VUAG.L vs. WENS.L
VUAG.L (Vanguard S&P 500 UCITS ETF (USD) Accumulating) and WENS.L (iShares MSCI World Energy Sector UCITS ETF USD (Dist)) are both exchange-traded funds - VUAG.L is a S&P 500 fund tracking the S&P 500 Index, while WENS.L is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 3 years, VUAG.L returned 19.12%/yr vs 13.78%/yr for WENS.L. At a 0.23 correlation, their price movements are largely independent. VUAG.L charges 0.07%/yr vs 0.25%/yr for WENS.L.
Performance
VUAG.L vs. WENS.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VUAG.L achieves a 9.55% return, which is significantly lower than WENS.L's 21.59% return.
VUAG.L
- 1D
- -0.94%
- 1M
- -0.07%
- YTD
- 9.55%
- 6M
- 9.69%
- 1Y
- 26.06%
- 3Y*
- 19.12%
- 5Y*
- 13.99%
- 10Y*
- —
WENS.L
- 1D
- 0.00%
- 1M
- -7.14%
- YTD
- 21.59%
- 6M
- 23.29%
- 1Y
- 34.31%
- 3Y*
- 13.78%
- 5Y*
- —
- 10Y*
- —
VUAG.L vs. WENS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 9.55% | 9.36% | 27.34% | 19.65% | 1.88% |
WENS.L iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 21.59% | 6.73% | 3.85% | -2.00% | 17.73% |
Correlation
The correlation between VUAG.L and WENS.L is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2022 | 0.23 |
The correlation between VUAG.L and WENS.L shifts across timeframes, from -0.07 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VUAG.L vs. WENS.L — Risk / Return Rank
VUAG.L
WENS.L
VUAG.L vs. WENS.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 iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.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.L | WENS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.29 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.65 | 2.32 | +1.33 |
| Martin ratioReturn relative to average drawdown | 13.13 | 6.60 | +6.53 |
Loading charts...
Drawdowns
VUAG.L vs. WENS.L - Drawdown Comparison
The maximum VUAG.L drawdown since its inception was -30.82%, which is greater than WENS.L's maximum drawdown of -21.15%. Use the drawdown chart below to compare losses from any high point for VUAG.L and WENS.L.
Loading charts...
Drawdown Indicators
| VUAG.L | WENS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.82% | -21.15% | -9.67% |
Max Drawdown (1Y)Largest decline over 1 year | -7.11% | -14.89% | +7.78% |
Max Drawdown (3Y)Largest decline over 3 years | -20.88% | -21.15% | +0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -20.88% | — | — |
Current DrawdownCurrent decline from peak | -1.52% | -14.51% | +12.99% |
Average DrawdownAverage peak-to-trough decline | -5.45% | -8.47% | +3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 5.21% | -3.23% |
Volatility
VUAG.L vs. WENS.L - Volatility Comparison
The current volatility for Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) is 3.56%, while iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) has a volatility of 7.20%. This indicates that VUAG.L experiences smaller price fluctuations and is considered to be less risky than WENS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VUAG.L | WENS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 7.20% | -3.64% |
Volatility (6M)Calculated over the trailing 6-month period | 7.74% | 18.98% | -11.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.02% | 21.58% | -10.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.39% | 21.55% | -7.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.86% | 21.55% | -3.69% |
VUAG.L vs. WENS.L - Expense Ratio Comparison
VUAG.L has a 0.07% expense ratio, which is lower than WENS.L's 0.25% 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%.
Dividends
VUAG.L vs. WENS.L - Dividend Comparison
VUAG.L has not paid dividends to shareholders, while WENS.L's dividend yield for the trailing twelve months is around 2.83%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.80% |
WENS.L iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 2.83% | 3.25% | 3.52% | 3.61% | 1.77% | 0.00% | 0.00% |
Frequently Asked Questions
VUAG.L and WENS.L have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUAG.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAG.L is cheaper with a 0.07% expense ratio, compared with 0.25% for WENS.L.
VUAG.L is categorized as S&P 500, while WENS.L is Energy Equities. VUAG.L tracks S&P 500 Index, while WENS.L tracks MSCI World/Energy NR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VUAG.L and 0.25% for WENS.L.
Find the right allocation for VUAG.L and WENS.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer