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2B77.DE vs. VUAA.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 2B77.DE and VUAA.DE is 0.53, 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.


Performance

2B77.DE vs. VUAA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Ageing Population UCITS ETF (2B77.DE) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%December2025FebruaryMarchAprilMay
26.73%
80.85%
2B77.DE
VUAA.DE

Key characteristics

Sharpe Ratio

2B77.DE:

0.39

VUAA.DE:

0.20

Sortino Ratio

2B77.DE:

0.60

VUAA.DE:

0.38

Omega Ratio

2B77.DE:

1.09

VUAA.DE:

1.06

Calmar Ratio

2B77.DE:

0.33

VUAA.DE:

0.15

Martin Ratio

2B77.DE:

1.27

VUAA.DE:

0.53

Ulcer Index

2B77.DE:

5.17%

VUAA.DE:

6.72%

Daily Std Dev

2B77.DE:

17.75%

VUAA.DE:

18.13%

Max Drawdown

2B77.DE:

-38.47%

VUAA.DE:

-33.67%

Current Drawdown

2B77.DE:

-9.34%

VUAA.DE:

-15.84%

Returns By Period

In the year-to-date period, 2B77.DE achieves a -2.17% return, which is significantly higher than VUAA.DE's -12.44% return.


2B77.DE

YTD

-2.17%

1M

7.50%

6M

-4.70%

1Y

6.94%

5Y*

8.10%

10Y*

N/A

VUAA.DE

YTD

-12.44%

1M

4.24%

6M

-10.12%

1Y

3.59%

5Y*

14.21%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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2B77.DE vs. VUAA.DE - Expense Ratio Comparison

2B77.DE has a 0.40% expense ratio, which is higher than VUAA.DE's 0.07% expense ratio.


Risk-Adjusted Performance

2B77.DE vs. VUAA.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

2B77.DE
The Risk-Adjusted Performance Rank of 2B77.DE is 4646
Overall Rank
The Sharpe Ratio Rank of 2B77.DE is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of 2B77.DE is 4444
Sortino Ratio Rank
The Omega Ratio Rank of 2B77.DE is 4646
Omega Ratio Rank
The Calmar Ratio Rank of 2B77.DE is 4848
Calmar Ratio Rank
The Martin Ratio Rank of 2B77.DE is 4747
Martin Ratio Rank

VUAA.DE
The Risk-Adjusted Performance Rank of VUAA.DE is 3333
Overall Rank
The Sharpe Ratio Rank of VUAA.DE is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of VUAA.DE is 3232
Sortino Ratio Rank
The Omega Ratio Rank of VUAA.DE is 3434
Omega Ratio Rank
The Calmar Ratio Rank of VUAA.DE is 3333
Calmar Ratio Rank
The Martin Ratio Rank of VUAA.DE is 3232
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.

2B77.DE vs. VUAA.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Ageing Population UCITS ETF (2B77.DE) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). 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.


The current 2B77.DE Sharpe Ratio is 0.39, which is higher than the VUAA.DE Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of 2B77.DE and VUAA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.64
0.51
2B77.DE
VUAA.DE

Dividends

2B77.DE vs. VUAA.DE - Dividend Comparison

Neither 2B77.DE nor VUAA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

2B77.DE vs. VUAA.DE - Drawdown Comparison

The maximum 2B77.DE drawdown since its inception was -38.47%, which is greater than VUAA.DE's maximum drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for 2B77.DE and VUAA.DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-2.43%
-8.72%
2B77.DE
VUAA.DE

Volatility

2B77.DE vs. VUAA.DE - Volatility Comparison

iShares Ageing Population UCITS ETF (2B77.DE) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) have volatilities of 10.56% and 10.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
10.56%
10.99%
2B77.DE
VUAA.DE