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COLR.BR vs. VUSA.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

COLR.BR vs. VUSA.AS

Last updated Jun 13, 2026

COLR.BR (Etn. Fr. Colruyt NV) is a stock, while VUSA.AS (Vanguard S&P 500 UCITS ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, COLR.BR returned -0.60%/yr vs 14.85%/yr for VUSA.AS. At a 0.20 correlation, their price movements are largely independent.

Performance

COLR.BR vs. VUSA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Etn. Fr. Colruyt NV (COLR.BR) and Vanguard S&P 500 UCITS ETF (VUSA.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COLR.BR achieves a 12.95% return, which is significantly higher than VUSA.AS's 10.06% return. Over the past 10 years, COLR.BR has underperformed VUSA.AS with an annualized return of -0.60%, while VUSA.AS has yielded a comparatively higher 14.85% annualized return.

COLR.BR

1D
2.77%
1M
10.36%
YTD
12.95%
6M
8.81%
1Y
-6.88%
3Y*
8.79%
5Y*
-3.45%
10Y*
-0.60%

VUSA.AS

1D
1.57%
1M
0.02%
YTD
10.06%
6M
11.13%
1Y
24.70%
3Y*
17.94%
5Y*
14.22%
10Y*
14.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COLR.BR vs. VUSA.AS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
COLR.BR
Etn. Fr. Colruyt NV		12.95%-9.46%-8.27%100.29%-39.84%-20.47%6.90%-23.37%47.16%-5.25%
VUSA.AS
Vanguard S&P 500 UCITS ETF		10.06%3.89%33.86%22.13%-14.18%40.37%7.71%32.98%-0.36%6.69%

Correlation

The correlation between COLR.BR and VUSA.AS is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

-0.07

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

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since May 22, 2012

0.20

The correlation between COLR.BR and VUSA.AS shifts across timeframes, from -0.07 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

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Etn. Fr. Colruyt NV

Vanguard S&P 500 UCITS ETF

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

COLR.BR vs. VUSA.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
COLR.BR
COLR.BR Risk / Return Rank: 2929
Overall Rank
COLR.BR Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
COLR.BR Sortino Ratio Rank: 2525
Sortino Ratio Rank
COLR.BR Omega Ratio Rank: 2424
Omega Ratio Rank
COLR.BR Calmar Ratio Rank: 3333
Calmar Ratio Rank
COLR.BR Martin Ratio Rank: 3434
Martin Ratio Rank
VUSA.AS
VUSA.AS Risk / Return Rank: 7575
Overall Rank
VUSA.AS Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VUSA.AS Sortino Ratio Rank: 7474
Sortino Ratio Rank
VUSA.AS Omega Ratio Rank: 7777
Omega Ratio Rank
VUSA.AS Calmar Ratio Rank: 7676
Calmar Ratio Rank
VUSA.AS Martin Ratio Rank: 7474
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.

COLR.BR vs. VUSA.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Etn. Fr. Colruyt NV (COLR.BR) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

COLR.BRVUSA.ASDifference
Sharpe ratioReturn per unit of total volatility
-0.31
2.09

-2.40

Sortino ratioReturn per unit of downside risk
-0.29
2.86

-3.15

Omega ratioGain probability vs. loss probability

0.96

1.39

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.29

3.39

-3.68

Martin ratioReturn relative to average drawdown

-0.50

11.98

-12.47

COLR.BR vs. VUSA.AS - Sharpe Ratio Comparison

The current COLR.BR Sharpe Ratio is -0.31, which is lower than the VUSA.AS Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of COLR.BR and VUSA.AS, 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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Drawdowns

COLR.BR vs. VUSA.AS - Drawdown Comparison

The maximum COLR.BR drawdown since its inception was -65.44%, which is greater than VUSA.AS's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for COLR.BR and VUSA.AS.

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Drawdown Indicators

COLR.BRVUSA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-65.44%

-33.63%

-31.81%

Max Drawdown (1Y)

Largest decline over 1 year

-20.65%

-7.12%

-13.53%

Max Drawdown (3Y)

Largest decline over 3 years

-32.05%

-23.25%

-8.80%

Max Drawdown (5Y)

Largest decline over 5 years

-57.16%

-23.25%

-33.91%

Max Drawdown (10Y)

Largest decline over 10 years

-65.44%

-33.63%

-31.81%

Current Drawdown

Current decline from peak

-32.11%

-1.80%

-30.31%

Average Drawdown

Average peak-to-trough decline

-16.88%

-3.76%

-13.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.04%

2.03%

+7.01%

Volatility

COLR.BR vs. VUSA.AS - Volatility Comparison

Etn. Fr. Colruyt NV (COLR.BR) has a higher volatility of 5.38% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.12%. This indicates that COLR.BR'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

COLR.BRVUSA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

3.12%

+2.26%

Volatility (6M)

Calculated over the trailing 6-month period

14.88%

7.82%

+7.06%

Volatility (1Y)

Calculated over the trailing 1-year period

19.56%

11.59%

+7.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.79%

15.15%

+14.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.62%

16.03%

+11.59%

Dividends

COLR.BR vs. VUSA.AS - Dividend Comparison

COLR.BR's dividend yield for the trailing twelve months is around 3.88%, more than VUSA.AS's 0.88% yield.

PositionTTM20252024202320222021202020192018201720162015
COLR.BR
Etn. Fr. Colruyt NV		3.88%4.38%3.81%4.41%5.16%3.95%2.79%2.82%1.96%2.72%2.38%2.11%
VUSA.AS
Vanguard S&P 500 UCITS ETF		0.88%0.97%0.99%1.26%1.45%1.02%1.43%1.46%1.74%1.64%1.66%1.75%

Frequently Asked Questions

COLR.BR and VUSA.AS have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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