^GSPTXDV vs. VUSA.L
Compare and contrast key facts about S&P/TSX Dividend Aristocrats (^GSPTXDV) and Vanguard S&P 500 UCITS ETF (VUSA.L).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^GSPTXDV or VUSA.L.
Key characteristics
| ^GSPTXDV | VUSA.L | |
|---|---|---|
| YTD Return | 12.63% | 14.81% |
| 1Y Return | 17.11% | 19.54% |
| 3Y Return (Ann) | 2.92% | 11.65% |
| 5Y Return (Ann) | 5.01% | 13.94% |
| 10Y Return (Ann) | 2.68% | 15.56% |
| Sharpe Ratio | 1.88 | 1.80 |
| Daily Std Dev | 10.90% | 11.25% |
| Max Drawdown | -46.09% | -25.47% |
| Current Drawdown | 0.00% | -1.97% |
Correlation
The correlation between ^GSPTXDV and VUSA.L is 0.50, 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
^GSPTXDV vs. VUSA.L - Performance Comparison
In the year-to-date period, ^GSPTXDV achieves a 12.63% return, which is significantly lower than VUSA.L's 14.81% return. Over the past 10 years, ^GSPTXDV has underperformed VUSA.L with an annualized return of 2.68%, while VUSA.L has yielded a comparatively higher 15.56% 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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Risk-Adjusted Performance
^GSPTXDV vs. VUSA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P/TSX Dividend Aristocrats (^GSPTXDV) 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.
Drawdowns
^GSPTXDV vs. VUSA.L - Drawdown Comparison
The maximum ^GSPTXDV drawdown since its inception was -46.09%, 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 ^GSPTXDV and VUSA.L. For additional features, visit the drawdowns tool.
Volatility
^GSPTXDV vs. VUSA.L - Volatility Comparison
The current volatility for S&P/TSX Dividend Aristocrats (^GSPTXDV) is 2.29%, while Vanguard S&P 500 UCITS ETF (VUSA.L) has a volatility of 4.02%. This indicates that ^GSPTXDV experiences smaller price fluctuations and is considered to be less risky than VUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.