VUKE.L vs. SPY
Compare and contrast key facts about Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) and SPDR S&P 500 ETF (SPY).
VUKE.L and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both VUKE.L and SPY 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: VUKE.L or SPY.
Key characteristics
| VUKE.L | SPY | |
|---|---|---|
| YTD Return | 10.24% | 18.37% |
| 1Y Return | 11.80% | 26.96% |
| 3Y Return (Ann) | 9.35% | 9.40% |
| 5Y Return (Ann) | 5.98% | 15.01% |
| 10Y Return (Ann) | 5.82% | 12.90% |
| Sharpe Ratio | 1.12 | 2.14 |
| Daily Std Dev | 10.24% | 12.67% |
| Max Drawdown | -34.27% | -55.19% |
| Current Drawdown | -1.14% | -1.02% |
Correlation
The correlation between VUKE.L and SPY is 0.50, 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. SPY - Performance Comparison
In the year-to-date period, VUKE.L achieves a 10.24% return, which is significantly lower than SPY's 18.37% return. Over the past 10 years, VUKE.L has underperformed SPY with an annualized return of 5.82%, while SPY has yielded a comparatively higher 12.90% 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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VUKE.L vs. SPY - Expense Ratio Comparison
Both VUKE.L and SPY have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
VUKE.L vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
VUKE.L's dividend yield for the trailing twelve months is around 3.71%, more than SPY's 1.22% 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% |
SPY SPDR S&P 500 ETF | 0.94% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
VUKE.L vs. SPY - Drawdown Comparison
The maximum VUKE.L drawdown since its inception was -34.27%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VUKE.L and SPY. For additional features, visit the drawdowns tool.
Volatility
VUKE.L vs. SPY - Volatility Comparison
The current volatility for Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) is 3.35%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.91%. This indicates that VUKE.L experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.