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BEI.DE vs. VUSA.AS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

BEI.DE vs. VUSA.AS

Last updated Apr 3, 2026

Compare and contrast key facts about Beiersdorf Aktiengesellschaft (BEI.DE) and Vanguard S&P 500 UCITS ETF (VUSA.AS).

VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500. It was launched on May 14, 2019.

Performance

BEI.DE vs. VUSA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Beiersdorf Aktiengesellschaft (BEI.DE) and Vanguard S&P 500 UCITS ETF (VUSA.AS). The values are adjusted to include any dividend payments, if applicable.

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BEI.DE vs. VUSA.AS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BEI.DE
Beiersdorf Aktiengesellschaft		-19.36%-23.81%-7.94%27.32%19.50%-3.55%-10.79%17.88%-6.17%22.41%
VUSA.AS
Vanguard S&P 500 UCITS ETF		-2.64%3.90%33.86%22.12%-14.18%40.36%7.72%32.99%-0.37%6.68%

Returns By Period

In the year-to-date period, BEI.DE achieves a -19.36% return, which is significantly lower than VUSA.AS's -2.64% return. Over the past 10 years, BEI.DE has underperformed VUSA.AS with an annualized return of 0.32%, while VUSA.AS has yielded a comparatively higher 13.67% annualized return.

BEI.DE

1D
-0.74%
1M
-9.71%
YTD
-19.36%
6M
-16.79%
1Y
-36.70%
3Y*
-13.99%
5Y*
-2.79%
10Y*
0.32%

VUSA.AS

1D
0.23%
1M
-2.59%
YTD
-2.64%
6M
-0.11%
1Y
10.36%
3Y*
15.99%
5Y*
12.15%
10Y*
13.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Beiersdorf Aktiengesellschaft

Vanguard S&P 500 UCITS ETF

Often compared with BEI.DE:
BEI.DE vs. OR.PABEI.DE vs. PGBEI.DE vs. SPYBEI.DE vs. ^GSPCBEI.DE vs. VOOBEI.DE vs. DFDS.CO
Often compared with VUSA.AS:
VUSA.AS vs. VUAA.LVUSA.AS vs. VUAG.LVUSA.AS vs. VWRL.ASVUSA.AS vs. VHYL.ASVUSA.AS vs. VOOVUSA.AS vs. IUSA.DEVUSA.AS vs. VEVE.AS

Return for Risk

BEI.DE vs. VUSA.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BEI.DE
BEI.DE Risk / Return Rank: 55
Overall Rank
BEI.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BEI.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
BEI.DE Omega Ratio Rank: 33
Omega Ratio Rank
BEI.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
BEI.DE Martin Ratio Rank: 55
Martin Ratio Rank
VUSA.AS
VUSA.AS Risk / Return Rank: 5353
Overall Rank
VUSA.AS Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VUSA.AS Sortino Ratio Rank: 2828
Sortino Ratio Rank
VUSA.AS Omega Ratio Rank: 3030
Omega Ratio Rank
VUSA.AS Calmar Ratio Rank: 9191
Calmar Ratio Rank
VUSA.AS Martin Ratio Rank: 8888
Martin Ratio Rank
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.

BEI.DE vs. VUSA.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Beiersdorf Aktiengesellschaft (BEI.DE) and Vanguard S&P 500 UCITS ETF (VUSA.AS). 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.

BEI.DEVUSA.ASDifference

Sharpe ratio

Return per unit of total volatility

-1.19

0.60

-1.79

Sortino ratio

Return per unit of downside risk

-1.48

0.91

-2.39

Omega ratio

Gain probability vs. loss probability

0.76

1.14

-0.38

Calmar ratio

Return relative to maximum drawdown

-0.86

3.59

-4.45

Martin ratio

Return relative to average drawdown

-1.61

12.24

-13.85

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BEI.DE vs. VUSA.AS - Sharpe Ratio Comparison

The current BEI.DE Sharpe Ratio is -1.19, which is lower than the VUSA.AS Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of BEI.DE and VUSA.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

BEI.DEVUSA.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.19

0.60

-1.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.79

-0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

0.84

-0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.87

-0.56

Correlation

The correlation between BEI.DE and VUSA.AS is 0.33, 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.

Dividends

BEI.DE vs. VUSA.AS - Dividend Comparison

BEI.DE's dividend yield for the trailing twelve months is around 1.32%, more than VUSA.AS's 0.99% yield.

TTM20252024202320222021202020192018201720162015
BEI.DE
Beiersdorf Aktiengesellschaft		1.32%1.07%0.81%0.52%0.65%0.77%0.74%0.66%0.77%0.72%0.87%0.83%
VUSA.AS
Vanguard S&P 500 UCITS ETF		0.99%0.97%0.99%1.26%1.45%1.02%1.43%1.46%1.74%1.64%1.66%1.76%

Drawdowns

BEI.DE vs. VUSA.AS - Drawdown Comparison

The maximum BEI.DE drawdown since its inception was -50.29%, which is greater than VUSA.AS's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for BEI.DE and VUSA.AS.

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Drawdown Indicators

BEI.DEVUSA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-50.29%

-33.64%

-16.65%

Max Drawdown (1Y)

Largest decline over 1 year

-42.78%

-8.46%

-34.32%

Max Drawdown (5Y)

Largest decline over 5 years

-50.29%

-23.24%

-27.05%

Max Drawdown (10Y)

Largest decline over 10 years

-50.29%

-33.64%

-16.65%

Current Drawdown

Current decline from peak

-48.27%

-5.02%

-43.25%

Average Drawdown

Average peak-to-trough decline

-13.58%

-4.11%

-9.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.91%

2.09%

+20.82%

Volatility

BEI.DE vs. VUSA.AS - Volatility Comparison

Beiersdorf Aktiengesellschaft (BEI.DE) has a higher volatility of 7.01% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.54%. This indicates that BEI.DE's price experiences larger fluctuations and is considered to be riskier than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BEI.DEVUSA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.01%

3.54%

+3.47%

Volatility (6M)

Calculated over the trailing 6-month period

27.48%

8.49%

+18.99%

Volatility (1Y)

Calculated over the trailing 1-year period

30.87%

16.97%

+13.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.44%

15.13%

+6.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.45%

16.05%

+4.40%