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ACU2.DE vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ACU2.DE and VOO is 0.47, 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.


-0.50.00.51.00.5

Performance

ACU2.DE vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.48%
8.89%
ACU2.DE
VOO

Key characteristics

Sharpe Ratio

ACU2.DE:

2.29

VOO:

2.21

Sortino Ratio

ACU2.DE:

3.15

VOO:

2.93

Omega Ratio

ACU2.DE:

1.46

VOO:

1.41

Calmar Ratio

ACU2.DE:

3.58

VOO:

3.25

Martin Ratio

ACU2.DE:

14.14

VOO:

14.47

Ulcer Index

ACU2.DE:

2.00%

VOO:

1.90%

Daily Std Dev

ACU2.DE:

12.32%

VOO:

12.43%

Max Drawdown

ACU2.DE:

-34.31%

VOO:

-33.99%

Current Drawdown

ACU2.DE:

-2.70%

VOO:

-2.87%

Returns By Period

In the year-to-date period, ACU2.DE achieves a 27.42% return, which is significantly higher than VOO's 25.49% return. Over the past 10 years, ACU2.DE has outperformed VOO with an annualized return of 16.55%, while VOO has yielded a comparatively lower 13.04% annualized return.


ACU2.DE

YTD

27.42%

1M

1.06%

6M

10.63%

1Y

26.87%

5Y*

14.74%

10Y*

16.55%

VOO

YTD

25.49%

1M

0.01%

6M

8.65%

1Y

27.45%

5Y*

14.70%

10Y*

13.04%

Compare stocks, funds, or ETFs

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


ACU2.DE vs. VOO - Expense Ratio Comparison

ACU2.DE has a 0.35% expense ratio, which is higher than VOO's 0.03% expense ratio.


ACU2.DE
Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR
Expense ratio chart for ACU2.DE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

ACU2.DE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) 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 ratio
The chart of Sharpe ratio for ACU2.DE, currently valued at 1.77, compared to the broader market0.002.004.001.772.13
The chart of Sortino ratio for ACU2.DE, currently valued at 2.47, compared to the broader market-2.000.002.004.006.008.0010.002.472.84
The chart of Omega ratio for ACU2.DE, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.40
The chart of Calmar ratio for ACU2.DE, currently valued at 2.75, compared to the broader market0.005.0010.0015.002.753.11
The chart of Martin ratio for ACU2.DE, currently valued at 9.89, compared to the broader market0.0020.0040.0060.0080.00100.009.8913.94
ACU2.DE
VOO

The current ACU2.DE Sharpe Ratio is 2.29, which is comparable to the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of ACU2.DE and VOO, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.77
2.13
ACU2.DE
VOO

Dividends

ACU2.DE vs. VOO - Dividend Comparison

ACU2.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
ACU2.DE
Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

ACU2.DE vs. VOO - Drawdown Comparison

The maximum ACU2.DE drawdown since its inception was -34.31%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ACU2.DE and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.11%
-2.87%
ACU2.DE
VOO

Volatility

ACU2.DE vs. VOO - Volatility Comparison

The current volatility for Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (ACU2.DE) is 3.12%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.60%. This indicates that ACU2.DE experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.12%
3.60%
ACU2.DE
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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