EUHA.DE vs. VUAA.DE
EUHA.DE (PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Acc) and VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) are both exchange-traded funds - EUHA.DE is a European High Yield Bonds fund tracking the BofA Merrill Lynch 0-5 Year Euro Developed Markets High Yield 2% Constrained, while VUAA.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, EUHA.DE returned 2.85%/yr vs 14.77%/yr for VUAA.DE. At a 0.50 correlation, their price movements are largely independent. EUHA.DE charges 0.50%/yr vs 0.07%/yr for VUAA.DE.
Performance
EUHA.DE vs. VUAA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUHA.DE achieves a 1.21% return, which is significantly lower than VUAA.DE's 11.41% return.
EUHA.DE
- 1D
- 0.10%
- 1M
- 1.11%
- YTD
- 1.21%
- 6M
- 1.65%
- 1Y
- 3.44%
- 3Y*
- 6.41%
- 5Y*
- 2.85%
- 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*
- —
EUHA.DE vs. VUAA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EUHA.DE PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Acc | 1.21% | 5.16% | 6.18% | 10.06% | -8.20% | 3.18% | 1.02% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 11.41% | 4.68% | 32.33% | 22.52% | -14.29% | 40.76% | 3.17% |
Correlation
The correlation between EUHA.DE and VUAA.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2020 | 0.50 |
The correlation between EUHA.DE and VUAA.DE shifts across timeframes, from 0.37 (3 years) to 0.50 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EUHA.DE vs. VUAA.DE — Risk / Return Rank
EUHA.DE
VUAA.DE
EUHA.DE vs. VUAA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Acc (EUHA.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.
| EUHA.DE | VUAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.41 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | 3.56 | -2.43 |
| Martin ratioReturn relative to average drawdown | 5.03 | 12.74 | -7.70 |
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
| EUHA.DE | VUAA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 2.20 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.97 | -0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.81 | -0.48 |
Drawdowns
EUHA.DE vs. VUAA.DE - Drawdown Comparison
The maximum EUHA.DE drawdown since its inception was -23.36%, smaller than the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for EUHA.DE and VUAA.DE.
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Drawdown Indicators
| EUHA.DE | VUAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.36% | -33.67% | +10.31% |
Max Drawdown (1Y)Largest decline over 1 year | -3.03% | -7.16% | +4.13% |
Max Drawdown (3Y)Largest decline over 3 years | -3.50% | -23.33% | +19.83% |
Max Drawdown (5Y)Largest decline over 5 years | -12.43% | -23.33% | +10.90% |
Current DrawdownCurrent decline from peak | -0.15% | -0.45% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -2.43% | -5.07% | +2.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.68% | 2.01% | -1.33% |
Volatility
EUHA.DE vs. VUAA.DE - Volatility Comparison
The current volatility for PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Acc (EUHA.DE) is 0.78%, while Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) has a volatility of 2.65%. This indicates that EUHA.DE experiences smaller price fluctuations and is considered to be less risky 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
| EUHA.DE | VUAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.78% | 2.65% | -1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 2.64% | 7.61% | -4.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.10% | 11.58% | -8.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.93% | 15.12% | -10.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.54% | 17.59% | -10.05% |
EUHA.DE vs. VUAA.DE - Expense Ratio Comparison
EUHA.DE has a 0.50% expense ratio, which is higher than VUAA.DE's 0.07% expense ratio.
Dividends
EUHA.DE vs. VUAA.DE - Dividend Comparison
Neither EUHA.DE nor VUAA.DE has paid dividends to shareholders.
Frequently Asked Questions
EUHA.DE and VUAA.DE have a correlation of 0.50, 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 0.50% for EUHA.DE.
EUHA.DE is categorized as European High Yield Bonds, while VUAA.DE is S&P 500. EUHA.DE tracks BofA Merrill Lynch 0-5 Year Euro Developed Markets High Yield 2% Constrained, while VUAA.DE tracks S&P 500 Index. They also come from different issuers: PIMCO and Vanguard. Their fees differ too: 0.50% for EUHA.DE and 0.07% for VUAA.DE.
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