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^AEX vs. VOO

Last updated May 27, 2023

Compare and contrast key facts about AEX Index (^AEX) and Vanguard S&P 500 ETF (VOO).

VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AEX or VOO.

Key characteristics

YTD Return11.44%10.28%
1Y Return10.83%5.42%
5Y Return (Ann)6.31%11.00%
10Y Return (Ann)7.42%11.83%
Sharpe Ratio0.430.36
Daily Std Dev17.74%21.12%
Max Drawdown-71.60%-33.99%



The correlation between ^AEX and VOO is 0.57, 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.

^AEX vs. VOO - Performance Comparison

In the year-to-date period, ^AEX achieves a 11.44% return, which is significantly higher than VOO's 10.28% return. Over the past 10 years, ^AEX has underperformed VOO with an annualized return of 7.42%, while VOO has yielded a comparatively higher 11.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


Compare stocks, funds, or ETFs

AEX Index

Vanguard S&P 500 ETF

^AEX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AEX Index (^AEX) and Vanguard S&P 500 ETF (VOO). 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.

Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AEX Index
Vanguard S&P 500 ETF

^AEX vs. VOO - Sharpe Ratio Comparison

The current ^AEX Sharpe Ratio is 0.42, which is higher than the VOO Sharpe Ratio of 0.19. The chart below compares the 12-month rolling Sharpe Ratio of ^AEX and VOO.


^AEX vs. VOO - Drawdown Comparison

The maximum ^AEX drawdown for the period was -22.30%, roughly equal to the maximum VOO drawdown of -19.87%. The drawdown chart below compares losses from any high point along the way for ^AEX and VOO


^AEX vs. VOO - Volatility Comparison

AEX Index (^AEX) has a higher volatility of 4.10% compared to Vanguard S&P 500 ETF (VOO) at 3.82%. This indicates that ^AEX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.