ANAU.DE vs. VUAA.L

Last updated Jun 5, 2026

ANAU.DE (AXA IM NASDAQ 100 UCITS ETF - USD Acc) and VUAA.L (Vanguard S&P 500 UCITS ETF USD Accumulation) are both exchange-traded funds - ANAU.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index, while VUAA.L is a S&P 500 fund tracking the S&P 500 Net Total Return. Both are passively managed. Their correlation of 0.91 suggests significant overlap in exposure. ANAU.DE charges 0.14%/yr vs 0.07%/yr for VUAA.L.

Performance

ANAU.DE vs. VUAA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AXA IM NASDAQ 100 UCITS ETF - USD Acc (ANAU.DE) and Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ANAU.DE achieves a 19.26% return, which is significantly higher than VUAA.L's 9.14% return.

ANAU.DE

• 1D: -0.69%
• 1M: 6.81%
• YTD: 19.26%
• 6M: 18.67%
• 1Y: 39.48%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VUAA.L

• 1D: -1.07%
• 1M: 2.12%
• YTD: 9.14%
• 6M: 9.60%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ANAU.DE vs. VUAA.L - Yearly Performance Comparison

	2026 (YTD)	2025
ANAU.DE AXA IM NASDAQ 100 UCITS ETF - USD Acc	19.26%	17.61%
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation	9.14%	15.63%

Correlation

The correlation between ANAU.DE and VUAA.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 9, 2025	0.91

Return for Risk

ANAU.DE vs. VUAA.L — Risk / Return Rank

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

ANAU.DE

ANAU.DE Risk / Return Rank: 76
ANAU.DE Sharpe Ratio Rank: 79
ANAU.DE Sortino Ratio Rank: 79
ANAU.DE Omega Ratio Rank: 75
ANAU.DE Calmar Ratio Rank: 75
ANAU.DE Martin Ratio Rank: 72

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ANAU.DE vs. VUAA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AXA IM NASDAQ 100 UCITS ETF - USD Acc (ANAU.DE) and Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L). 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.

	ANAU.DE	VUAA.L	Difference
Sharpe ratio: Return per unit of total volatility	2.53	—	—
Sortino ratio: Return per unit of downside risk	3.49	—	—
Omega ratio: Gain probability vs. loss probability	1.43	—	—
Calmar ratio: Return relative to maximum drawdown	3.71	—	—
Martin ratio: Return relative to average drawdown	13.31	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	ANAU.DE	VUAA.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.53	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.60	2.23	-0.63

Drawdowns

ANAU.DE vs. VUAA.L - Drawdown Comparison

The maximum ANAU.DE drawdown since its inception was -22.35%, which is greater than VUAA.L's maximum drawdown of -8.18%. Use the drawdown chart below to compare losses from any high point for ANAU.DE and VUAA.L.

Drawdown Indicators

	ANAU.DE	VUAA.L	Difference
Max Drawdown Largest peak-to-trough decline	-22.35%	-8.18%	-14.17%
Max Drawdown (1Y) Largest decline over 1 year	-10.88%	—	—
Current Drawdown Current decline from peak	-0.77%	-1.61%	+0.84%
Average Drawdown Average peak-to-trough decline	-2.96%	-1.11%	-1.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.04%	1.91%	+1.13%

Volatility

Volatility by Period

	ANAU.DE	VUAA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.75%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.91%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.96%	11.79%	+4.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.40%	11.79%	+6.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.40%	11.79%	+6.61%

ANAU.DE vs. VUAA.L - Expense Ratio Comparison

ANAU.DE has a 0.14% expense ratio, which is higher than VUAA.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

ANAU.DE vs. VUAA.L - Dividend Comparison

Neither ANAU.DE nor VUAA.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both ANAU.DE and VUAA.L in my portfolio?

With a correlation of 0.91, ANAU.DE and VUAA.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, ANAU.DE or VUAA.L?

On fees, VUAA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ANAU.DE or VUAA.L?

VUAA.L is cheaper with a 0.07% expense ratio, compared with 0.14% for ANAU.DE.

What is the main difference between ANAU.DE and VUAA.L?

ANAU.DE is categorized as Nasdaq-100, while VUAA.L is S&P 500. ANAU.DE tracks NASDAQ-100 Index, while VUAA.L tracks S&P 500 Net Total Return. They also come from different issuers: AXA IM and Vanguard. Their fees differ too: 0.14% for ANAU.DE and 0.07% for VUAA.L.