XAUS.L vs. VUSA.L
Compare and contrast key facts about Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.L) and Vanguard S&P 500 UCITS ETF (VUSA.L).
XAUS.L and VUSA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XAUS.L is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI Australia NR USD. It was launched on Jan 17, 2008. VUSA.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on May 22, 2012. Both XAUS.L and VUSA.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: XAUS.L or VUSA.L.
Key characteristics
| XAUS.L | VUSA.L | |
|---|---|---|
| YTD Return | 5.13% | 14.30% |
| 1Y Return | 14.09% | 20.75% |
| 3Y Return (Ann) | 6.30% | 11.36% |
| 5Y Return (Ann) | 6.91% | 13.95% |
| 10Y Return (Ann) | 10.04% | 15.42% |
| Sharpe Ratio | 1.21 | 1.79 |
| Daily Std Dev | 15.48% | 11.26% |
| Max Drawdown | -51.15% | -25.47% |
| Current Drawdown | -0.81% | -2.40% |
Correlation
The correlation between XAUS.L and VUSA.L is 0.49, 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
XAUS.L vs. VUSA.L - Performance Comparison
In the year-to-date period, XAUS.L achieves a 5.13% return, which is significantly lower than VUSA.L's 14.30% return. Over the past 10 years, XAUS.L has underperformed VUSA.L with an annualized return of 10.04%, while VUSA.L has yielded a comparatively higher 15.42% annualized 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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XAUS.L vs. VUSA.L - Expense Ratio Comparison
XAUS.L has a 0.50% expense ratio, which is higher than VUSA.L's 0.07% expense ratio.
Risk-Adjusted Performance
XAUS.L vs. VUSA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.L) and Vanguard S&P 500 UCITS ETF (VUSA.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
XAUS.L vs. VUSA.L - Dividend Comparison
XAUS.L's dividend yield for the trailing twelve months is around 3.17%, more than VUSA.L's 0.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XAUS.L Xtrackers S&P/ASX 200 UCITS ETF 1D | 3.17% | 3.83% | 5.17% | 2.15% | 4.85% | 3.73% | 3.53% | 3.49% | 3.73% | 0.00% | 0.00% | 0.00% |
VUSA.L Vanguard S&P 500 UCITS ETF | 0.82% | 1.25% | 1.41% | 1.05% | 1.46% | 1.48% | 1.70% | 1.60% | 1.55% | 1.73% | 1.50% | 1.62% |
Drawdowns
XAUS.L vs. VUSA.L - Drawdown Comparison
The maximum XAUS.L drawdown since its inception was -51.15%, which is greater than VUSA.L's maximum drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for XAUS.L and VUSA.L. For additional features, visit the drawdowns tool.
Volatility
XAUS.L vs. VUSA.L - Volatility Comparison
Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.L) has a higher volatility of 4.87% compared to Vanguard S&P 500 UCITS ETF (VUSA.L) at 4.23%. This indicates that XAUS.L's price experiences larger fluctuations and is considered to be riskier than VUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.