VUKE.L vs. VUSA.L
Compare and contrast key facts about Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) and Vanguard S&P 500 UCITS ETF (VUSA.L).
VUKE.L and VUSA.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. VUSA.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on May 22, 2012. Both VUKE.L and VUSA.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 VUSA.L.
Key characteristics
| VUKE.L | VUSA.L | |
|---|---|---|
| YTD Return | 10.24% | 14.81% |
| 1Y Return | 11.80% | 19.54% |
| 3Y Return (Ann) | 9.35% | 11.65% |
| 5Y Return (Ann) | 5.98% | 13.94% |
| 10Y Return (Ann) | 5.82% | 15.56% |
| Sharpe Ratio | 1.12 | 1.80 |
| Daily Std Dev | 10.24% | 11.25% |
| Max Drawdown | -34.27% | -25.47% |
| Current Drawdown | -1.14% | -1.97% |
Correlation
The correlation between VUKE.L and VUSA.L is 0.71, 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.
Performance
VUKE.L vs. VUSA.L - Performance Comparison
In the year-to-date period, VUKE.L achieves a 10.24% return, which is significantly lower than VUSA.L's 14.81% return. Over the past 10 years, VUKE.L has underperformed VUSA.L with an annualized return of 5.82%, while VUSA.L has yielded a comparatively higher 15.56% 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. VUSA.L - Expense Ratio Comparison
VUKE.L has a 0.09% expense ratio, which is higher than VUSA.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VUKE.L vs. VUSA.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 S&P 500 UCITS ETF (VUSA.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. VUSA.L - Dividend Comparison
VUKE.L's dividend yield for the trailing twelve months is around 3.71%, more than VUSA.L's 0.81% 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% |
VUSA.L Vanguard S&P 500 UCITS ETF | 0.81% | 1.25% | 1.41% | 1.05% | 1.46% | 1.48% | 1.70% | 1.60% | 1.55% | 1.73% | 1.50% | 1.62% |
Drawdowns
VUKE.L vs. VUSA.L - Drawdown Comparison
The maximum VUKE.L drawdown since its inception was -34.27%, which is greater than VUSA.L's maximum drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for VUKE.L and VUSA.L. For additional features, visit the drawdowns tool.
Volatility
VUKE.L vs. VUSA.L - Volatility Comparison
The current volatility for Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) is 3.57%, while Vanguard S&P 500 UCITS ETF (VUSA.L) has a volatility of 4.26%. This indicates that VUKE.L experiences smaller price fluctuations and is considered to be less risky than VUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.