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3SUD.DE vs. VUAA.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 3SUD.DE and VUAA.DE is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

3SUD.DE vs. VUAA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.DE) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%December2025FebruaryMarchAprilMay
-9.20%
80.85%
3SUD.DE
VUAA.DE

Key characteristics

Sharpe Ratio

3SUD.DE:

0.73

VUAA.DE:

0.20

Sortino Ratio

3SUD.DE:

1.08

VUAA.DE:

0.38

Omega Ratio

3SUD.DE:

1.14

VUAA.DE:

1.06

Calmar Ratio

3SUD.DE:

0.28

VUAA.DE:

0.15

Martin Ratio

3SUD.DE:

2.81

VUAA.DE:

0.53

Ulcer Index

3SUD.DE:

1.79%

VUAA.DE:

6.72%

Daily Std Dev

3SUD.DE:

7.13%

VUAA.DE:

18.13%

Max Drawdown

3SUD.DE:

-30.78%

VUAA.DE:

-33.67%

Current Drawdown

3SUD.DE:

-12.99%

VUAA.DE:

-15.84%

Returns By Period

In the year-to-date period, 3SUD.DE achieves a 1.79% return, which is significantly higher than VUAA.DE's -12.44% return.


3SUD.DE

YTD

1.79%

1M

2.46%

6M

0.54%

1Y

5.19%

5Y*

0.08%

10Y*

N/A

VUAA.DE

YTD

-12.44%

1M

4.24%

6M

-10.12%

1Y

3.59%

5Y*

14.21%

10Y*

N/A

*Annualized

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3SUD.DE vs. VUAA.DE - Expense Ratio Comparison

3SUD.DE has a 0.50% expense ratio, which is higher than VUAA.DE's 0.07% expense ratio.


Risk-Adjusted Performance

3SUD.DE vs. VUAA.DE — Risk-Adjusted Performance Rank

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

3SUD.DE
The Risk-Adjusted Performance Rank of 3SUD.DE is 6565
Overall Rank
The Sharpe Ratio Rank of 3SUD.DE is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of 3SUD.DE is 7171
Sortino Ratio Rank
The Omega Ratio Rank of 3SUD.DE is 6767
Omega Ratio Rank
The Calmar Ratio Rank of 3SUD.DE is 4444
Calmar Ratio Rank
The Martin Ratio Rank of 3SUD.DE is 7272
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.

3SUD.DE vs. VUAA.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.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 3SUD.DE Sharpe Ratio is 0.73, which is higher than the VUAA.DE Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of 3SUD.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
0.85
0.51
3SUD.DE
VUAA.DE

Dividends

3SUD.DE vs. VUAA.DE - Dividend Comparison

Neither 3SUD.DE nor VUAA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

3SUD.DE vs. VUAA.DE - Drawdown Comparison

The maximum 3SUD.DE drawdown since its inception was -30.78%, smaller than the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for 3SUD.DE and VUAA.DE. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-20.55%
-8.72%
3SUD.DE
VUAA.DE

Volatility

3SUD.DE vs. VUAA.DE - Volatility Comparison

The current volatility for iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.DE) is 5.73%, while Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) has a volatility of 10.99%. This indicates that 3SUD.DE experiences smaller price fluctuations and is considered to be less risky than VUAA.DE based on this measure. 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
5.73%
10.99%
3SUD.DE
VUAA.DE