^AW03 vs. VUAG.L
Compare and contrast key facts about FTSE All World ex UK Index (^AW03) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AW03 or VUAG.L.
Key characteristics
| ^AW03 | VUAG.L | |
|---|---|---|
| YTD Return | 10.45% | 10.63% |
| 1Y Return | 18.46% | 17.03% |
| 3Y Return (Ann) | 2.39% | 9.34% |
| 5Y Return (Ann) | 8.96% | 12.70% |
| Sharpe Ratio | 1.77 | 0.50 |
| Daily Std Dev | 10.62% | 33.08% |
| Max Drawdown | -58.89% | -25.61% |
| Current Drawdown | -3.67% | -7.68% |
Correlation
The correlation between ^AW03 and VUAG.L is 0.71, 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
^AW03 vs. VUAG.L - Performance Comparison
The year-to-date returns for both investments are quite close, with ^AW03 having a 10.45% return and VUAG.L slightly higher at 10.63%. 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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Risk-Adjusted Performance
^AW03 vs. VUAG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FTSE All World ex UK Index (^AW03) 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.
Drawdowns
^AW03 vs. VUAG.L - Drawdown Comparison
The maximum ^AW03 drawdown since its inception was -58.89%, which is greater than VUAG.L's maximum drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for ^AW03 and VUAG.L. For additional features, visit the drawdowns tool.
Volatility
^AW03 vs. VUAG.L - Volatility Comparison
The current volatility for FTSE All World ex UK Index (^AW03) is 3.51%, while Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) has a volatility of 3.83%. This indicates that ^AW03 experiences smaller price fluctuations and is considered to be less risky than VUAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.