VUAG.L vs. ITPS.L
Compare and contrast key facts about Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) and iShares $ TIPS UCITS ETF USD (Acc) (ITPS.L).
VUAG.L and ITPS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. ITPS.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Gbl Infl Linked US TIPS TR USD. It was launched on Dec 8, 2006. Both VUAG.L and ITPS.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUAG.L or ITPS.L.
Performance
VUAG.L vs. ITPS.L - Performance Comparison
Returns By Period
In the year-to-date period, VUAG.L achieves a 25.15% return, which is significantly higher than ITPS.L's 3.23% return.
VUAG.L
25.15%
3.99%
12.25%
4.44%
15.50%
N/A
ITPS.L
3.23%
1.33%
2.95%
3.90%
2.32%
4.35%
Key characteristics
| VUAG.L | ITPS.L | |
|---|---|---|
| Sharpe Ratio | 2.63 | 0.67 |
| Sortino Ratio | 3.76 | 1.09 |
| Omega Ratio | 1.51 | 1.12 |
| Calmar Ratio | 1.48 | 0.21 |
| Martin Ratio | 18.76 | 3.03 |
| Ulcer Index | 1.59% | 1.45% |
| Daily Std Dev | 33.12% | 6.53% |
| Max Drawdown | -25.61% | -37.27% |
| Current Drawdown | -1.22% | -16.29% |
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VUAG.L vs. ITPS.L - Expense Ratio Comparison
VUAG.L has a 0.07% expense ratio, which is lower than ITPS.L's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VUAG.L and ITPS.L is 0.10, 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.
Risk-Adjusted Performance
VUAG.L vs. ITPS.L - 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 iShares $ TIPS UCITS ETF USD (Acc) (ITPS.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.
Dividends
VUAG.L vs. ITPS.L - Dividend Comparison
Neither VUAG.L nor ITPS.L has paid dividends to shareholders.
Drawdowns
VUAG.L vs. ITPS.L - Drawdown Comparison
The maximum VUAG.L drawdown since its inception was -25.61%, smaller than the maximum ITPS.L drawdown of -37.27%. Use the drawdown chart below to compare losses from any high point for VUAG.L and ITPS.L. For additional features, visit the drawdowns tool.
Volatility
VUAG.L vs. ITPS.L - Volatility Comparison
Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) has a higher volatility of 3.61% compared to iShares $ TIPS UCITS ETF USD (Acc) (ITPS.L) at 1.91%. This indicates that VUAG.L's price experiences larger fluctuations and is considered to be riskier than ITPS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.