VUSA.MI vs. ^GSPC
Compare and contrast key facts about Vanguard S&P 500 UCITS ETF (VUSA.MI) and S&P 500 (^GSPC).
VUSA.MI is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUSA.MI or ^GSPC.
Correlation
The correlation between VUSA.MI and ^GSPC is 0.61, 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.
Performance
VUSA.MI vs. ^GSPC - Performance Comparison
Key characteristics
VUSA.MI:
0.02
^GSPC:
0.14
VUSA.MI:
0.14
^GSPC:
0.33
VUSA.MI:
1.02
^GSPC:
1.05
VUSA.MI:
0.01
^GSPC:
0.14
VUSA.MI:
0.05
^GSPC:
0.62
VUSA.MI:
5.68%
^GSPC:
4.36%
VUSA.MI:
18.05%
^GSPC:
19.19%
VUSA.MI:
-33.68%
^GSPC:
-56.78%
VUSA.MI:
-20.96%
^GSPC:
-16.05%
Returns By Period
In the year-to-date period, VUSA.MI achieves a -18.06% return, which is significantly lower than ^GSPC's -12.30% return.
VUSA.MI
-18.06%
-10.94%
-13.24%
0.30%
13.79%
N/A
^GSPC
-12.30%
-8.99%
-11.89%
3.84%
13.06%
9.34%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
VUSA.MI vs. ^GSPC — Risk-Adjusted Performance Rank
VUSA.MI
^GSPC
VUSA.MI vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (VUSA.MI) and S&P 500 (^GSPC). 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.
Drawdowns
VUSA.MI vs. ^GSPC - Drawdown Comparison
The maximum VUSA.MI drawdown since its inception was -33.68%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for VUSA.MI and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
VUSA.MI vs. ^GSPC - Volatility Comparison
The current volatility for Vanguard S&P 500 UCITS ETF (VUSA.MI) is 12.92%, while S&P 500 (^GSPC) has a volatility of 13.75%. This indicates that VUSA.MI experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.