F500.DE vs. VUAA.DE
Compare and contrast key facts about Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE).
F500.DE and VUAA.DE 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. VUAA.DE is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019. Both F500.DE and VUAA.DE 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 VUAA.DE.
Key characteristics
| F500.DE | VUAA.DE | |
|---|---|---|
| YTD Return | 18.68% | 18.26% |
| 1Y Return | 21.95% | 21.93% |
| 3Y Return (Ann) | 12.87% | 11.61% |
| Sharpe Ratio | 2.07 | 2.05 |
| Daily Std Dev | 11.73% | 11.71% |
| Max Drawdown | -33.80% | -33.67% |
| Current Drawdown | -2.81% | -1.96% |
Correlation
The correlation between F500.DE and VUAA.DE is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
F500.DE vs. VUAA.DE - Performance Comparison
The year-to-date returns for both stocks are quite close, with F500.DE having a 18.68% return and VUAA.DE slightly lower at 18.26%. 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. VUAA.DE - Expense Ratio Comparison
F500.DE has a 0.12% expense ratio, which is higher than VUAA.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%.
Risk-Adjusted Performance
F500.DE vs. VUAA.DE - 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 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.
Dividends
F500.DE vs. VUAA.DE - Dividend Comparison
Neither F500.DE nor VUAA.DE has paid dividends to shareholders.
Drawdowns
F500.DE vs. VUAA.DE - Drawdown Comparison
The maximum F500.DE drawdown since its inception was -33.80%, roughly equal to the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for F500.DE and VUAA.DE. For additional features, visit the drawdowns tool.
Volatility
F500.DE vs. VUAA.DE - Volatility Comparison
Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) have volatilities of 4.34% and 4.32%, 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.