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CMOE.DE vs. VUAA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMOE.DE vs. VUAA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc (CMOE.DE) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CMOE.DE achieves a 21.57% return, which is significantly higher than VUAA.DE's 11.41% return.


CMOE.DE

1D
-1.32%
1M
-1.55%
YTD
21.57%
6M
21.82%
1Y
33.83%
3Y*
13.22%
5Y*
10Y*

VUAA.DE

1D
-0.12%
1M
5.23%
YTD
11.41%
6M
11.44%
1Y
25.64%
3Y*
18.87%
5Y*
14.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMOE.DE vs. VUAA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
CMOE.DE
Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc
21.57%14.96%2.92%-9.62%-0.48%
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
11.41%4.68%32.33%22.52%-5.69%

Correlation

The correlation between CMOE.DE and VUAA.DE is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2022

0.09

The correlation between CMOE.DE and VUAA.DE shifts across timeframes, from -0.11 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CMOE.DE vs. VUAA.DE — Risk / Return Rank

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

CMOE.DE
CMOE.DE Risk / Return Rank: 6363
Overall Rank
CMOE.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CMOE.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
CMOE.DE Omega Ratio Rank: 6161
Omega Ratio Rank
CMOE.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
CMOE.DE Martin Ratio Rank: 5959
Martin Ratio Rank

VUAA.DE
VUAA.DE Risk / Return Rank: 6969
Overall Rank
VUAA.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VUAA.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
VUAA.DE Omega Ratio Rank: 7070
Omega Ratio Rank
VUAA.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
VUAA.DE Martin Ratio Rank: 7070
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.

CMOE.DE vs. VUAA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc (CMOE.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.


CMOE.DEVUAA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.37

1.41

-0.04

Calmar ratioReturn relative to maximum drawdown

4.49

3.56

+0.93

Martin ratioReturn relative to average drawdown

10.26

12.74

-2.48

CMOE.DE vs. VUAA.DE - Sharpe Ratio Comparison

The current CMOE.DE Sharpe Ratio is 2.00, which is comparable to the VUAA.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of CMOE.DE and VUAA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CMOE.DEVUAA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

2.20

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.81

-0.45

Drawdowns

CMOE.DE vs. VUAA.DE - Drawdown Comparison

The maximum CMOE.DE drawdown since its inception was -29.97%, smaller than the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for CMOE.DE and VUAA.DE.


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Drawdown Indicators


CMOE.DEVUAA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.97%

-33.67%

+3.70%

Max Drawdown (1Y)

Largest decline over 1 year

-7.70%

-7.16%

-0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-11.83%

-23.33%

+11.50%

Max Drawdown (5Y)

Largest decline over 5 years

-23.33%

Current Drawdown

Current decline from peak

-5.48%

-0.45%

-5.03%

Average Drawdown

Average peak-to-trough decline

-19.33%

-5.07%

-14.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

2.01%

+1.37%

Volatility

CMOE.DE vs. VUAA.DE - Volatility Comparison

Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc (CMOE.DE) has a higher volatility of 5.18% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 2.65%. This indicates that CMOE.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMOE.DEVUAA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

2.65%

+2.53%

Volatility (6M)

Calculated over the trailing 6-month period

15.26%

7.61%

+7.65%

Volatility (1Y)

Calculated over the trailing 1-year period

17.28%

11.58%

+5.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.62%

15.12%

+1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.62%

17.59%

-0.97%

CMOE.DE vs. VUAA.DE - Expense Ratio Comparison

CMOE.DE has a 0.24% expense ratio, which is higher than VUAA.DE'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

CMOE.DE vs. VUAA.DE - Dividend Comparison

Neither CMOE.DE nor VUAA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CMOE.DE and VUAA.DE have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VUAA.DE is cheaper with a 0.07% expense ratio, compared with 0.24% for CMOE.DE.

CMOE.DE is categorized as Commodities, while VUAA.DE is S&P 500. CMOE.DE tracks Bloomberg Commodity (EUR Hedged), while VUAA.DE tracks S&P 500 Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.24% for CMOE.DE and 0.07% for VUAA.DE.

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