F500.DE vs. VOO
Compare and contrast key facts about Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) and Vanguard S&P 500 ETF (VOO).
F500.DE and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. F500.DE is a passively managed fund by Amundi that tracks the performance of the S&P 500 ESG+. It was launched on Oct 18, 2023. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both F500.DE and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: F500.DE or VOO.
Key characteristics
F500.DE | VOO | |
---|---|---|
YTD Return | 18.68% | 19.06% |
1Y Return | 21.95% | 26.65% |
3Y Return (Ann) | 12.87% | 9.85% |
5Y Return (Ann) | 15.31% | 15.18% |
Sharpe Ratio | 2.07 | 2.18 |
Daily Std Dev | 11.73% | 12.72% |
Max Drawdown | -33.80% | -33.99% |
Current Drawdown | -2.81% | -0.48% |
Correlation
The correlation between F500.DE and VOO is 0.63, 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.
Performance
F500.DE vs. VOO - Performance Comparison
The year-to-date returns for both investments are quite close, with F500.DE having a 18.68% return and VOO slightly higher at 19.06%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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F500.DE vs. VOO - Expense Ratio Comparison
F500.DE has a 0.12% expense ratio, which is higher than VOO's 0.03% 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%.
Risk-Adjusted Performance
F500.DE vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
F500.DE vs. VOO - Dividend Comparison
F500.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.28%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
F500.DE vs. VOO - Drawdown Comparison
The maximum F500.DE drawdown since its inception was -33.80%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for F500.DE and VOO. For additional features, visit the drawdowns tool.
Volatility
F500.DE vs. VOO - Volatility Comparison
Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) has a higher volatility of 4.34% compared to Vanguard S&P 500 ETF (VOO) at 3.93%. This indicates that F500.DE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.