WENS.L vs. VUAG.L
Compare and contrast key facts about iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L).
WENS.L and VUAG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WENS.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Energy NR USD. It was launched on Oct 17, 2019. VUAG.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on May 14, 2019. Both WENS.L and VUAG.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: WENS.L or VUAG.L.
Key characteristics
| WENS.L | VUAG.L | |
|---|---|---|
| YTD Return | 7.63% | 26.25% |
| 1Y Return | 2.78% | 32.03% |
| Sharpe Ratio | 0.22 | 0.95 |
| Sortino Ratio | 0.40 | 1.58 |
| Omega Ratio | 1.05 | 1.46 |
| Calmar Ratio | 0.18 | 1.56 |
| Martin Ratio | 0.44 | 3.15 |
| Ulcer Index | 8.27% | 10.05% |
| Daily Std Dev | 16.81% | 33.10% |
| Max Drawdown | -23.13% | -25.61% |
| Current Drawdown | -9.77% | 0.00% |
Correlation
The correlation between WENS.L and VUAG.L is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
WENS.L vs. VUAG.L - Performance Comparison
In the year-to-date period, WENS.L achieves a 7.63% return, which is significantly lower than VUAG.L's 26.25% 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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WENS.L vs. VUAG.L - Expense Ratio Comparison
WENS.L has a 0.25% expense ratio, which is higher than VUAG.L's 0.07% expense ratio. However, 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
WENS.L vs. VUAG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.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
WENS.L vs. VUAG.L - Dividend Comparison
WENS.L's dividend yield for the trailing twelve months is around 3.24%, while VUAG.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | |
|---|---|---|---|
WENS.L iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 3.24% | 3.61% | 1.77% |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.00% |
Drawdowns
WENS.L vs. VUAG.L - Drawdown Comparison
The maximum WENS.L drawdown since its inception was -23.13%, smaller than the maximum VUAG.L drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for WENS.L and VUAG.L. For additional features, visit the drawdowns tool.
Volatility
WENS.L vs. VUAG.L - Volatility Comparison
iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) has a higher volatility of 4.33% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 3.33%. This indicates that WENS.L's price experiences larger fluctuations and is considered to be riskier than VUAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.