VUKE.L vs. JGGI.L
Compare and contrast key facts about Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) and JP Morgan Global Growth & Income plc (JGGI.L).
VUKE.L is a passively managed fund by Vanguard that tracks the performance of the FTSE AllSh TR GBP. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUKE.L or JGGI.L.
Key characteristics
| VUKE.L | JGGI.L | |
|---|---|---|
| YTD Return | 10.24% | 12.76% |
| 1Y Return | 11.80% | 18.78% |
| 3Y Return (Ann) | 9.35% | 11.90% |
| 5Y Return (Ann) | 5.98% | 13.69% |
| 10Y Return (Ann) | 5.82% | 12.66% |
| Sharpe Ratio | 1.12 | 1.47 |
| Daily Std Dev | 10.24% | 13.37% |
| Max Drawdown | -34.27% | -54.88% |
| Current Drawdown | -1.14% | -3.85% |
Correlation
The correlation between VUKE.L and JGGI.L is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VUKE.L vs. JGGI.L - Performance Comparison
In the year-to-date period, VUKE.L achieves a 10.24% return, which is significantly lower than JGGI.L's 12.76% return. Over the past 10 years, VUKE.L has underperformed JGGI.L with an annualized return of 5.82%, while JGGI.L has yielded a comparatively higher 12.66% annualized return. 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
VUKE.L vs. JGGI.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) and JP Morgan Global Growth & Income plc (JGGI.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
VUKE.L vs. JGGI.L - Dividend Comparison
VUKE.L's dividend yield for the trailing twelve months is around 3.71%, more than JGGI.L's 3.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUKE.L Vanguard FTSE 100 UCITS ETF Distributing | 3.71% | 3.82% | 3.94% | 3.90% | 3.02% | 4.65% | 4.64% | 3.99% | 3.75% | 4.25% | 6.86% | 3.46% |
JGGI.L JP Morgan Global Growth & Income plc | 3.54% | 3.52% | 3.99% | 3.23% | 2.55% | 0.04% | 0.04% | 0.03% | 0.02% | 0.02% | 0.01% | 1.60% |
Drawdowns
VUKE.L vs. JGGI.L - Drawdown Comparison
The maximum VUKE.L drawdown since its inception was -34.27%, smaller than the maximum JGGI.L drawdown of -54.88%. Use the drawdown chart below to compare losses from any high point for VUKE.L and JGGI.L. For additional features, visit the drawdowns tool.
Volatility
VUKE.L vs. JGGI.L - Volatility Comparison
The current volatility for Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) is 3.57%, while JP Morgan Global Growth & Income plc (JGGI.L) has a volatility of 5.40%. This indicates that VUKE.L experiences smaller price fluctuations and is considered to be less risky than JGGI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.