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VUSA.AS vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VUSA.AS and VOO is 0.58, 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.


-0.50.00.51.00.6

Performance

VUSA.AS vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 UCITS ETF (VUSA.AS) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.51%
8.89%
VUSA.AS
VOO

Key characteristics

Sharpe Ratio

VUSA.AS:

2.77

VOO:

2.21

Sortino Ratio

VUSA.AS:

3.74

VOO:

2.93

Omega Ratio

VUSA.AS:

1.57

VOO:

1.41

Calmar Ratio

VUSA.AS:

4.06

VOO:

3.25

Martin Ratio

VUSA.AS:

18.09

VOO:

14.47

Ulcer Index

VUSA.AS:

1.86%

VOO:

1.90%

Daily Std Dev

VUSA.AS:

12.16%

VOO:

12.43%

Max Drawdown

VUSA.AS:

-33.64%

VOO:

-33.99%

Current Drawdown

VUSA.AS:

-1.41%

VOO:

-2.87%

Returns By Period

In the year-to-date period, VUSA.AS achieves a 34.17% return, which is significantly higher than VOO's 25.49% return. Over the past 10 years, VUSA.AS has outperformed VOO with an annualized return of 14.39%, while VOO has yielded a comparatively lower 13.04% annualized return.


VUSA.AS

YTD

34.17%

1M

2.47%

6M

11.97%

1Y

32.76%

5Y*

15.62%

10Y*

14.39%

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VUSA.AS vs. VOO - Expense Ratio Comparison

VUSA.AS has a 0.07% expense ratio, which is higher than VOO's 0.03% 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%.


VUSA.AS
Vanguard S&P 500 UCITS ETF
Expense ratio chart for VUSA.AS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VUSA.AS vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (VUSA.AS) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for VUSA.AS, currently valued at 2.40, compared to the broader market0.002.004.002.402.13
The chart of Sortino ratio for VUSA.AS, currently valued at 3.32, compared to the broader market-2.000.002.004.006.008.0010.003.322.84
The chart of Omega ratio for VUSA.AS, currently valued at 1.46, compared to the broader market0.501.001.502.002.503.001.461.40
The chart of Calmar ratio for VUSA.AS, currently valued at 3.46, compared to the broader market0.005.0010.0015.003.463.11
The chart of Martin ratio for VUSA.AS, currently valued at 14.99, compared to the broader market0.0020.0040.0060.0080.00100.0014.9913.94
VUSA.AS
VOO

The current VUSA.AS Sharpe Ratio is 2.77, which is comparable to the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of VUSA.AS and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
2.40
2.13
VUSA.AS
VOO

Dividends

VUSA.AS vs. VOO - Dividend Comparison

VUSA.AS's dividend yield for the trailing twelve months is around 0.99%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
VUSA.AS
Vanguard S&P 500 UCITS ETF
0.99%1.26%1.45%1.02%1.43%1.46%1.74%1.64%1.66%1.76%1.45%1.19%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VUSA.AS vs. VOO - Drawdown Comparison

The maximum VUSA.AS drawdown since its inception was -33.64%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VUSA.AS and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.22%
-2.87%
VUSA.AS
VOO

Volatility

VUSA.AS vs. VOO - Volatility Comparison

The current volatility for Vanguard S&P 500 UCITS ETF (VUSA.AS) is 2.63%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.60%. This indicates that VUSA.AS experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.63%
3.60%
VUSA.AS
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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