XASX.L vs. VUKG.L
Compare and contrast key facts about Xtrackers MSCI UK ESG UCITS ETF 1D (XASX.L) and Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L).
XASX.L and VUKG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XASX.L is a passively managed fund by Xtrackers that tracks the performance of the FTSE AllSh TR GBP. It was launched on Jun 15, 2007. VUKG.L is a passively managed fund by Vanguard that tracks the performance of the FTSE AllSh TR GBP. It was launched on May 14, 2019. Both XASX.L and VUKG.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: XASX.L or VUKG.L.
Key characteristics
| XASX.L | VUKG.L | |
|---|---|---|
| YTD Return | 13.69% | 14.13% |
| 1Y Return | 17.05% | 17.09% |
| 3Y Return (Ann) | 7.12% | 14.42% |
| 5Y Return (Ann) | 5.02% | 10.44% |
| Sharpe Ratio | 1.52 | 1.63 |
| Daily Std Dev | 11.37% | 10.40% |
| Max Drawdown | -45.50% | -34.32% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XASX.L and VUKG.L is 0.94, 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
XASX.L vs. VUKG.L - Performance Comparison
The year-to-date returns for both investments are quite close, with XASX.L having a 13.69% return and VUKG.L slightly higher at 14.13%. 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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XASX.L vs. VUKG.L - Expense Ratio Comparison
XASX.L has a 0.18% expense ratio, which is higher than VUKG.L's 0.09% 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
XASX.L vs. VUKG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI UK ESG UCITS ETF 1D (XASX.L) and Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.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
XASX.L vs. VUKG.L - Dividend Comparison
XASX.L's dividend yield for the trailing twelve months is around 4.21%, more than VUKG.L's 3.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XASX.L Xtrackers MSCI UK ESG UCITS ETF 1D | 4.21% | 3.39% | 6.09% | 2.50% | 5.94% | 3.73% | 4.36% | 3.72% | 3.77% | 0.39% | 3.04% | 2.98% |
VUKG.L Vanguard FTSE 100 UCITS ETF (GBP) Accumulating | 3.60% | 3.71% | 3.84% | 3.84% | 3.06% | 1.92% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XASX.L vs. VUKG.L - Drawdown Comparison
The maximum XASX.L drawdown since its inception was -45.50%, which is greater than VUKG.L's maximum drawdown of -34.32%. Use the drawdown chart below to compare losses from any high point for XASX.L and VUKG.L. For additional features, visit the drawdowns tool.
Volatility
XASX.L vs. VUKG.L - Volatility Comparison
The current volatility for Xtrackers MSCI UK ESG UCITS ETF 1D (XASX.L) is 3.26%, while Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L) has a volatility of 3.74%. This indicates that XASX.L experiences smaller price fluctuations and is considered to be less risky than VUKG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.