PortfoliosLab logoPortfoliosLab logo
GLUX.DE vs. VUAA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLUX.DE vs. VUAA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P Global Luxury UCITS ETF EUR (GLUX.DE) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GLUX.DE vs. VUAA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GLUX.DE
Amundi S&P Global Luxury UCITS ETF EUR
-10.34%2.34%4.43%11.98%-19.34%32.41%20.05%
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
-2.97%4.68%32.33%22.52%-14.29%40.76%3.17%

Returns By Period

In the year-to-date period, GLUX.DE achieves a -10.34% return, which is significantly lower than VUAA.DE's -2.97% return.


GLUX.DE

1D
2.85%
1M
-6.32%
YTD
-10.34%
6M
-7.13%
1Y
1.38%
3Y*
-2.54%
5Y*
0.44%
10Y*
8.50%

VUAA.DE

1D
1.73%
1M
-3.11%
YTD
-2.97%
6M
0.07%
1Y
10.21%
3Y*
16.08%
5Y*
12.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GLUX.DE vs. VUAA.DE - Expense Ratio Comparison

GLUX.DE has a 0.25% 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%.


Return for Risk

GLUX.DE vs. VUAA.DE — Risk / Return Rank

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

GLUX.DE
GLUX.DE Risk / Return Rank: 1313
Overall Rank
GLUX.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
GLUX.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
GLUX.DE Omega Ratio Rank: 1313
Omega Ratio Rank
GLUX.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
GLUX.DE Martin Ratio Rank: 1313
Martin Ratio Rank

VUAA.DE
VUAA.DE Risk / Return Rank: 3636
Overall Rank
VUAA.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VUAA.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
VUAA.DE Omega Ratio Rank: 3131
Omega Ratio Rank
VUAA.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
VUAA.DE Martin Ratio Rank: 4545
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.

GLUX.DE vs. VUAA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P Global Luxury UCITS ETF EUR (GLUX.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.


GLUX.DEVUAA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.06

0.60

-0.53

Sortino ratio

Return per unit of downside risk

0.24

0.90

-0.67

Omega ratio

Gain probability vs. loss probability

1.03

1.13

-0.10

Calmar ratio

Return relative to maximum drawdown

0.07

1.22

-1.14

Martin ratio

Return relative to average drawdown

0.24

4.41

-4.17

GLUX.DE vs. VUAA.DE - Sharpe Ratio Comparison

The current GLUX.DE Sharpe Ratio is 0.06, which is lower than the VUAA.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of GLUX.DE and VUAA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GLUX.DEVUAA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

0.60

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.79

-0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.69

-0.26

Correlation

The correlation between GLUX.DE and VUAA.DE is 0.69, 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

GLUX.DE vs. VUAA.DE - Dividend Comparison

Neither GLUX.DE nor VUAA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GLUX.DE vs. VUAA.DE - Drawdown Comparison

The maximum GLUX.DE drawdown since its inception was -43.20%, which is greater than VUAA.DE's maximum drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for GLUX.DE and VUAA.DE.


Loading graphics...

Drawdown Indicators


GLUX.DEVUAA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.20%

-33.67%

-9.53%

Max Drawdown (1Y)

Largest decline over 1 year

-16.00%

-13.45%

-2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-30.52%

-23.33%

-7.19%

Max Drawdown (10Y)

Largest decline over 10 years

-43.20%

Current Drawdown

Current decline from peak

-17.73%

-5.19%

-12.54%

Average Drawdown

Average peak-to-trough decline

-9.28%

-5.18%

-4.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.95%

2.31%

+2.64%

Volatility

GLUX.DE vs. VUAA.DE - Volatility Comparison

Amundi S&P Global Luxury UCITS ETF EUR (GLUX.DE) has a higher volatility of 6.99% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 3.84%. This indicates that GLUX.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GLUX.DEVUAA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.99%

3.84%

+3.15%

Volatility (6M)

Calculated over the trailing 6-month period

13.79%

8.66%

+5.13%

Volatility (1Y)

Calculated over the trailing 1-year period

21.25%

17.07%

+4.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.76%

15.15%

+5.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.77%

17.76%

+3.01%