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

VUAG.L vs. TSCO.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 TSCO.L (Tesco PLC) is a stock. Over the past 5 years, VUAG.L returned 14.39%/yr vs 19.99%/yr for TSCO.L. At a 0.18 correlation, their price movements are largely independent.

Performance

VUAG.L vs. TSCO.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 Tesco PLC (TSCO.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 TSCO.L is traded in GBp. To make them comparable, the TSCO.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 lower than TSCO.L's 9.36% 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*
—

TSCO.L

1D
0.87%
1M
4.53%
YTD
9.36%
6M
9.61%
1Y
24.71%
3Y*
26.28%
5Y*
19.99%
10Y*
15.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUAG.L vs. TSCO.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%
TSCO.L
Tesco PLC		9.36%24.45%31.78%34.79%-18.79%30.32%-5.37%10.44%

Correlation

The correlation between VUAG.L and TSCO.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

0.04

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

0.13

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

0.18

The correlation between VUAG.L and TSCO.L shifts across timeframes, from 0.00 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

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Vanguard S&P 500 UCITS ETF (USD) Accumulating

Tesco 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 TSCO.L:
TSCO.L vs. AV.LTSCO.L vs. NWG.LTSCO.L vs. JSAIYTSCO.L vs. WMTTSCO.L vs. UGLTSCO.L vs. VWRP.LTSCO.L vs. MSFT

Return for Risk

VUAG.L vs. TSCO.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
TSCO.L
TSCO.L Risk / Return Rank: 7474
Overall Rank
TSCO.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
TSCO.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
TSCO.L Omega Ratio Rank: 7171
Omega Ratio Rank
TSCO.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
TSCO.L Martin Ratio Rank: 7676
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. TSCO.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 Tesco PLC (TSCO.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.LTSCO.LDifference
Sharpe ratioReturn per unit of total volatility
2.39
1.14

+1.25

Sortino ratioReturn per unit of downside risk
3.22
1.66

+1.57

Omega ratioGain probability vs. loss probability

1.45

1.21

+0.23

Calmar ratioReturn relative to maximum drawdown

3.66

1.88

+1.79

Martin ratioReturn relative to average drawdown

13.20

4.60

+8.60

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

The current VUAG.L Sharpe Ratio is 2.39, which is higher than the TSCO.L Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of VUAG.L and TSCO.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. TSCO.L - Drawdown Comparison

The maximum VUAG.L drawdown since its inception was -30.82%, smaller than the maximum TSCO.L drawdown of -63.40%. Use the drawdown chart below to compare losses from any high point for VUAG.L and TSCO.L.

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Drawdown Indicators

VUAG.LTSCO.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.82%

-63.40%

+32.58%

Max Drawdown (1Y)

Largest decline over 1 year

-7.11%

-13.12%

+6.01%

Max Drawdown (3Y)

Largest decline over 3 years

-20.88%

-20.76%

-0.12%

Max Drawdown (5Y)

Largest decline over 5 years

-20.88%

-32.40%

+11.52%

Max Drawdown (10Y)

Largest decline over 10 years

—

-32.40%

—

Current Drawdown

Current decline from peak

-1.82%

-3.60%

+1.78%

Average Drawdown

Average peak-to-trough decline

-5.47%

-23.62%

+18.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

5.36%

-3.38%

Volatility

VUAG.L vs. TSCO.L - Volatility Comparison

The current volatility for Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) is 3.57%, while Tesco PLC (TSCO.L) has a volatility of 7.05%. This indicates that VUAG.L experiences smaller price fluctuations and is considered to be less risky than TSCO.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.LTSCO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

7.05%

-3.48%

Volatility (6M)

Calculated over the trailing 6-month period

7.56%

17.16%

-9.60%

Volatility (1Y)

Calculated over the trailing 1-year period

10.90%

21.55%

-10.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.36%

20.28%

-5.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.88%

22.53%

-4.65%

Dividends

VUAG.L vs. TSCO.L - Dividend Comparison

VUAG.L has not paid dividends to shareholders, while TSCO.L's dividend yield for the trailing twelve months is around 3.07%.

PositionTTM202520242023202220212020201920182017
TSCO.L
Tesco PLC		3.07%3.23%3.39%3.75%5.15%20.72%4.19%2.64%1.93%0.48%
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 TSCO.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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