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

Key characteristics


VUSA.LVUAA.L
YTD Return18.59%21.81%
1Y Return25.34%33.57%
3Y Return (Ann)12.70%10.94%
5Y Return (Ann)15.26%15.63%
Sharpe Ratio2.362.88
Sortino Ratio3.264.02
Omega Ratio1.441.54
Calmar Ratio4.192.94
Martin Ratio14.9817.57
Ulcer Index1.75%1.94%
Daily Std Dev11.16%11.95%
Max Drawdown-25.47%-34.05%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.9

The correlation between VUSA.L and VUAA.L is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

VUSA.L vs. VUAA.L - Performance Comparison

In the year-to-date period, VUSA.L achieves a 18.59% return, which is significantly lower than VUAA.L's 21.81% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
12.61%
12.72%
VUSA.L
VUAA.L

Compare stocks, funds, or ETFs

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%.


VUSA.L
Vanguard S&P 500 UCITS ETF
Expense ratio chart for VUSA.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VUAA.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

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.


VUSA.L
Sharpe ratio
The chart of Sharpe ratio for VUSA.L, currently valued at 2.96, compared to the broader market0.002.004.002.96
Sortino ratio
The chart of Sortino ratio for VUSA.L, currently valued at 4.10, compared to the broader market-2.000.002.004.006.008.0010.0012.004.10
Omega ratio
The chart of Omega ratio for VUSA.L, currently valued at 1.56, compared to the broader market1.001.502.002.503.001.56
Calmar ratio
The chart of Calmar ratio for VUSA.L, currently valued at 3.02, compared to the broader market0.005.0010.0015.003.02
Martin ratio
The chart of Martin ratio for VUSA.L, currently valued at 17.61, compared to the broader market0.0020.0040.0060.0080.00100.0017.61
VUAA.L
Sharpe ratio
The chart of Sharpe ratio for VUAA.L, currently valued at 2.88, compared to the broader market0.002.004.002.88
Sortino ratio
The chart of Sortino ratio for VUAA.L, currently valued at 4.02, compared to the broader market-2.000.002.004.006.008.0010.0012.004.02
Omega ratio
The chart of Omega ratio for VUAA.L, currently valued at 1.54, compared to the broader market1.001.502.002.503.001.54
Calmar ratio
The chart of Calmar ratio for VUAA.L, currently valued at 2.94, compared to the broader market0.005.0010.0015.002.94
Martin ratio
The chart of Martin ratio for VUAA.L, currently valued at 17.57, compared to the broader market0.0020.0040.0060.0080.00100.0017.57

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

The current VUSA.L Sharpe Ratio is 2.36, which roughly equals the VUAA.L Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of VUSA.L and VUAA.L, offering insights into how both instruments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00MayJuneJulyAugustSeptemberOctober
2.96
2.88
VUSA.L
VUAA.L

Dividends

VUSA.L vs. VUAA.L - Dividend Comparison

VUSA.L's dividend yield for the trailing twelve months is around 0.79%, while VUAA.L has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VUSA.L
Vanguard S&P 500 UCITS ETF
0.79%1.25%1.41%1.05%1.46%1.48%1.70%1.60%1.55%1.73%1.50%1.62%
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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober00
VUSA.L
VUAA.L

Volatility

VUSA.L vs. VUAA.L - Volatility Comparison

The current volatility for Vanguard S&P 500 UCITS ETF (VUSA.L) is 3.03%, while Vanguard S&P 500 UCITS ETF (VUAA.L) has a volatility of 3.39%. This indicates that VUSA.L experiences smaller price fluctuations and is considered to be less risky than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
3.03%
3.39%
VUSA.L
VUAA.L