VUSA.DE vs. SPY
Compare and contrast key facts about Vanguard S&P 500 UCITS ETF (VUSA.DE) and SPDR S&P 500 ETF (SPY).
VUSA.DE and SPY 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. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both VUSA.DE and SPY 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 SPY.
Performance
VUSA.DE vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, VUSA.DE achieves a 29.72% return, which is significantly higher than SPY's 24.40% return.
VUSA.DE
29.72%
4.13%
14.69%
36.00%
16.01%
N/A
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| VUSA.DE | SPY | |
|---|---|---|
| Sharpe Ratio | 2.95 | 2.64 |
| Sortino Ratio | 3.97 | 3.53 |
| Omega Ratio | 1.60 | 1.49 |
| Calmar Ratio | 4.31 | 3.81 |
| Martin Ratio | 19.03 | 17.21 |
| Ulcer Index | 1.87% | 1.86% |
| Daily Std Dev | 12.03% | 12.15% |
| Max Drawdown | -33.63% | -55.19% |
| Current Drawdown | -1.75% | -2.17% |
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VUSA.DE vs. SPY - Expense Ratio Comparison
VUSA.DE has a 0.07% expense ratio, which is lower than SPY's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VUSA.DE and SPY is 0.53, 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.
Risk-Adjusted Performance
VUSA.DE vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (VUSA.DE) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
VUSA.DE's dividend yield for the trailing twelve months is around 0.79%, less than SPY's 1.20% 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% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
VUSA.DE vs. SPY - Drawdown Comparison
The maximum VUSA.DE drawdown since its inception was -33.63%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VUSA.DE and SPY. For additional features, visit the drawdowns tool.
Volatility
VUSA.DE vs. SPY - Volatility Comparison
The current volatility for Vanguard S&P 500 UCITS ETF (VUSA.DE) is 3.81%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.08%. This indicates that VUSA.DE experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.