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NDIA vs. VUSA.MI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NDIA vs. VUSA.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Funds - Global X India Active ETF (NDIA) and Vanguard S&P 500 UCITS ETF (VUSA.MI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

NDIA is traded in USD, while VUSA.MI is traded in EUR. To make them comparable, the VUSA.MI values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NDIA achieves a -11.53% return, which is significantly lower than VUSA.MI's 8.11% return.


NDIA

1D
1.25%
1M
0.37%
YTD
-11.53%
6M
-9.70%
1Y
-11.48%
3Y*
5Y*
10Y*

VUSA.MI

1D
1.40%
1M
0.31%
YTD
8.11%
6M
9.40%
1Y
24.27%
3Y*
20.69%
5Y*
13.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NDIA vs. VUSA.MI - Yearly Performance Comparison


2026 (YTD)202520242023
NDIA
Global X Funds - Global X India Active ETF
-11.53%5.04%5.75%12.76%
VUSA.MI
Vanguard S&P 500 UCITS ETF
8.11%17.83%25.92%8.55%

Correlation

The correlation between NDIA and VUSA.MI is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2023

0.29

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Return for Risk

NDIA vs. VUSA.MI — Risk / Return Rank

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

NDIA
NDIA Risk / Return Rank: 33
Overall Rank
NDIA Sharpe Ratio Rank: 44
Sharpe Ratio Rank
NDIA Sortino Ratio Rank: 44
Sortino Ratio Rank
NDIA Omega Ratio Rank: 44
Omega Ratio Rank
NDIA Calmar Ratio Rank: 44
Calmar Ratio Rank
NDIA Martin Ratio Rank: 11
Martin Ratio Rank

VUSA.MI
VUSA.MI Risk / Return Rank: 7575
Overall Rank
VUSA.MI Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VUSA.MI Sortino Ratio Rank: 7474
Sortino Ratio Rank
VUSA.MI Omega Ratio Rank: 7676
Omega Ratio Rank
VUSA.MI Calmar Ratio Rank: 7676
Calmar Ratio Rank
VUSA.MI Martin Ratio Rank: 7272
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.

NDIA vs. VUSA.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Funds - Global X India Active ETF (NDIA) and Vanguard S&P 500 UCITS ETF (VUSA.MI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NDIAVUSA.MIDifference
Sharpe ratioReturn per unit of total volatility

-2.81

Sortino ratioReturn per unit of downside risk

-3.99

Omega ratioGain probability vs. loss probability

0.89

1.36

-0.48

Calmar ratioReturn relative to maximum drawdown

-0.64

2.76

-3.40

Martin ratioReturn relative to average drawdown

-1.52

11.58

-13.09

NDIA vs. VUSA.MI - Sharpe Ratio Comparison

The current NDIA Sharpe Ratio is -0.73, which is lower than the VUSA.MI Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of NDIA and VUSA.MI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NDIA vs. VUSA.MI - Drawdown Comparison

The maximum NDIA drawdown since its inception was -22.05%, smaller than the maximum VUSA.MI drawdown of -34.14%. Use the drawdown chart below to compare losses from any high point for NDIA and VUSA.MI.


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Drawdown Indicators


NDIAVUSA.MIDifference

Max Drawdown

Largest peak-to-trough decline

-22.05%

-34.14%

+12.09%

Max Drawdown (1Y)

Largest decline over 1 year

-18.03%

-8.79%

-9.24%

Max Drawdown (3Y)

Largest decline over 3 years

-19.25%

Max Drawdown (5Y)

Largest decline over 5 years

-24.37%

Current Drawdown

Current decline from peak

-17.96%

-2.34%

-15.62%

Average Drawdown

Average peak-to-trough decline

-7.16%

-4.99%

-2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.58%

2.10%

+5.48%

Volatility

NDIA vs. VUSA.MI - Volatility Comparison

Global X Funds - Global X India Active ETF (NDIA) has a higher volatility of 4.44% compared to Vanguard S&P 500 UCITS ETF (VUSA.MI) at 3.33%. This indicates that NDIA's price experiences larger fluctuations and is considered to be riskier than VUSA.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NDIAVUSA.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

3.33%

+1.11%

Volatility (6M)

Calculated over the trailing 6-month period

13.65%

8.40%

+5.25%

Volatility (1Y)

Calculated over the trailing 1-year period

15.87%

11.67%

+4.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.61%

15.95%

-0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.61%

17.51%

-1.90%

NDIA vs. VUSA.MI - Expense Ratio Comparison

NDIA has a 0.76% expense ratio, which is higher than VUSA.MI's 0.07% expense ratio.


Dividends

NDIA vs. VUSA.MI - Dividend Comparison

NDIA's dividend yield for the trailing twelve months is around 1.24%, more than VUSA.MI's 0.88% yield.


PositionTTM2025202420232022202120202019
NDIA
Global X Funds - Global X India Active ETF
1.24%1.10%3.66%0.28%0.00%0.00%0.00%0.00%
VUSA.MI
Vanguard S&P 500 UCITS ETF
0.88%0.97%0.99%1.26%1.45%1.02%1.43%1.46%

Frequently Asked Questions


NDIA and VUSA.MI have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUSA.MI is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUSA.MI is cheaper with a 0.07% expense ratio, compared with 0.76% for NDIA.

NDIA is categorized as Asia Pacific Equities, while VUSA.MI is S&P 500. They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.76% for NDIA and 0.07% for VUSA.MI.

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