VUSA.L vs. VUKE.L
Compare and contrast key facts about Vanguard S&P 500 UCITS ETF (VUSA.L) and Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L).
VUSA.L and VUKE.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. VUKE.L is a passively managed fund by Vanguard that tracks the performance of the FTSE AllSh TR GBP. It was launched on May 22, 2012. Both VUSA.L and VUKE.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 VUKE.L.
Key characteristics
| VUSA.L | VUKE.L | |
|---|---|---|
| YTD Return | 15.40% | 11.05% |
| 1Y Return | 21.26% | 11.82% |
| 3Y Return (Ann) | 12.18% | 10.37% |
| 5Y Return (Ann) | 14.16% | 6.21% |
| 10Y Return (Ann) | 15.64% | 5.92% |
| Sharpe Ratio | 2.04 | 1.25 |
| Daily Std Dev | 11.26% | 10.10% |
| Max Drawdown | -25.47% | -34.27% |
| Current Drawdown | -1.46% | -0.41% |
Correlation
The correlation between VUSA.L and VUKE.L is 0.71, 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. VUKE.L - Performance Comparison
In the year-to-date period, VUSA.L achieves a 15.40% return, which is significantly higher than VUKE.L's 11.05% return. Over the past 10 years, VUSA.L has outperformed VUKE.L with an annualized return of 15.64%, while VUKE.L has yielded a comparatively lower 5.92% annualized 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. VUKE.L - Expense Ratio Comparison
VUSA.L has a 0.07% expense ratio, which is lower than VUKE.L's 0.09% 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%.
Risk-Adjusted Performance
VUSA.L vs. VUKE.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 FTSE 100 UCITS ETF Distributing (VUKE.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. VUKE.L - Dividend Comparison
VUSA.L's dividend yield for the trailing twelve months is around 0.81%, less than VUKE.L's 3.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUSA.L Vanguard S&P 500 UCITS ETF | 0.81% | 1.25% | 1.41% | 1.05% | 1.46% | 1.48% | 1.70% | 1.60% | 1.55% | 1.73% | 1.50% | 1.62% |
VUKE.L Vanguard FTSE 100 UCITS ETF Distributing | 3.69% | 3.82% | 3.94% | 3.90% | 3.02% | 4.65% | 4.64% | 3.99% | 3.75% | 4.25% | 6.86% | 3.46% |
Drawdowns
VUSA.L vs. VUKE.L - Drawdown Comparison
The maximum VUSA.L drawdown since its inception was -25.47%, smaller than the maximum VUKE.L drawdown of -34.27%. Use the drawdown chart below to compare losses from any high point for VUSA.L and VUKE.L. For additional features, visit the drawdowns tool.
Volatility
VUSA.L vs. VUKE.L - Volatility Comparison
Vanguard S&P 500 UCITS ETF (VUSA.L) has a higher volatility of 4.39% compared to Vanguard FTSE 100 UCITS ETF Distributing (VUKE.L) at 3.81%. This indicates that VUSA.L's price experiences larger fluctuations and is considered to be riskier than VUKE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.