Correlation
The correlation between VUSA.L and JGGI.L is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
VUSA.L vs. JGGI.L
Compare and contrast key facts about Vanguard S&P 500 UCITS ETF (VUSA.L) and JP Morgan Global Growth & Income plc (JGGI.L).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUSA.L or JGGI.L.
Performance
VUSA.L vs. JGGI.L - Performance Comparison
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Key characteristics
VUSA.L:
0.43
JGGI.L:
0.06
VUSA.L:
0.77
JGGI.L:
0.25
VUSA.L:
1.11
JGGI.L:
1.03
VUSA.L:
0.38
JGGI.L:
0.08
VUSA.L:
1.16
JGGI.L:
0.25
VUSA.L:
6.93%
JGGI.L:
6.64%
VUSA.L:
16.74%
JGGI.L:
18.36%
VUSA.L:
-25.47%
JGGI.L:
-54.88%
VUSA.L:
-11.26%
JGGI.L:
-12.30%
Returns By Period
In the year-to-date period, VUSA.L achieves a -7.13% return, which is significantly higher than JGGI.L's -7.92% return. Over the past 10 years, VUSA.L has outperformed JGGI.L with an annualized return of 13.91%, while JGGI.L has yielded a comparatively lower 12.95% annualized return.
VUSA.L
-7.13%
3.03%
-7.47%
8.02%
11.56%
13.76%
13.91%
JGGI.L
-7.92%
0.85%
-9.48%
1.64%
10.51%
14.23%
12.95%
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Risk-Adjusted Performance
VUSA.L vs. JGGI.L — Risk-Adjusted Performance Rank
VUSA.L
JGGI.L
VUSA.L vs. JGGI.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (VUSA.L) and JP Morgan Global Growth & Income plc (JGGI.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.
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Dividends
VUSA.L vs. JGGI.L - Dividend Comparison
VUSA.L's dividend yield for the trailing twelve months is around 1.10%, less than JGGI.L's 4.35% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUSA.L Vanguard S&P 500 UCITS ETF | 1.10% | 1.00% | 1.24% | 1.41% | 1.04% | 1.44% | 1.50% | 1.72% | 1.61% | 1.58% | 1.73% | 1.50% |
JGGI.L JP Morgan Global Growth & Income plc | 4.35% | 3.55% | 3.52% | 3.99% | 3.23% | 3.39% | 3.69% | 4.32% | 3.17% | 1.96% | 1.51% | 1.45% |
Drawdowns
VUSA.L vs. JGGI.L - Drawdown Comparison
The maximum VUSA.L drawdown since its inception was -25.47%, smaller than the maximum JGGI.L drawdown of -54.88%. Use the drawdown chart below to compare losses from any high point for VUSA.L and JGGI.L.
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Volatility
VUSA.L vs. JGGI.L - Volatility Comparison
Vanguard S&P 500 UCITS ETF (VUSA.L) and JP Morgan Global Growth & Income plc (JGGI.L) have volatilities of 5.55% and 5.79%, 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.
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