PortfoliosLab logo
Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00BFMXXD54

Issuer

Vanguard

Inception Date

May 14, 2019

Leveraged

1x

Index Tracked

S&P 500 Index

Domicile

Ireland

Distribution Policy

Accumulating

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

VUAA.DE has an expense ratio of 0.07%, which is considered low.


Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Vanguard S&P 500 UCITS USD Acc ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


Loading data...

S&P 500

Returns By Period

Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) has returned -5.62% so far this year and 4.86% over the past 12 months.


VUAA.DE

YTD
-5.62%
1M
1.21%
6M
-7.57%
1Y
4.86%
3Y*
12.78%
5Y*
15.29%
10Y*
N/A

^GSPC (Benchmark)

YTD
5.92%
1M
3.83%
6M
4.26%
1Y
11.91%
3Y*
16.90%
5Y*
14.47%
10Y*
11.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

The table below presents the monthly returns of VUAA.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

Based on daily data since Feb 2020, the average daily return (also called the expected return) is 0.05%, while the average monthly return is 1.09%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.80%-3.64%-9.07%-5.26%6.84%0.05%-7.91%
20244.12%4.37%3.68%-2.16%1.15%6.94%-0.44%-0.74%1.71%2.64%8.46%-0.84%32.33%
20234.13%0.86%0.26%0.18%4.10%4.19%2.24%0.47%-2.12%-3.23%5.92%3.94%22.52%
2022-5.92%-1.85%6.11%-2.93%-4.09%-5.81%11.20%-1.31%-5.40%4.85%-1.99%-6.50%-14.29%
20211.08%3.41%7.00%2.53%-1.14%5.68%2.32%3.73%-2.14%5.99%2.41%4.23%40.76%
2020-11.34%-9.14%10.92%1.97%0.99%0.44%6.91%-1.67%-2.53%7.75%1.12%3.17%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VUAA.DE is 23, meaning it’s performing worse than 77% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VUAA.DE is 2323
Overall Rank
The Sharpe Ratio Rank of VUAA.DE is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of VUAA.DE is 2222
Sortino Ratio Rank
The Omega Ratio Rank of VUAA.DE is 2323
Omega Ratio Rank
The Calmar Ratio Rank of VUAA.DE is 2424
Calmar Ratio Rank
The Martin Ratio Rank of VUAA.DE is 2222
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Vanguard S&P 500 UCITS USD Acc ETF Sharpe ratios as of Jul 8, 2025 (values are recalculated daily):

  • 1-Year: 0.26
  • 5-Year: 0.96
  • All Time: 0.68

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Vanguard S&P 500 UCITS USD Acc ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History


Vanguard S&P 500 UCITS USD Acc ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard S&P 500 UCITS USD Acc ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard S&P 500 UCITS USD Acc ETF was 33.67%, occurring on Mar 23, 2020. Recovery took 201 trading sessions.

The current Vanguard S&P 500 UCITS USD Acc ETF drawdown is 9.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.67%Feb 20, 202023Mar 23, 2020201Jan 8, 2021224
-23.33%Feb 20, 202535Apr 9, 2025
-17.13%Jan 5, 2022115Jun 16, 202243Aug 16, 2022158
-14.84%Aug 19, 202295Dec 30, 2022146Jul 27, 2023241
-8.22%Jul 17, 202414Aug 5, 202442Oct 2, 202456
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading data...