Vanguard S&P 500 UCITS ETF USD Accumulation

10-Year Study

VUAA.LSE · · GB · ETF

Executive Summary: Vanguard S&P 500 UCITS ETF USD Accumulation has compounded at 15.9% annually over the last 10 years, with a maximum drawdown of 22.4% and an annualized volatility of 12.8%.

1Y CAGR
+22.6%
3Y CAGR
+21.0%
5Y CAGR
+12.3%
10Y CAGR
+15.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
22.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.82
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.31
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +29.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -18.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.7-0.7-6.49.4————————2.4%
20253.1-3.6-5.5-0.77.05.23.31.13.13.00.00.917.4%
20242.14.13.5-3.12.65.70.61.22.6-0.15.5-1.625.3%
20235.7-1.42.71.70.66.73.3-1.2-4.5-3.29.15.426.7%
2022-6.3-1.74.9-7.9-2.4-8.08.3-2.6-7.85.72.3-3.1-18.6%
20210.12.64.25.10.92.02.53.1-3.95.8-0.14.129.3%
20200.6-10.0-9.110.53.62.25.57.9-3.3-3.210.43.817.7%
2019—————6.03.0-3.22.21.84.12.517.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 12.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 95.5% of variance. Idiosyncratic stock-specific factors contribute 3.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-05-0110000
2019-06-0110599.18200408998
2019-07-0110921.267893660532
2019-08-0110575.664621676893
2019-09-0110812.883435582822
2019-10-0111006.134969325154
2019-11-0111453.98773006135
2019-12-0111740.286298568508
2020-01-0111809.815950920247
2020-02-0110630.879345603273
2020-03-019667.689161554194
2020-04-0110683.026584867077
2020-05-0111063.394683026587
2020-06-0111304.703476482618
2020-07-0111928.425357873211
2020-08-0112873.210633946832
2020-09-0112449.897750511247
2020-10-0112055.214723926381
2020-11-0113304.703476482618
2020-12-0113813.905930470348
2021-01-0113824.130879345603
2021-02-0114180.981595092024
2021-03-0114781.18609406953
2021-04-0115534.764826175871
2021-05-0115672.80163599182
2021-06-0115987.730061349694
2021-07-0116394.68302658487
2021-08-0116899.795501022498
2021-09-0116237.21881390593
2021-10-0117175.869120654395
2021-11-0117163.59918200409
2021-12-0117867.07566462168
2022-01-0116736.196319018407
2022-02-0116443.762781186095
2022-03-0117243.353783231083
2022-04-0115883.435582822087
2022-05-0115503.067484662579
2022-06-0114261.758691206544
2022-07-0115439.672801635992
2022-08-0115034.764826175868
2022-09-0113865.030674846626
2022-10-0114658.486707566464
2022-11-0115000
2022-12-0114537.832310838448
2023-01-0115361.963190184051
2023-02-0115147.23926380368
2023-03-0115552.147239263802
2023-04-0115813.905930470346
2023-05-0115907.975460122701
2023-06-0116969.325153374237
2023-07-0117527.60736196319
2023-08-0117312.883435582822
2023-09-0116533.742331288344
2023-10-0116010.224948875259
2023-11-0117470.347648261763
2023-12-0118417.17791411043
2024-01-0118801.63599182004
2024-02-0119566.462167689162
2024-03-0120251.53374233129
2024-04-0119619.63190184049
2024-05-0120137.014314928427
2024-06-0121280.163599182008
2024-07-0121415.13292433538
2024-08-0121680.981595092024
2024-09-0122253.57873210634
2024-10-0122233.12883435583
2024-11-0123451.942740286304
2024-12-0123071.574642126787
2025-01-0123779.14110429448
2025-02-0122912.065439672802
2025-03-0121648.261758691206
2025-04-0121496.932515337423
2025-05-0123010.224948875257
2025-06-0124196.319018404905
2025-07-0124997.95501022495
2025-08-0125284.253578732107
2025-09-0126061.349693251534
2025-10-0126834.355828220858
2025-11-0126846.625766871166
2025-12-0127079.754601226992
2026-01-0127263.803680981593
2026-02-0127067.48466257669
2026-03-0125345.60327198364
2026-04-0127734.151329243356
Annual Return Matrix
YearAnnual Return
20200.17662428148406195
20210.2934122871946707
2022-0.1863339819159895
20230.26684484456322966
20240.2527204086164778
20250.1737280624002835
20260.024165533907264836
Total Factor Risk
0.1282472539696118
VTI.US Exposure
0.9551827360367816
VEA.US Exposure
0.015896833073207894
VWO.US Exposure
0.00011322030230617027
QQQ.US Exposure
0.03856800187784783
VTV.US Exposure
0.026751270699390303
IJR.US Exposure
-0.0555089647367952
QUAL.US Exposure
-0.04890536056235868
SHV.US Exposure
0.06542195607033138
TLT.US Exposure
0.018612426936301035
LQD.US Exposure
-0.030972393962200227
HYG.US Exposure
-0.0484005007526845
GLD.US Exposure
0.0015374825057764736
USO.US Exposure
-0.001954918876756335
VNQ.US Exposure
0.001236234226614615
BTC-USD.CC Exposure
-0.007448973559539988
CPER.US Exposure
0.004786353247739283
VIX.INDX Exposure
0.01082344068256607
UUP.US Exposure
-0.0033695973893177653
TIP.US Exposure
0.026188662851724612
Idiosyncratic Exposure
0.03144209132906531
Value Score
41.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
5.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →22.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.46%
Market Cap$422.4B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.98
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Vanguard S&P 500 UCITS ETF USD Accumulation a high-risk investment?

Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.LSE) has an annualized volatility of 12.8% and experienced a maximum drawdown of 22.4% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of VUAA.LSE?

Over the past 10 years, VUAA.LSE has generated a Compound Annual Growth Rate (CAGR) of 15.9%. It has had a positive return in 86% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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