VUSA.L vs. ACEIX
Compare and contrast key facts about Vanguard S&P 500 UCITS ETF (VUSA.L) and Invesco Equity and Income Fund (ACEIX).
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. ACEIX is managed by Invesco. It was launched on Aug 2, 1960.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUSA.L or ACEIX.
Key characteristics
| VUSA.L | ACEIX | |
|---|---|---|
| YTD Return | 20.58% | 12.22% |
| 1Y Return | 32.16% | 24.42% |
| 3Y Return (Ann) | 11.86% | 4.85% |
| 5Y Return (Ann) | 15.55% | 9.00% |
| 10Y Return (Ann) | 15.79% | 7.04% |
| Sharpe Ratio | 2.88 | 3.13 |
| Sortino Ratio | 3.97 | 4.49 |
| Omega Ratio | 1.55 | 1.60 |
| Calmar Ratio | 4.92 | 2.45 |
| Martin Ratio | 19.51 | 19.67 |
| Ulcer Index | 1.58% | 1.28% |
| Daily Std Dev | 10.71% | 8.05% |
| Max Drawdown | -25.47% | -38.81% |
| Current Drawdown | -0.23% | -0.80% |
Correlation
The correlation between VUSA.L and ACEIX is 0.57, 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.
Performance
VUSA.L vs. ACEIX - Performance Comparison
In the year-to-date period, VUSA.L achieves a 20.58% return, which is significantly higher than ACEIX's 12.22% return. Over the past 10 years, VUSA.L has outperformed ACEIX with an annualized return of 15.79%, while ACEIX has yielded a comparatively lower 7.04% 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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VUSA.L vs. ACEIX - Expense Ratio Comparison
VUSA.L has a 0.07% expense ratio, which is lower than ACEIX's 0.78% expense ratio.
Risk-Adjusted Performance
VUSA.L vs. ACEIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (VUSA.L) and Invesco Equity and Income Fund (ACEIX). 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.L vs. ACEIX - Dividend Comparison
VUSA.L's dividend yield for the trailing twelve months is around 0.77%, less than ACEIX's 6.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUSA.L Vanguard S&P 500 UCITS ETF | 0.77% | 1.25% | 1.41% | 1.05% | 1.46% | 1.48% | 1.70% | 1.60% | 1.55% | 1.73% | 1.50% | 1.62% |
ACEIX Invesco Equity and Income Fund | 6.28% | 6.91% | 6.65% | 13.74% | 2.94% | 6.27% | 8.91% | 6.73% | 4.50% | 2.36% | 11.94% | 7.41% |
Drawdowns
VUSA.L vs. ACEIX - Drawdown Comparison
The maximum VUSA.L drawdown since its inception was -25.47%, smaller than the maximum ACEIX drawdown of -38.81%. Use the drawdown chart below to compare losses from any high point for VUSA.L and ACEIX. For additional features, visit the drawdowns tool.
Volatility
VUSA.L vs. ACEIX - Volatility Comparison
Vanguard S&P 500 UCITS ETF (VUSA.L) and Invesco Equity and Income Fund (ACEIX) have volatilities of 1.83% and 1.80%, 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.