VUAG.L vs. TSCDY

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 TSCDY (Tesco PLC) is a stock. Over the past 5 years, VUAG.L returned 14.39%/yr vs 19.88%/yr for TSCDY. At a 0.11 correlation, their price movements are largely independent.

Performance

VUAG.L vs. TSCDY - 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 Tesco PLC (TSCDY). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with VUAG.L having a 8.79% return and TSCDY slightly lower at 8.50%.

VUAG.L

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

TSCDY

• 1D: 0.30%
• 1M: 5.12%
• YTD: 8.50%
• 6M: 8.53%
• 1Y: 20.43%
• 3Y*: 26.58%
• 5Y*: 19.88%
• 10Y*: 18.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VUAG.L vs. TSCDY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
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%
TSCDY Tesco PLC	8.50%	23.38%	32.77%	36.35%	-20.58%	67.04%	-2.78%	9.05%

Correlation

The correlation between VUAG.L and TSCDY is -0.02, 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	-0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.02
Correlation (5Y) Calculated over the trailing 5-year period	0.06
Correlation (All Time) Calculated using the full available price history since May 14, 2019	0.11

The correlation between VUAG.L and TSCDY shifts across timeframes, from -0.02 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

Return for Risk

VUAG.L vs. TSCDY — 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: 82
VUAG.L Sharpe Ratio Rank: 85
VUAG.L Sortino Ratio Rank: 83
VUAG.L Omega Ratio Rank: 85
VUAG.L Calmar Ratio Rank: 80
VUAG.L Martin Ratio Rank: 79

TSCDY

TSCDY Risk / Return Rank: 69
TSCDY Sharpe Ratio Rank: 71
TSCDY Sortino Ratio Rank: 65
TSCDY Omega Ratio Rank: 63
TSCDY Calmar Ratio Rank: 72
TSCDY Martin Ratio Rank: 72

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. TSCDY - 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 Tesco PLC (TSCDY). 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.L	TSCDY	Difference
Sharpe ratio: Return per unit of total volatility	2.39	1.04	+1.35
Sortino ratio: Return per unit of downside risk	3.22	1.52	+1.71
Omega ratio: Gain probability vs. loss probability	1.45	1.19	+0.25
Calmar ratio: Return relative to maximum drawdown	3.66	1.63	+2.03
Martin ratio: Return relative to average drawdown	13.20	3.93	+9.27

VUAG.L vs. TSCDY - Sharpe Ratio Comparison

The current VUAG.L Sharpe Ratio is 2.39, which is higher than the TSCDY Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of VUAG.L and TSCDY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VUAG.L vs. TSCDY - Drawdown Comparison

The maximum VUAG.L drawdown since its inception was -30.82%, smaller than the maximum TSCDY drawdown of -66.33%. Use the drawdown chart below to compare losses from any high point for VUAG.L and TSCDY.

Drawdown Indicators

	VUAG.L	TSCDY	Difference
Max Drawdown Largest peak-to-trough decline	-30.82%	-66.33%	+35.51%
Max Drawdown (1Y) Largest decline over 1 year	-7.11%	-14.08%	+6.97%
Max Drawdown (3Y) Largest decline over 3 years	-20.88%	-20.50%	-0.38%
Max Drawdown (5Y) Largest decline over 5 years	-20.88%	-34.35%	+13.47%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.35%	—
Current Drawdown Current decline from peak	-1.82%	-4.48%	+2.66%
Average Drawdown Average peak-to-trough decline	-5.47%	-26.11%	+20.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.98%	5.82%	-3.84%

Volatility

VUAG.L vs. TSCDY - Volatility Comparison

The current volatility for Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) is 3.57%, while Tesco PLC (TSCDY) has a volatility of 7.09%. This indicates that VUAG.L experiences smaller price fluctuations and is considered to be less risky than TSCDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VUAG.L	TSCDY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.57%	7.09%	-3.52%
Volatility (6M) Calculated over the trailing 6-month period	7.56%	17.71%	-10.15%
Volatility (1Y) Calculated over the trailing 1-year period	10.90%	22.06%	-11.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.36%	21.51%	-7.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.88%	26.03%	-8.15%

Dividends

VUAG.L vs. TSCDY - Dividend Comparison

VUAG.L has not paid dividends to shareholders, while TSCDY's dividend yield for the trailing twelve months is around 2.80%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
TSCDY Tesco PLC	2.80%	3.08%	3.39%	3.60%	5.27%	20.15%	3.79%	2.56%	2.05%	0.47%
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

Can I hold both VUAG.L and TSCDY in my portfolio?

VUAG.L and TSCDY have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.