Vanguard FTSE 100 UCITS ETF

10-Year Study

VUKE.LSE · · GB · ETF

Executive Summary: Vanguard FTSE 100 UCITS ETF has compounded at 9.4% annually over the last 10 years, with a maximum drawdown of 24.0% and an annualized volatility of 12.7%.

1Y CAGR
+26.2%
3Y CAGR
+16.8%
5Y CAGR
+12.5%
10Y CAGR
+9.4%

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 →
24.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.67
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +26.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -11.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.87.1-6.24.1————————7.4%
20256.31.9-1.9-0.83.80.04.51.41.64.10.22.626.2%
2024-1.20.54.82.62.3-1.02.40.8-1.4-1.62.8-1.49.6%
20234.11.6-2.53.4-5.11.62.1-2.62.6-3.82.13.97.0%
20221.40.21.70.71.0-5.73.9-1.2-5.13.06.9-1.15.3%
2021-0.91.44.44.01.20.10.22.0-0.52.4-2.14.417.7%
2020-3.5-9.0-13.23.82.91.6-3.81.7-1.5-4.812.43.5-11.6%
20193.72.03.32.5-3.04.12.2-4.33.3-1.81.92.917.5%
2018-2.3-3.2-2.16.82.8-0.11.7-3.61.2-4.7-1.9-3.4-8.8%
2017-0.42.81.4-1.44.7-2.40.91.5-0.82.1-2.05.211.9%
2016———1.50.04.93.71.71.60.8-2.15.618.8%

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 12.7%. The dominant macroeconomic risk driver is VEA.US, accounting for 65.6% of variance. Idiosyncratic stock-specific factors contribute 9.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110147.629478533716
2016-05-0110152.150395849367
2016-06-0110648.643993907524
2016-07-0111037.442883053556
2016-08-0111229.528048524511
2016-09-0111405.790003390688
2016-10-0111493.08676393815
2016-11-0111251.702071548896
2016-12-0111877.364735768528
2017-01-0111831.56353772544
2017-02-0112166.219059972122
2017-03-0112341.18932417668
2017-04-0112162.720731096915
2017-05-0112734.939694192235
2017-06-0112428.970468722247
2017-07-0112538.064509184456
2017-08-0112723.745041791573
2017-09-0112622.239683966352
2017-10-0112883.53794072216
2017-11-0112629.989827936039
2017-12-0113286.760708922891
2018-01-0112984.774196326216
2018-02-0112573.693643267332
2018-03-0112312.449206955753
2018-04-0113154.685338772784
2018-05-0113520.664359563623
2018-06-0113512.806574705468
2018-07-0113741.059078701635
2018-08-0113249.624602401469
2018-09-0113413.131111984198
2018-10-0112789.352163312757
2018-11-0112552.54220868339
2018-12-0112120.740784594436
2019-01-0112565.0823721899
2019-02-0112817.23115342594
2019-03-0113235.093082458303
2019-04-0113565.066226056628
2019-05-0113160.87468985969
2019-06-0113697.572159760606
2019-07-0113999.558672357281
2019-08-0113391.441472957917
2019-09-0113831.6927067916
2019-10-0113583.903381538512
2019-11-0113844.394331630812
2019-12-0114241.158646523467
2020-01-0113737.668390714894
2020-02-0112504.480551982475
2020-03-0110854.66865443507
2020-04-0111270.485406586546
2020-05-0111597.498425752006
2020-06-0111780.810858812827
2020-07-0111335.177580555748
2020-08-0111525.379030478518
2020-09-0111357.566885357071
2020-10-0110817.80165013482
2020-11-0112158.468916002432
2020-12-0112588.171342766262
2021-01-0112469.12052012077
2021-02-0112649.9033923026
2021-03-0113204.576890577655
2021-04-0113732.878371178076
2021-05-0113897.838032755124
2021-06-0113908.225378492272
2021-07-0113932.982782839888
2021-08-0114216.50888306432
2021-09-0114145.573537563978
2021-10-0114490.508764659342
2021-11-0114191.267094718598
2021-12-0114814.507838947702
2022-01-0115021.124524361823
2022-02-0115057.883887773609
2022-03-0115314.445945436832
2022-04-0115425.316060558762
2022-05-0115575.475099971474
2022-06-0114693.573300754024
2022-07-0115259.656733206677
2022-08-0115083.502419228967
2022-09-0114318.983008885754
2022-10-0114749.223640091925
2022-11-0115773.6957960851
2022-12-0115598.833172769007
2023-01-0116232.192160514092
2023-02-0116492.683110606395
2023-03-0116076.81253801069
2023-04-0116617.27743900798
2023-05-0115772.780848533122
2023-06-0116022.077146224765
2023-07-0116363.783146666092
2023-08-0115946.405601631837
2023-09-0116356.248284473339
2023-10-0115741.5111704332
2023-11-0116074.82118157403
2023-12-0116698.061925803137
2024-01-0116489.34624306389
2024-02-0116563.887558327904
2024-03-0117362.58295075967
2024-04-0117810.36904678611
2024-05-0118218.112732302492
2024-06-0118028.44948682206
2024-07-0118465.471494001707
2024-08-0118610.30230943526
2024-09-0118351.425972669975
2024-10-0118051.323175621492
2024-11-0118548.893182564327
2024-12-0118293.461354230018
2025-01-0119438.921868861104
2025-02-0119812.97395628703
2025-03-0119438.437484863
2025-04-0119284.78011657508
2025-05-0120024.326840793743
2025-06-0120031.10821676722
2025-07-0120928.348842591346
2025-08-0121223.015774772204
2025-09-0121561.9769325576
2025-10-0122454.050795735267
2025-11-0122501.84335021501
2025-12-0123085.310786155227
2026-01-0123736.64580227445
2026-02-0125410.353977061724
2026-03-0123826.310662368207
2026-04-0124792.387636367548
Annual Return Matrix
YearAnnual Return
20170.11866234678387744
2018-0.08775802845199132
20190.17494127624807398
2020-0.11607112488426152
20210.17685940519556032
20220.05294305705919533
20230.07046865242158362
20240.09554398800986297
20250.26194328886901364
20260.07394645305083314
Total Factor Risk
0.12678926663983178
VTI.US Exposure
0.05746769649497822
VEA.US Exposure
0.6562622746902904
VWO.US Exposure
0.06250070858543536
QQQ.US Exposure
-0.07259899040338111
VTV.US Exposure
0.036142731909673716
IJR.US Exposure
-0.033386106168644215
QUAL.US Exposure
-0.03616114158104666
SHV.US Exposure
0.17596611693514597
TLT.US Exposure
0.049834889627381834
LQD.US Exposure
-0.040286309374085366
HYG.US Exposure
0.011923463908903007
GLD.US Exposure
0.004698637618672315
USO.US Exposure
-0.0016740135696837854
VNQ.US Exposure
-0.006236758832735107
BTC-USD.CC Exposure
-0.0018865603904382792
CPER.US Exposure
-0.0025689379012319626
VIX.INDX Exposure
0.023799757330832633
UUP.US Exposure
0.02076769291239752
TIP.US Exposure
0.005545921664170427
Idiosyncratic Exposure
0.0898889265433649
Value Score
44.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
34.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.7%

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 →14.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.85%
Market Cap$61.2B
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 →
+1.9%
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 →
+9.9%
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 →
2.4% 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 FTSE 100 UCITS ETF a high-risk investment?

Vanguard FTSE 100 UCITS ETF (VUKE.LSE) has an annualized volatility of 12.7% and experienced a maximum drawdown of 24.0% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, VUKE.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.4%. It has had a positive return in 80% 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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