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VUSD.L vs. ^AW01
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between VUSD.L and ^AW01 is 0.69, 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.


-0.50.00.51.00.7

Performance

VUSD.L vs. ^AW01 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 UCITS ETF (VUSD.L) and FTSE All World (^AW01). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
10.37%
7.07%
VUSD.L
^AW01

Key characteristics

Sharpe Ratio

VUSD.L:

1.93

^AW01:

1.47

Sortino Ratio

VUSD.L:

2.64

^AW01:

1.98

Omega Ratio

VUSD.L:

1.36

^AW01:

1.27

Calmar Ratio

VUSD.L:

3.10

^AW01:

1.84

Martin Ratio

VUSD.L:

12.05

^AW01:

7.58

Ulcer Index

VUSD.L:

1.96%

^AW01:

2.00%

Daily Std Dev

VUSD.L:

12.22%

^AW01:

10.26%

Max Drawdown

VUSD.L:

-33.93%

^AW01:

-59.48%

Current Drawdown

VUSD.L:

0.00%

^AW01:

-0.02%

Returns By Period

In the year-to-date period, VUSD.L achieves a 3.42% return, which is significantly lower than ^AW01's 5.13% return. Over the past 10 years, VUSD.L has outperformed ^AW01 with an annualized return of 12.96%, while ^AW01 has yielded a comparatively lower 7.18% annualized return.


VUSD.L

YTD

3.42%

1M

2.05%

6M

10.37%

1Y

23.13%

5Y*

14.02%

10Y*

12.96%

^AW01

YTD

5.13%

1M

3.50%

6M

7.07%

1Y

17.64%

5Y*

8.45%

10Y*

7.18%

*Annualized

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Risk-Adjusted Performance

VUSD.L vs. ^AW01 — Risk-Adjusted Performance Rank

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

VUSD.L
The Risk-Adjusted Performance Rank of VUSD.L is 7979
Overall Rank
The Sharpe Ratio Rank of VUSD.L is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSD.L is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VUSD.L is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VUSD.L is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VUSD.L is 8181
Martin Ratio Rank

^AW01
The Risk-Adjusted Performance Rank of ^AW01 is 6464
Overall Rank
The Sharpe Ratio Rank of ^AW01 is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ^AW01 is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ^AW01 is 6565
Omega Ratio Rank
The Calmar Ratio Rank of ^AW01 is 6666
Calmar Ratio Rank
The Martin Ratio Rank of ^AW01 is 6969
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.

VUSD.L vs. ^AW01 - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (VUSD.L) and FTSE All World (^AW01). 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.


Sharpe ratio
The chart of Sharpe ratio for VUSD.L, currently valued at 1.75, compared to the broader market0.002.004.001.751.47
The chart of Sortino ratio for VUSD.L, currently valued at 2.40, compared to the broader market-2.000.002.004.006.008.0010.0012.002.401.98
The chart of Omega ratio for VUSD.L, currently valued at 1.33, compared to the broader market0.501.001.502.002.503.001.331.27
The chart of Calmar ratio for VUSD.L, currently valued at 2.77, compared to the broader market0.005.0010.0015.002.771.84
The chart of Martin ratio for VUSD.L, currently valued at 10.65, compared to the broader market0.0020.0040.0060.0080.00100.0010.657.58
VUSD.L
^AW01

The current VUSD.L Sharpe Ratio is 1.93, which is higher than the ^AW01 Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of VUSD.L and ^AW01, 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 Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.75
1.47
VUSD.L
^AW01

Drawdowns

VUSD.L vs. ^AW01 - Drawdown Comparison

The maximum VUSD.L drawdown since its inception was -33.93%, smaller than the maximum ^AW01 drawdown of -59.48%. Use the drawdown chart below to compare losses from any high point for VUSD.L and ^AW01. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.02%
VUSD.L
^AW01

Volatility

VUSD.L vs. ^AW01 - Volatility Comparison

Vanguard S&P 500 UCITS ETF (VUSD.L) has a higher volatility of 3.75% compared to FTSE All World (^AW01) at 2.64%. This indicates that VUSD.L's price experiences larger fluctuations and is considered to be riskier than ^AW01 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.75%
2.64%
VUSD.L
^AW01
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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