VUSD.L vs. ^AW01
Compare and contrast key facts about Vanguard S&P 500 UCITS ETF (VUSD.L) and FTSE All World (^AW01).
VUSD.L 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: VUSD.L or ^AW01.
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.
Performance
VUSD.L vs. ^AW01 - Performance Comparison
Key characteristics
VUSD.L:
1.93
^AW01:
1.47
VUSD.L:
2.64
^AW01:
1.98
VUSD.L:
1.36
^AW01:
1.27
VUSD.L:
3.10
^AW01:
1.84
VUSD.L:
12.05
^AW01:
7.58
VUSD.L:
1.96%
^AW01:
2.00%
VUSD.L:
12.22%
^AW01:
10.26%
VUSD.L:
-33.93%
^AW01:
-59.48%
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
3.42%
2.05%
10.37%
23.13%
14.02%
12.96%
^AW01
5.13%
3.50%
7.07%
17.64%
8.45%
7.18%
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Risk-Adjusted Performance
VUSD.L vs. ^AW01 — Risk-Adjusted Performance Rank
VUSD.L
^AW01
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.
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.
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.