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VUSA.L vs. VUAA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VUSA.L and VUAA.L is 0.58, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

VUSA.L vs. VUAA.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 S&P 500 UCITS ETF (VUAA.L). The values are adjusted to include any dividend payments, if applicable.

90.00%100.00%110.00%120.00%130.00%NovemberDecember2025FebruaryMarchApril
105.01%
105.42%
VUSA.L
VUAA.L

Key characteristics

Sharpe Ratio

VUSA.L:

0.10

VUAA.L:

0.51

Sortino Ratio

VUSA.L:

0.25

VUAA.L:

0.79

Omega Ratio

VUSA.L:

1.04

VUAA.L:

1.11

Calmar Ratio

VUSA.L:

0.08

VUAA.L:

0.47

Martin Ratio

VUSA.L:

0.29

VUAA.L:

1.99

Ulcer Index

VUSA.L:

5.82%

VUAA.L:

4.39%

Daily Std Dev

VUSA.L:

16.18%

VUAA.L:

17.17%

Max Drawdown

VUSA.L:

-25.47%

VUAA.L:

-34.05%

Current Drawdown

VUSA.L:

-16.59%

VUAA.L:

-10.35%

Returns By Period

In the year-to-date period, VUSA.L achieves a -12.70% return, which is significantly lower than VUAA.L's -7.27% return.


VUSA.L

YTD

-12.70%

1M

-7.37%

6M

-8.08%

1Y

3.74%

5Y*

14.05%

10Y*

13.20%

VUAA.L

YTD

-7.27%

1M

-4.32%

6M

-5.68%

1Y

10.67%

5Y*

15.84%

10Y*

N/A

*Annualized

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

Both VUSA.L and VUAA.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for VUSA.L: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VUSA.L: 0.07%
Expense ratio chart for VUAA.L: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VUAA.L: 0.07%

Risk-Adjusted Performance

VUSA.L vs. VUAA.L — Risk-Adjusted Performance Rank

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

VUSA.L
The Risk-Adjusted Performance Rank of VUSA.L is 2525
Overall Rank
The Sharpe Ratio Rank of VUSA.L is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSA.L is 2424
Sortino Ratio Rank
The Omega Ratio Rank of VUSA.L is 2424
Omega Ratio Rank
The Calmar Ratio Rank of VUSA.L is 2525
Calmar Ratio Rank
The Martin Ratio Rank of VUSA.L is 2525
Martin Ratio Rank

VUAA.L
The Risk-Adjusted Performance Rank of VUAA.L is 5757
Overall Rank
The Sharpe Ratio Rank of VUAA.L is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VUAA.L is 5454
Sortino Ratio Rank
The Omega Ratio Rank of VUAA.L is 5656
Omega Ratio Rank
The Calmar Ratio Rank of VUAA.L is 5858
Calmar Ratio Rank
The Martin Ratio Rank of VUAA.L is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VUSA.L vs. VUAA.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 Vanguard S&P 500 UCITS ETF (VUAA.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.


The chart of Sharpe ratio for VUSA.L, currently valued at 0.50, compared to the broader market-1.000.001.002.003.004.00
VUSA.L: 0.50
VUAA.L: 0.51
The chart of Sortino ratio for VUSA.L, currently valued at 0.79, compared to the broader market-2.000.002.004.006.008.00
VUSA.L: 0.79
VUAA.L: 0.79
The chart of Omega ratio for VUSA.L, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
VUSA.L: 1.11
VUAA.L: 1.11
The chart of Calmar ratio for VUSA.L, currently valued at 0.45, compared to the broader market0.002.004.006.008.0010.0012.00
VUSA.L: 0.45
VUAA.L: 0.47
The chart of Martin ratio for VUSA.L, currently valued at 1.90, compared to the broader market0.0020.0040.0060.00
VUSA.L: 1.90
VUAA.L: 1.99

The current VUSA.L Sharpe Ratio is 0.10, which is lower than the VUAA.L Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of VUSA.L and VUAA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.50
0.51
VUSA.L
VUAA.L

Dividends

VUSA.L vs. VUAA.L - Dividend Comparison

VUSA.L's dividend yield for the trailing twelve months is around 1.17%, while VUAA.L has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
VUSA.L
Vanguard S&P 500 UCITS ETF
1.17%1.00%1.24%1.41%1.04%1.44%1.50%1.72%1.61%1.58%1.73%1.50%
VUAA.L
Vanguard S&P 500 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%

Drawdowns

VUSA.L vs. VUAA.L - Drawdown Comparison

The maximum VUSA.L drawdown since its inception was -25.47%, smaller than the maximum VUAA.L drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for VUSA.L and VUAA.L. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.48%
-10.35%
VUSA.L
VUAA.L

Volatility

VUSA.L vs. VUAA.L - Volatility Comparison

Vanguard S&P 500 UCITS ETF (VUSA.L) and Vanguard S&P 500 UCITS ETF (VUAA.L) have volatilities of 11.86% and 11.72%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.86%
11.72%
VUSA.L
VUAA.L