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F500.DE vs. VONG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

F500.DE vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

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F500.DE vs. VONG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
F500.DE
Amundi S&P 500 ESG UCITS ETF Acc
-3.17%5.41%31.71%24.10%-14.24%43.57%6.01%34.18%-11.70%
VONG
Vanguard Russell 1000 Growth ETF
-7.57%4.39%41.99%38.40%-24.79%37.15%26.90%39.13%-12.19%
Different Trading Currencies

F500.DE is traded in EUR, while VONG is traded in USD. To make them comparable, the VONG values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, F500.DE achieves a -3.17% return, which is significantly higher than VONG's -7.57% return.


F500.DE

1D
1.90%
1M
-3.68%
YTD
-3.17%
6M
1.50%
1Y
11.72%
3Y*
16.28%
5Y*
12.94%
10Y*

VONG

1D
0.81%
1M
-3.62%
YTD
-7.57%
6M
-7.17%
1Y
10.77%
3Y*
18.87%
5Y*
12.95%
10Y*
16.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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F500.DE vs. VONG - Expense Ratio Comparison

F500.DE has a 0.12% expense ratio, which is higher than VONG's 0.06% 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%.


Return for Risk

F500.DE vs. VONG — Risk / Return Rank

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

F500.DE
F500.DE Risk / Return Rank: 4040
Overall Rank
F500.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
F500.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
F500.DE Omega Ratio Rank: 3434
Omega Ratio Rank
F500.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
F500.DE Martin Ratio Rank: 5050
Martin Ratio Rank

VONG
VONG Risk / Return Rank: 4545
Overall Rank
VONG Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VONG Sortino Ratio Rank: 4848
Sortino Ratio Rank
VONG Omega Ratio Rank: 4747
Omega Ratio Rank
VONG Calmar Ratio Rank: 4545
Calmar Ratio Rank
VONG Martin Ratio Rank: 4343
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.

F500.DE vs. VONG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) and Vanguard Russell 1000 Growth ETF (VONG). 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.


F500.DEVONGDifference

Sharpe ratio

Return per unit of total volatility

0.68

0.44

+0.25

Sortino ratio

Return per unit of downside risk

1.01

0.78

+0.23

Omega ratio

Gain probability vs. loss probability

1.15

1.12

+0.03

Calmar ratio

Return relative to maximum drawdown

1.36

0.80

+0.56

Martin ratio

Return relative to average drawdown

5.24

2.21

+3.02

F500.DE vs. VONG - Sharpe Ratio Comparison

The current F500.DE Sharpe Ratio is 0.68, which is higher than the VONG Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of F500.DE and VONG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


F500.DEVONGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.68

0.44

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.62

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.88

-0.11

Correlation

The correlation between F500.DE and VONG is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

F500.DE vs. VONG - Dividend Comparison

F500.DE has not paid dividends to shareholders, while VONG's dividend yield for the trailing twelve months is around 0.50%.


TTM20252024202320222021202020192018201720162015
F500.DE
Amundi S&P 500 ESG UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VONG
Vanguard Russell 1000 Growth ETF
0.50%0.45%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%

Drawdowns

F500.DE vs. VONG - Drawdown Comparison

The maximum F500.DE drawdown since its inception was -33.80%, which is greater than VONG's maximum drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for F500.DE and VONG.


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Drawdown Indicators


F500.DEVONGDifference

Max Drawdown

Largest peak-to-trough decline

-33.80%

-32.72%

-1.08%

Max Drawdown (1Y)

Largest decline over 1 year

-13.69%

-16.23%

+2.54%

Max Drawdown (5Y)

Largest decline over 5 years

-23.49%

-32.72%

+9.23%

Max Drawdown (10Y)

Largest decline over 10 years

-32.72%

Current Drawdown

Current decline from peak

-5.24%

-12.29%

+7.05%

Average Drawdown

Average peak-to-trough decline

-4.72%

-4.90%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

4.78%

-2.52%

Volatility

F500.DE vs. VONG - Volatility Comparison

The current volatility for Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) is 3.89%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 5.82%. This indicates that F500.DE experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


F500.DEVONGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.89%

5.82%

-1.93%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

12.62%

-4.12%

Volatility (1Y)

Calculated over the trailing 1-year period

17.11%

24.66%

-7.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.33%

21.13%

-5.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.11%

21.25%

-4.14%