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VUSA.L vs. ENGW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUSA.L vs. ENGW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard S&P 500 UCITS ETF (VUSA.L) and SPDR MSCI World Energy UCITS ETF (ENGW.L). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VUSA.L vs. ENGW.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VUSA.L
VUSA.L Risk / Return Rank: 8484
Overall Rank
VUSA.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VUSA.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
VUSA.L Omega Ratio Rank: 8686
Omega Ratio Rank
VUSA.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
VUSA.L Martin Ratio Rank: 8080
Martin Ratio Rank

ENGW.L
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.LENGW.LDifference
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

VUSA.L vs. ENGW.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VUSA.LENGW.LDifference

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


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Drawdown Indicators


VUSA.LENGW.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.82%

Average Drawdown

Average peak-to-trough decline

-3.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

Volatility

VUSA.L vs. ENGW.L - Volatility Comparison


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Volatility by Period


VUSA.LENGW.LDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

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