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MLB1.DE vs. VUAA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MLB1.DE vs. VUAA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Mercadolibre Inc (MLB1.DE) and Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MLB1.DE is traded in EUR, while VUAA.L is traded in USD. To make them comparable, the VUAA.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, MLB1.DE achieves a -16.73% return, which is significantly lower than VUAA.L's 11.28% return.


MLB1.DE

1D
1.02%
1M
-8.71%
YTD
-16.73%
6M
-21.91%
1Y
-36.57%
3Y*
6.22%
5Y*
5.41%
10Y*

VUAA.L

1D
-0.27%
1M
4.14%
YTD
11.28%
6M
10.75%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MLB1.DE vs. VUAA.L - Yearly Performance Comparison


2026 (YTD)2025
MLB1.DE
Mercadolibre Inc
-16.73%-21.26%
VUAA.L
Vanguard S&P 500 UCITS ETF USD Accumulation
11.28%12.15%

Correlation

The correlation between MLB1.DE and VUAA.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 9, 2025

0.28

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Return for Risk

MLB1.DE vs. VUAA.L — Risk / Return Rank

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

MLB1.DE
MLB1.DE Risk / Return Rank: 66
Overall Rank
MLB1.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
MLB1.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
MLB1.DE Omega Ratio Rank: 88
Omega Ratio Rank
MLB1.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
MLB1.DE Martin Ratio Rank: 33
Martin Ratio Rank

VUAA.L
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.

MLB1.DE vs. VUAA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mercadolibre Inc (MLB1.DE) and Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L). 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.


MLB1.DEVUAA.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.83

Calmar ratioReturn relative to maximum drawdown

-0.88

Martin ratioReturn relative to average drawdown

-1.63

MLB1.DE vs. VUAA.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MLB1.DEVUAA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

2.00

-1.64

Drawdowns

MLB1.DE vs. VUAA.L - Drawdown Comparison

The maximum MLB1.DE drawdown since its inception was -63.94%, which is greater than VUAA.L's maximum drawdown of -7.08%. Use the drawdown chart below to compare losses from any high point for MLB1.DE and VUAA.L.


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Drawdown Indicators


MLB1.DEVUAA.LDifference

Max Drawdown

Largest peak-to-trough decline

-63.94%

-7.08%

-56.86%

Max Drawdown (1Y)

Largest decline over 1 year

-40.69%

Max Drawdown (3Y)

Largest decline over 3 years

-43.98%

Max Drawdown (5Y)

Largest decline over 5 years

-63.94%

Current Drawdown

Current decline from peak

-38.58%

-0.67%

-37.91%

Average Drawdown

Average peak-to-trough decline

-20.94%

-1.45%

-19.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.23%

2.07%

+19.16%

Volatility

MLB1.DE vs. VUAA.L - Volatility Comparison


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Volatility by Period


MLB1.DEVUAA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.99%

Volatility (6M)

Calculated over the trailing 6-month period

29.27%

Volatility (1Y)

Calculated over the trailing 1-year period

38.24%

12.45%

+25.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.88%

12.45%

+33.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.06%

12.45%

+35.61%

Dividends

MLB1.DE vs. VUAA.L - Dividend Comparison

Neither MLB1.DE nor VUAA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MLB1.DE and VUAA.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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