VUSA.L vs. ENGW.L
VUSA.L (Vanguard S&P 500 UCITS ETF) and ENGW.L (SPDR MSCI World Energy UCITS ETF) are both exchange-traded funds - VUSA.L is a S&P 500 fund tracking the S&P 500 Index, while ENGW.L is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. VUSA.L charges 0.07%/yr vs 0.30%/yr for ENGW.L.
Performance
VUSA.L vs. ENGW.L - Performance Comparison
Loading charts...
Returns By Period
VUSA.L
- 1D
- -0.60%
- 1M
- 3.88%
- YTD
- 9.86%
- 6M
- 9.24%
- 1Y
- 28.26%
- 3Y*
- 18.87%
- 5Y*
- 14.80%
- 10Y*
- 16.03%
ENGW.L
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VUSA.L vs. ENGW.L — Risk / Return Rank
VUSA.L
ENGW.L
VUSA.L vs. ENGW.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (VUSA.L) and SPDR MSCI World Energy UCITS ETF (ENGW.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.
| VUSA.L | ENGW.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.49 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.96 | — | — |
| Martin ratioReturn relative to average drawdown | 14.59 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VUSA.L | ENGW.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.65 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.03 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.07 | — | — |
Drawdowns
VUSA.L vs. ENGW.L - Drawdown Comparison
Loading charts...
Drawdown Indicators
| VUSA.L | ENGW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.48% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -7.10% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -20.93% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.93% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -25.48% | — | — |
Current DrawdownCurrent decline from peak | -0.82% | — | — |
Average DrawdownAverage peak-to-trough decline | -3.16% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | — | — |
Volatility
VUSA.L vs. ENGW.L - Volatility Comparison
Loading charts...
Volatility by Period
| VUSA.L | ENGW.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.15% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.60% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.29% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.65% | — | — |
VUSA.L vs. ENGW.L - Expense Ratio Comparison
VUSA.L has a 0.07% expense ratio, which is lower than ENGW.L's 0.30% expense ratio.
Dividends
VUSA.L vs. ENGW.L - Dividend Comparison
VUSA.L's dividend yield for the trailing twelve months is around 0.87%, while ENGW.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENGW.L SPDR MSCI World Energy UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUSA.L Vanguard S&P 500 UCITS ETF | 0.87% | 0.95% | 1.00% | 1.24% | 1.41% | 1.04% | 1.44% | 1.50% | 1.72% | 1.61% | 1.58% | 1.74% |
Frequently Asked Questions
On fees, VUSA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUSA.L is cheaper with a 0.07% expense ratio, compared with 0.30% for ENGW.L.
VUSA.L is categorized as S&P 500, while ENGW.L is Energy Equities. VUSA.L tracks S&P 500 Index, while ENGW.L tracks MSCI World/Energy NR USD. They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.07% for VUSA.L and 0.30% for ENGW.L.
Find the right allocation for VUSA.L and ENGW.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer