VUSA.L vs. VUAA.L
Compare and contrast key facts about Vanguard S&P 500 UCITS ETF (VUSA.L) and Vanguard S&P 500 UCITS ETF (VUAA.L).
VUSA.L and VUAA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VUAA.L is a passively managed fund by Vanguard Group (Ireland) Limited that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019. Both VUSA.L and VUAA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUSA.L or VUAA.L.
Key characteristics
| VUSA.L | VUAA.L | |
|---|---|---|
| YTD Return | 20.58% | 23.16% |
| 1Y Return | 32.16% | 41.68% |
| 3Y Return (Ann) | 11.86% | 9.73% |
| 5Y Return (Ann) | 15.55% | 15.35% |
| Sharpe Ratio | 2.88 | 3.51 |
| Sortino Ratio | 3.97 | 4.93 |
| Omega Ratio | 1.55 | 1.68 |
| Calmar Ratio | 4.92 | 4.92 |
| Martin Ratio | 19.51 | 22.80 |
| Ulcer Index | 1.58% | 1.77% |
| Daily Std Dev | 10.71% | 11.48% |
| Max Drawdown | -25.47% | -34.05% |
| Current Drawdown | -0.23% | -0.32% |
Correlation
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 20.58% return, which is significantly lower than VUAA.L's 23.16% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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%.
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.
Dividends
VUSA.L vs. VUAA.L - Dividend Comparison
VUSA.L's dividend yield for the trailing twelve months is around 0.77%, while VUAA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUSA.L Vanguard S&P 500 UCITS ETF | 0.77% | 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.
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 1.83% and 1.78%, 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.