -1.91% |
| Sharpe Ratio | 0.85 | 2.79 |
| Daily Std Dev | 32.90% | 11.36% |
| Max Drawdown | -25.61% | -83.89% |
| Current Drawdown | -6.99% | -19.54% |
Correlation
The correlation between VUAG.L and IMOEX is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
VUAG.L vs. IMOEX - Performance Comparison
The year-to-date returns for both stocks are quite close, with VUAG.L having a 11.46% return and IMOEX slightly lower at 11.32%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VUAG.L vs. IMOEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) and MOEX Russia Index (IMOEX). 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.
Drawdowns
VUAG.L vs. IMOEX - Drawdown Comparison
The maximum VUAG.L drawdown since its inception was -25.61%, smaller than the maximum IMOEX drawdown of -83.89%. Use the drawdown chart below to compare losses from any high point for VUAG.L and IMOEX. For additional features, visit the drawdowns tool.
Volatility
VUAG.L vs. IMOEX - Volatility Comparison
Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) has a higher volatility of 4.75% compared to MOEX Russia Index (IMOEX) at 4.49%. This indicates that VUAG.L's price experiences larger fluctuations and is considered to be riskier than IMOEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.