EXXT.DE vs. VUAA.L
EXXT.DE (iShares Nasdaq 100 UCITS ETF (DE)) and VUAA.L (Vanguard S&P 500 UCITS ETF USD Accumulation) are both exchange-traded funds - EXXT.DE is a Nasdaq-100 fund tracking the Nasdaq 100®, while VUAA.L is a S&P 500 fund tracking the S&P 500 Net Total Return. Both are passively managed. Over the past 5 years, EXXT.DE returned 18.61%/yr vs 14.78%/yr for VUAA.L. Their correlation of 0.84 suggests significant overlap in exposure. EXXT.DE charges 0.31%/yr vs 0.07%/yr for VUAA.L.
Performance
EXXT.DE vs. VUAA.L - Performance Comparison
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Different Trading Currencies
EXXT.DE is traded in EUR, while VUAA.L is traded in USD. To make them comparable, the VUAA.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EXXT.DE achieves a 20.57% return, which is significantly higher than VUAA.L's 11.64% return.
EXXT.DE
- 1D
- -0.82%
- 1M
- 9.30%
- YTD
- 20.57%
- 6M
- 19.41%
- 1Y
- 37.71%
- 3Y*
- 24.48%
- 5Y*
- 18.61%
- 10Y*
- 21.13%
VUAA.L
- 1D
- 0.00%
- 1M
- 5.25%
- YTD
- 11.64%
- 6M
- 11.50%
- 1Y
- 25.73%
- 3Y*
- 18.93%
- 5Y*
- 14.78%
- 10Y*
- —
EXXT.DE vs. VUAA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EXXT.DE iShares Nasdaq 100 UCITS ETF (DE) | 20.57% | 6.87% | 33.51% | 51.27% | -30.11% | 39.07% | 34.53% | 15.31% |
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | 11.57% | 3.44% | 33.54% | 22.89% | -13.59% | 39.02% | 7.96% | 12.33% |
Correlation
The correlation between EXXT.DE and VUAA.L is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 17, 2019 | 0.84 |
The correlation between EXXT.DE and VUAA.L has been stable across timeframes, ranging from 0.84 to 0.85 - a consistent structural relationship.
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Return for Risk
EXXT.DE vs. VUAA.L — Risk / Return Rank
EXXT.DE
VUAA.L
EXXT.DE vs. VUAA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) and Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L). 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.
| EXXT.DE | VUAA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.39 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 3.62 | +0.11 |
| Martin ratioReturn relative to average drawdown | 11.05 | 12.41 | -1.36 |
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
| EXXT.DE | VUAA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | 2.06 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.93 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.07 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.87 | -0.08 |
Drawdowns
EXXT.DE vs. VUAA.L - Drawdown Comparison
The maximum EXXT.DE drawdown since its inception was -46.75%, which is greater than VUAA.L's maximum drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for EXXT.DE and VUAA.L.
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Drawdown Indicators
| EXXT.DE | VUAA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.75% | -33.55% | -13.20% |
Max Drawdown (1Y)Largest decline over 1 year | -10.08% | -7.08% | -3.00% |
Max Drawdown (3Y)Largest decline over 3 years | -26.62% | -22.52% | -4.10% |
Max Drawdown (5Y)Largest decline over 5 years | -31.39% | -22.52% | -8.87% |
Max Drawdown (10Y)Largest decline over 10 years | -31.39% | — | — |
Current DrawdownCurrent decline from peak | -0.82% | -0.33% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -4.74% | -3.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 2.07% | +1.33% |
Volatility
EXXT.DE vs. VUAA.L - Volatility Comparison
iShares Nasdaq 100 UCITS ETF (DE) (EXXT.DE) has a higher volatility of 4.28% compared to Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L) at 3.08%. This indicates that EXXT.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXXT.DE | VUAA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 3.08% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.97% | 8.64% | +2.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.78% | 12.41% | +3.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.90% | 15.94% | +3.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.70% | 17.81% | +1.89% |
EXXT.DE vs. VUAA.L - Expense Ratio Comparison
EXXT.DE has a 0.31% expense ratio, which is higher than VUAA.L's 0.07% expense ratio.
Dividends
EXXT.DE vs. VUAA.L - Dividend Comparison
EXXT.DE's dividend yield for the trailing twelve months is around 0.15%, while VUAA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXXT.DE iShares Nasdaq 100 UCITS ETF (DE) | 0.15% | 0.19% | 0.26% | 0.53% | 0.41% | 0.15% | 0.32% | 0.40% | 0.28% | 1.84% | 0.84% | 0.88% |
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXXT.DE and VUAA.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUAA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.L is cheaper with a 0.07% expense ratio, compared with 0.31% for EXXT.DE.
EXXT.DE is categorized as Nasdaq-100, while VUAA.L is S&P 500. EXXT.DE tracks Nasdaq 100®, while VUAA.L tracks S&P 500 Net Total Return. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.31% for EXXT.DE and 0.07% for VUAA.L.
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