Vanguard S&P 500 UCITS ETF

10-Year Study

VUSA.LSE · · GB · ETF

Executive Summary: Vanguard S&P 500 UCITS ETF has compounded at 15.4% annually over the last 10 years, with a maximum drawdown of 15.7% and an annualized volatility of 13.5%.

1Y CAGR
+21.9%
3Y CAGR
+17.4%
5Y CAGR
+13.4%
10Y CAGR
+15.4%

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 →
15.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.90
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.55
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +31.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -9.0%
% 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.
2026-1.21.1-4.56.7————————1.8%
20254.0-4.8-8.0-3.86.03.37.0-0.93.75.3-0.8-0.79.4%
20242.34.73.5-2.21.06.5-1.0-0.90.54.26.8-0.427.3%
20233.40.20.50.12.14.02.20.3-0.9-2.64.74.619.8%
2022-6.0-1.77.1-3.6-2.7-4.68.11.8-3.82.6-1.6-4.0-9.0%
2021-0.41.35.14.9-1.84.81.84.2-1.94.13.42.231.0%
20200.6-6.9-6.89.05.81.9-0.76.2-0.0-3.47.01.613.7%
20194.82.43.53.7-2.35.37.0-2.81.3-3.24.10.526.5%
2018-0.20.1-5.53.75.41.63.64.20.3-4.80.9-8.3-0.1%
2017-1.35.7-0.6-2.51.40.10.62.4-2.03.61.02.110.7%
2016———-1.92.89.14.41.11.04.81.63.729.5%

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 13.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 89.1% of variance. Idiosyncratic stock-specific factors contribute 5.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019807.249712313003
2016-05-0110077.12549922155
2016-06-0110996.20083936912
2016-07-0111478.330400054154
2016-08-0111610.158735531035
2016-09-0111724.852771948823
2016-10-0112288.930819738713
2016-11-0112479.692682596627
2016-12-0112947.268665809246
2017-01-0112775.164150815677
2017-02-0113502.631489880187
2017-03-0113422.41758613687
2017-04-0113093.43904420226
2017-05-0113281.281730183442
2017-06-0113291.054626683816
2017-07-0113376.429973600487
2017-08-0113693.647194205647
2017-09-0113421.106071887903
2017-10-0113897.778041020782
2017-11-0114040.986935625804
2017-12-0114333.750761524401
2018-01-0114299.693697962499
2018-02-0114308.197387125161
2018-03-0113527.761795166858
2018-04-0114023.514181276652
2018-05-0114777.59256752183
2018-06-0115019.418872266973
2018-07-0115553.289785419343
2018-08-0116203.166249238477
2018-09-0116249.703851621201
2018-10-0115474.810465037568
2018-11-0115611.20794693021
2018-12-0114315.60109659514
2019-01-0115006.557571244839
2019-02-0115365.78555472822
2019-03-0115905.410207811548
2019-04-0116498.045420699924
2019-05-0116120.79469302105
2019-06-0116982.586475326607
2019-07-0118166.33385229811
2019-08-0117661.993163203144
2019-09-0117894.93501658431
2019-10-0117322.3109727205
2019-11-0118026.89027279496
2019-12-0118114.930955120828
2020-01-0118217.567521830366
2020-02-0116969.259798280647
2020-03-0115814.408041697692
2020-04-0117245.523928789007
2020-05-0118245.1939348812
2020-06-0118598.4989507886
2020-07-0118471.28206863873
2020-08-0119625.033845529004
2020-09-0119616.403235632573
2020-10-0118939.704190076493
2020-11-0120273.344953631622
2020-12-0120588.531442496445
2021-01-0120508.61368713193
2021-02-0120771.762675150614
2021-03-0121821.524064171124
2021-04-0122886.51594124416
2021-05-0122473.092804440534
2021-06-0123551.115210180735
2021-07-0123980.741893995804
2021-08-0124991.834766127395
2021-09-0124507.67447370202
2021-10-0125515.84816895688
2021-11-0126381.70141474311
2021-12-0126967.39829418534
2022-01-0125354.616530156363
2022-02-0124915.513098219722
2022-03-0126696.88790360793
2022-04-0125734.27875177689
2022-05-0125036.722398971095
2022-06-0123881.15142489677
2022-07-0125819.73871251608
2022-08-0126293.153049482164
2022-09-0125291.410004738376
2022-10-0125952.286265484327
2022-11-0125548.25526297976
2022-12-0124533.98937250389
2023-01-0125370.312394232722
2023-02-0125425.31137886685
2023-03-0125560.98964326812
2023-04-0125582.481554186692
2023-05-0126110.133351384284
2023-06-0127150.37568537196
2023-07-0127737.214851418124
2023-08-0127815.18648886482
2023-09-0127562.825763216675
2023-10-0126843.396737291
2023-11-0128114.507886008258
2023-12-0129394.926555202055
2024-01-0130085.121505449126
2024-02-0131491.31862181006
2024-03-0132596.967440601096
2024-04-0131869.96547756041
2024-05-0132179.60976105056
2024-06-0134264.95972382048
2024-07-0133923.37372233128
2024-08-0133606.664184661204
2024-09-0133762.73438028836
2024-10-0135177.60441345698
2024-11-0137566.971840519866
2024-12-0137428.162864685575
2025-01-0138909.49705543897
2025-02-0137041.94307182021
2025-03-0134082.828470859
2025-04-0132801.267515061256
2025-05-0134760.246733906446
2025-06-0135923.89832803086
2025-07-0138421.65606173425
2025-08-0138064.670344547485
2025-09-0139457.96385297502
2025-10-0141565.01726121979
2025-11-0141243.9924186015
2025-12-0140943.86719014418
2026-01-0140450.14553577472
2026-02-0140902.744872402356
2026-03-0139068.31720029784
2026-04-0141694.518716577535
Annual Return Matrix
YearAnnual Return
20170.10708684059183349
2018-0.00126621881677913
20190.2653978574067235
20200.13655036795358955
20210.3098262190047405
2022-0.09023521272373292
20230.19813072830894707
20240.2732864902518992
20250.09393205694249462
20260.018333674319216398
Total Factor Risk
0.13521191552786294
VTI.US Exposure
0.8913724119058031
VEA.US Exposure
0.026577166789960492
VWO.US Exposure
-0.01525406410921293
QQQ.US Exposure
-0.13882491122409518
VTV.US Exposure
-0.0778930671828419
IJR.US Exposure
-0.01665209976305958
QUAL.US Exposure
0.09474331957355671
SHV.US Exposure
0.012079819998950454
TLT.US Exposure
0.024335575818739293
LQD.US Exposure
-0.01130305525538351
HYG.US Exposure
-0.029059068940085916
GLD.US Exposure
-0.0019272291649060815
USO.US Exposure
0.0028070919587649687
VNQ.US Exposure
-0.00045250682676053355
BTC-USD.CC Exposure
-0.004407528818721892
CPER.US Exposure
-0.0036086020858761584
VIX.INDX Exposure
0.0067500365825559246
UUP.US Exposure
0.18948192844455583
TIP.US Exposure
-0.0025126549875018884
Idiosyncratic Exposure
0.05374743728555916
Value Score
41.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
21.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.5%

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 →1.82%
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 →
+3.4%
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 →
+4.8%
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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

Vanguard S&P 500 UCITS ETF (VUSA.LSE) has an annualized volatility of 13.5% and experienced a maximum drawdown of 15.7% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, VUSA.LSE has generated a Compound Annual Growth Rate (CAGR) of 15.4%. 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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