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LAUU.L vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LAUU.L and VOO is 0.48, 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.


-0.50.00.51.00.5

Performance

LAUU.L vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist (LAUU.L) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-2.54%
8.64%
LAUU.L
VOO

Key characteristics

Sharpe Ratio

LAUU.L:

0.38

VOO:

2.21

Sortino Ratio

LAUU.L:

0.62

VOO:

2.92

Omega Ratio

LAUU.L:

1.08

VOO:

1.41

Calmar Ratio

LAUU.L:

0.45

VOO:

3.34

Martin Ratio

LAUU.L:

1.30

VOO:

14.07

Ulcer Index

LAUU.L:

5.10%

VOO:

2.01%

Daily Std Dev

LAUU.L:

17.34%

VOO:

12.80%

Max Drawdown

LAUU.L:

-45.03%

VOO:

-33.99%

Current Drawdown

LAUU.L:

-10.57%

VOO:

-1.36%

Returns By Period

In the year-to-date period, LAUU.L achieves a 3.90% return, which is significantly higher than VOO's 1.98% return.


LAUU.L

YTD

3.90%

1M

3.87%

6M

-2.46%

1Y

7.55%

5Y*

3.95%

10Y*

N/A

VOO

YTD

1.98%

1M

1.13%

6M

8.46%

1Y

25.58%

5Y*

14.35%

10Y*

13.37%

*Annualized

Compare stocks, funds, or ETFs

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


LAUU.L vs. VOO - Expense Ratio Comparison

LAUU.L has a 0.40% expense ratio, which is higher than VOO's 0.03% expense ratio.


LAUU.L
Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist
Expense ratio chart for LAUU.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

LAUU.L vs. VOO — Risk-Adjusted Performance Rank

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

LAUU.L
The Risk-Adjusted Performance Rank of LAUU.L is 1616
Overall Rank
The Sharpe Ratio Rank of LAUU.L is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of LAUU.L is 1414
Sortino Ratio Rank
The Omega Ratio Rank of LAUU.L is 1414
Omega Ratio Rank
The Calmar Ratio Rank of LAUU.L is 2323
Calmar Ratio Rank
The Martin Ratio Rank of LAUU.L is 1616
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LAUU.L vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist (LAUU.L) 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.


Sharpe ratio
The chart of Sharpe ratio for LAUU.L, currently valued at 0.30, compared to the broader market0.002.004.000.301.83
The chart of Sortino ratio for LAUU.L, currently valued at 0.52, compared to the broader market0.005.0010.000.522.47
The chart of Omega ratio for LAUU.L, currently valued at 1.07, compared to the broader market1.002.003.001.071.35
The chart of Calmar ratio for LAUU.L, currently valued at 0.36, compared to the broader market0.005.0010.0015.0020.000.362.76
The chart of Martin ratio for LAUU.L, currently valued at 1.00, compared to the broader market0.0020.0040.0060.0080.00100.001.0011.55
LAUU.L
VOO

The current LAUU.L Sharpe Ratio is 0.38, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of LAUU.L and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.30
1.83
LAUU.L
VOO

Dividends

LAUU.L vs. VOO - Dividend Comparison

LAUU.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.22%.


TTM20242023202220212020201920182017201620152014
LAUU.L
Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist
0.00%0.00%3.13%4.48%2.86%1.94%3.50%3.96%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

LAUU.L vs. VOO - Drawdown Comparison

The maximum LAUU.L drawdown since its inception was -45.03%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LAUU.L and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-10.57%
-1.36%
LAUU.L
VOO

Volatility

LAUU.L vs. VOO - Volatility Comparison

The current volatility for Lyxor Australia (S&P/ASX 200) UCITS ETF - Dist (LAUU.L) is 3.69%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.97%. This indicates that LAUU.L experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
3.69%
3.97%
LAUU.L
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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