VVSM.DE vs. VUAA.L
Compare and contrast key facts about VanEck Semiconductor UCITS ETF (VVSM.DE) and Vanguard S&P 500 UCITS ETF (VUAA.L).
VVSM.DE 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. VVSM.DE is a passively managed fund by VanEck that tracks the performance of the MVIS US Listed Semiconductor 10% Capped ESG Index. It was launched on Dec 1, 2020. 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 VVSM.DE 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: VVSM.DE or VUAA.L.
Key characteristics
| VVSM.DE | VUAA.L | |
|---|---|---|
| YTD Return | 28.95% | 23.12% |
| 1Y Return | 48.11% | 35.03% |
| 3Y Return (Ann) | 21.30% | 10.80% |
| Sharpe Ratio | 1.78 | 2.97 |
| Sortino Ratio | 2.28 | 4.14 |
| Omega Ratio | 1.31 | 1.56 |
| Calmar Ratio | 2.06 | 3.02 |
| Martin Ratio | 5.74 | 18.62 |
| Ulcer Index | 9.08% | 1.88% |
| Daily Std Dev | 29.22% | 11.79% |
| Max Drawdown | -44.53% | -34.05% |
| Current Drawdown | -13.03% | -0.11% |
Correlation
The correlation between VVSM.DE and VUAA.L is 0.75, 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
VVSM.DE vs. VUAA.L - Performance Comparison
In the year-to-date period, VVSM.DE achieves a 28.95% return, which is significantly higher than VUAA.L's 23.12% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VVSM.DE vs. VUAA.L - Expense Ratio Comparison
VVSM.DE has a 0.35% expense ratio, which is higher than VUAA.L's 0.07% expense ratio.
Risk-Adjusted Performance
VVSM.DE vs. VUAA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Semiconductor UCITS ETF (VVSM.DE) 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
VVSM.DE vs. VUAA.L - Dividend Comparison
Neither VVSM.DE nor VUAA.L has paid dividends to shareholders.
Drawdowns
VVSM.DE vs. VUAA.L - Drawdown Comparison
The maximum VVSM.DE drawdown since its inception was -44.53%, which is greater than VUAA.L's maximum drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for VVSM.DE and VUAA.L. For additional features, visit the drawdowns tool.
Volatility
VVSM.DE vs. VUAA.L - Volatility Comparison
VanEck Semiconductor UCITS ETF (VVSM.DE) has a higher volatility of 8.45% compared to Vanguard S&P 500 UCITS ETF (VUAA.L) at 2.26%. This indicates that VVSM.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.