EFRW.DE vs. VUSA.DE
EFRW.DE (iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc) and VUSA.DE (Vanguard S&P 500 UCITS ETF) are both S&P 500 funds - EFRW.DE tracks the S&P 500 Equal Weight Index while VUSA.DE tracks the S&P 500 Net Total Return. Both are passively managed. Over the past year, EFRW.DE returned 17.03% vs 25.53% for VUSA.DE. A 0.58 correlation means they provide meaningful diversification when combined. EFRW.DE charges 0.17%/yr vs 0.07%/yr for VUSA.DE.
Performance
EFRW.DE vs. VUSA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EFRW.DE achieves a 8.09% return, which is significantly lower than VUSA.DE's 11.38% return.
EFRW.DE
- 1D
- 0.36%
- 1M
- 2.58%
- YTD
- 8.09%
- 6M
- 8.98%
- 1Y
- 17.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VUSA.DE
- 1D
- -0.12%
- 1M
- 4.37%
- YTD
- 11.38%
- 6M
- 10.86%
- 1Y
- 25.53%
- 3Y*
- 18.87%
- 5Y*
- 14.76%
- 10Y*
- —
EFRW.DE vs. VUSA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EFRW.DE iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc | 8.09% | 9.95% |
VUSA.DE Vanguard S&P 500 UCITS ETF | 11.38% | 13.07% |
Correlation
The correlation between EFRW.DE and VUSA.DE is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since May 13, 2025 | 0.58 |
The correlation between EFRW.DE and VUSA.DE has been stable across timeframes, ranging from 0.56 to 0.58 - a consistent structural relationship.
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Return for Risk
EFRW.DE vs. VUSA.DE — Risk / Return Rank
EFRW.DE
VUSA.DE
EFRW.DE vs. VUSA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.DE) and Vanguard S&P 500 UCITS ETF (VUSA.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.
| EFRW.DE | VUSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.41 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 3.57 | -1.20 |
| Martin ratioReturn relative to average drawdown | 8.32 | 12.71 | -4.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EFRW.DE | VUSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 2.20 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.96 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.55 | 0.89 | +0.66 |
Drawdowns
EFRW.DE vs. VUSA.DE - Drawdown Comparison
The maximum EFRW.DE drawdown since its inception was -7.12%, smaller than the maximum VUSA.DE drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for EFRW.DE and VUSA.DE.
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Drawdown Indicators
| EFRW.DE | VUSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.12% | -33.63% | +26.51% |
Max Drawdown (1Y)Largest decline over 1 year | -7.12% | -7.13% | +0.01% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.24% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.24% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.44% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -1.35% | -4.40% | +3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 2.01% | +0.02% |
Volatility
EFRW.DE vs. VUSA.DE - Volatility Comparison
iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc (EFRW.DE) and Vanguard S&P 500 UCITS ETF (VUSA.DE) have volatilities of 2.64% and 2.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFRW.DE | VUSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.64% | 2.68% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 7.67% | 7.59% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.91% | 11.58% | -0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.32% | 15.17% | -3.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.32% | 16.77% | -5.45% |
EFRW.DE vs. VUSA.DE - Expense Ratio Comparison
EFRW.DE has a 0.17% expense ratio, which is higher than VUSA.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
EFRW.DE vs. VUSA.DE - Dividend Comparison
EFRW.DE has not paid dividends to shareholders, while VUSA.DE's dividend yield for the trailing twelve months is around 0.87%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
EFRW.DE iShares S&P 500 Equal Weight UCITS ETF EUR Hedged Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUSA.DE Vanguard S&P 500 UCITS ETF | 0.87% | 0.97% | 1.00% | 1.25% | 1.45% | 1.02% | 1.43% | 1.45% | 1.74% | 0.41% |
Frequently Asked Questions
EFRW.DE and VUSA.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUSA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUSA.DE is cheaper with a 0.07% expense ratio, compared with 0.17% for EFRW.DE.
EFRW.DE tracks S&P 500 Equal Weight Index, while VUSA.DE tracks S&P 500 Net Total Return. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.17% for EFRW.DE and 0.07% for VUSA.DE.
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