VUKE.L vs. VUKG.L
Compare and contrast key facts about Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) and Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L).
VUKE.L and VUKG.L 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. VUKG.L is a passively managed fund by Vanguard that tracks the performance of the FTSE AllSh TR GBP. It was launched on May 14, 2019. Both VUKE.L and VUKG.L 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 VUKG.L.
Performance
VUKE.L vs. VUKG.L - Performance Comparison
Returns By Period
In the year-to-date period, VUKE.L achieves a 8.53% return, which is significantly lower than VUKG.L's 11.76% return.
VUKE.L
8.53%
-2.73%
-2.24%
12.00%
5.81%
5.65%
VUKG.L
11.76%
-2.71%
0.23%
16.38%
9.96%
N/A
Key characteristics
| VUKE.L | VUKG.L | |
|---|---|---|
| Sharpe Ratio | 1.26 | 1.65 |
| Sortino Ratio | 1.86 | 2.43 |
| Omega Ratio | 1.22 | 1.30 |
| Calmar Ratio | 2.56 | 3.85 |
| Martin Ratio | 6.96 | 11.12 |
| Ulcer Index | 1.74% | 1.48% |
| Daily Std Dev | 9.61% | 9.97% |
| Max Drawdown | -34.27% | -34.32% |
| Current Drawdown | -2.99% | -3.12% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VUKE.L vs. VUKG.L - Expense Ratio Comparison
Both VUKE.L and VUKG.L 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%.
Correlation
The correlation between VUKE.L and VUKG.L is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
VUKE.L vs. VUKG.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 Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.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. VUKG.L - Dividend Comparison
VUKE.L's dividend yield for the trailing twelve months is around 3.77%, more than VUKG.L's 3.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUKE.L Vanguard FTSE 100 UCITS ETF Distributing | 3.77% | 3.82% | 3.94% | 3.90% | 3.02% | 4.65% | 4.64% | 3.99% | 3.75% | 4.25% | 6.86% | 3.46% |
VUKG.L Vanguard FTSE 100 UCITS ETF (GBP) Accumulating | 3.68% | 3.71% | 3.84% | 3.84% | 3.06% | 1.92% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VUKE.L vs. VUKG.L - Drawdown Comparison
The maximum VUKE.L drawdown since its inception was -34.27%, roughly equal to the maximum VUKG.L drawdown of -34.32%. Use the drawdown chart below to compare losses from any high point for VUKE.L and VUKG.L. For additional features, visit the drawdowns tool.
Volatility
VUKE.L vs. VUKG.L - Volatility Comparison
Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) and Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L) have volatilities of 4.11% and 4.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.