VUSA.DE vs. IUSA.DE
Compare and contrast key facts about Vanguard S&P 500 UCITS ETF (VUSA.DE) and iShares Core S&P 500 UCITS ETF USD (Dist) (IUSA.DE).
VUSA.DE and IUSA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VUSA.DE is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012. IUSA.DE is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 15, 2002. Both VUSA.DE and IUSA.DE 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: VUSA.DE or IUSA.DE.
Performance
VUSA.DE vs. IUSA.DE - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with VUSA.DE having a 29.72% return and IUSA.DE slightly higher at 30.14%.
VUSA.DE
29.72%
4.13%
14.69%
36.00%
16.01%
N/A
IUSA.DE
30.14%
4.17%
15.08%
36.42%
16.07%
14.86%
Key characteristics
| VUSA.DE | IUSA.DE | |
|---|---|---|
| Sharpe Ratio | 2.95 | 2.99 |
| Sortino Ratio | 3.97 | 4.06 |
| Omega Ratio | 1.60 | 1.61 |
| Calmar Ratio | 4.31 | 4.39 |
| Martin Ratio | 19.03 | 19.44 |
| Ulcer Index | 1.87% | 1.86% |
| Daily Std Dev | 12.03% | 12.00% |
| Max Drawdown | -33.63% | -50.54% |
| Current Drawdown | -1.75% | -1.72% |
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VUSA.DE vs. IUSA.DE - Expense Ratio Comparison
Both VUSA.DE and IUSA.DE have an expense ratio of 0.07%, 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 VUSA.DE and IUSA.DE is 0.87, 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
VUSA.DE vs. IUSA.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (VUSA.DE) and iShares Core S&P 500 UCITS ETF USD (Dist) (IUSA.DE). 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
VUSA.DE vs. IUSA.DE - Dividend Comparison
VUSA.DE's dividend yield for the trailing twelve months is around 0.79%, less than IUSA.DE's 0.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUSA.DE Vanguard S&P 500 UCITS ETF | 0.79% | 1.35% | 1.53% | 1.21% | 1.65% | 2.34% | 3.76% | 2.26% | 1.78% | 2.00% | 0.00% | 0.00% |
IUSA.DE iShares Core S&P 500 UCITS ETF USD (Dist) | 0.98% | 1.25% | 1.46% | 0.99% | 1.40% | 1.48% | 1.71% | 1.84% | 1.36% | 1.85% | 1.67% | 1.43% |
Drawdowns
VUSA.DE vs. IUSA.DE - Drawdown Comparison
The maximum VUSA.DE drawdown since its inception was -33.63%, smaller than the maximum IUSA.DE drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for VUSA.DE and IUSA.DE. For additional features, visit the drawdowns tool.
Volatility
VUSA.DE vs. IUSA.DE - Volatility Comparison
Vanguard S&P 500 UCITS ETF (VUSA.DE) and iShares Core S&P 500 UCITS ETF USD (Dist) (IUSA.DE) have volatilities of 3.81% and 3.78%, 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.