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VUSA.L vs. V3AB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUSA.L vs. V3AB.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 Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating (V3AB.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VUSA.L achieves a -2.81% return, which is significantly lower than V3AB.L's -2.54% return.


VUSA.L

1D
1.85%
1M
-2.94%
YTD
-2.81%
6M
-0.28%
1Y
25.26%
3Y*
15.72%
5Y*
12.71%
10Y*
14.69%

V3AB.L

1D
-0.19%
1M
-2.78%
YTD
-2.54%
6M
-0.18%
1Y
26.02%
3Y*
13.75%
5Y*
9.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUSA.L vs. V3AB.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VUSA.L
Vanguard S&P 500 UCITS ETF
-2.81%9.39%27.33%19.81%-9.02%25.94%
V3AB.L
Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating
-2.54%12.22%19.77%17.95%-11.67%17.38%

Correlation

The correlation between VUSA.L and V3AB.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


VUSA.L vs. V3AB.L - Expense Ratio Comparison

VUSA.L has a 0.07% expense ratio, which is lower than V3AB.L's 0.24% 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%.


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Return for Risk

VUSA.L vs. V3AB.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: 6262
Overall Rank
VUSA.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VUSA.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
VUSA.L Omega Ratio Rank: 5050
Omega Ratio Rank
VUSA.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
VUSA.L Martin Ratio Rank: 7878
Martin Ratio Rank

V3AB.L
V3AB.L Risk / Return Rank: 6666
Overall Rank
V3AB.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
V3AB.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
V3AB.L Omega Ratio Rank: 5757
Omega Ratio Rank
V3AB.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
V3AB.L Martin Ratio Rank: 8282
Martin Ratio Rank
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. V3AB.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 Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating (V3AB.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.LV3AB.LDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.09

-0.11

Sortino ratio

Return per unit of downside risk

1.42

1.54

-0.12

Omega ratio

Gain probability vs. loss probability

1.21

1.22

-0.02

Calmar ratio

Return relative to maximum drawdown

2.91

2.71

+0.20

Martin ratio

Return relative to average drawdown

10.39

11.11

-0.72

VUSA.L vs. V3AB.L - Sharpe Ratio Comparison

The current VUSA.L Sharpe Ratio is 0.98, which is comparable to the V3AB.L Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of VUSA.L and V3AB.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VUSA.LV3AB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.09

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.68

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.72

+0.28

Drawdowns

VUSA.L vs. V3AB.L - Drawdown Comparison

The maximum VUSA.L drawdown since its inception was -25.47%, which is greater than V3AB.L's maximum drawdown of -19.00%. Use the drawdown chart below to compare losses from any high point for VUSA.L and V3AB.L.


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Drawdown Indicators


VUSA.LV3AB.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.47%

-19.00%

-6.47%

Max Drawdown (1Y)

Largest decline over 1 year

-7.11%

-8.00%

+0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-20.94%

-19.00%

-1.94%

Max Drawdown (10Y)

Largest decline over 10 years

-25.47%

Current Drawdown

Current decline from peak

-4.46%

-4.79%

+0.33%

Average Drawdown

Average peak-to-trough decline

-3.22%

-4.33%

+1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.95%

+0.04%

Volatility

VUSA.L vs. V3AB.L - Volatility Comparison

The current volatility for Vanguard S&P 500 UCITS ETF (VUSA.L) is 3.73%, while Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating (V3AB.L) has a volatility of 4.84%. This indicates that VUSA.L experiences smaller price fluctuations and is considered to be less risky than V3AB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUSA.LV3AB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

4.84%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

8.31%

9.28%

-0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

15.29%

14.86%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.38%

13.70%

+0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.67%

13.69%

+1.98%

Dividends

VUSA.L vs. V3AB.L - Dividend Comparison

VUSA.L's dividend yield for the trailing twelve months is around 0.98%, while V3AB.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
VUSA.L
Vanguard S&P 500 UCITS ETF
0.98%0.95%1.00%1.24%1.41%1.04%1.44%1.50%1.72%1.61%1.58%1.73%
V3AB.L
Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating
0.00%0.00%0.00%0.00%1.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%