VUKG.L vs. S100.L
Compare and contrast key facts about Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L) and Invesco FTSE 100 UCITS ETF (S100.L).
VUKG.L and S100.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. S100.L is a passively managed fund by Invesco that tracks the performance of the FTSE AllSh TR GBP. It was launched on Mar 31, 2009. Both VUKG.L and S100.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: VUKG.L or S100.L.
Key characteristics
| VUKG.L | S100.L | |
|---|---|---|
| YTD Return | 12.17% | 7.74% |
| 1Y Return | 18.65% | 12.12% |
| 3Y Return (Ann) | 11.76% | 7.29% |
| 5Y Return (Ann) | 9.81% | 5.38% |
| Sharpe Ratio | 1.76 | 1.40 |
| Sortino Ratio | 2.60 | 2.07 |
| Omega Ratio | 1.32 | 1.25 |
| Calmar Ratio | 3.89 | 2.88 |
| Martin Ratio | 13.12 | 8.53 |
| Ulcer Index | 1.35% | 1.60% |
| Daily Std Dev | 10.04% | 9.87% |
| Max Drawdown | -34.32% | -34.58% |
| Current Drawdown | -2.77% | -3.68% |
Correlation
The correlation between VUKG.L and S100.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.
Performance
VUKG.L vs. S100.L - Performance Comparison
In the year-to-date period, VUKG.L achieves a 12.17% return, which is significantly higher than S100.L's 7.74% 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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VUKG.L vs. S100.L - Expense Ratio Comparison
Both VUKG.L and S100.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%.
Risk-Adjusted Performance
VUKG.L vs. S100.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L) and Invesco FTSE 100 UCITS ETF (S100.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
VUKG.L vs. S100.L - Dividend Comparison
VUKG.L's dividend yield for the trailing twelve months is around 3.66%, while S100.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
VUKG.L Vanguard FTSE 100 UCITS ETF (GBP) Accumulating | 3.66% | 3.71% | 3.84% | 3.84% | 3.06% | 1.92% |
S100.L Invesco FTSE 100 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VUKG.L vs. S100.L - Drawdown Comparison
The maximum VUKG.L drawdown since its inception was -34.32%, roughly equal to the maximum S100.L drawdown of -34.58%. Use the drawdown chart below to compare losses from any high point for VUKG.L and S100.L. For additional features, visit the drawdowns tool.
Volatility
VUKG.L vs. S100.L - Volatility Comparison
Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L) and Invesco FTSE 100 UCITS ETF (S100.L) have volatilities of 3.53% and 3.70%, 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.