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OM3L.DE vs. VUAA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

OM3L.DE vs. VUAA.L

Last updated Jun 5, 2026

OM3L.DE (iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)) and VUAA.L (Vanguard S&P 500 UCITS ETF USD Accumulation) are both exchange-traded funds - OM3L.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Enhanced Focus, while VUAA.L is a S&P 500 fund tracking the S&P 500 Net Total Return. Both are passively managed. Their correlation of 0.91 suggests significant overlap in exposure. Both charge a 0.07% expense ratio.

Performance

OM3L.DE vs. VUAA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (OM3L.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

OM3L.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, OM3L.DE achieves a 10.41% return, which is significantly lower than VUAA.L's 11.28% return.

OM3L.DE

1D
-0.11%
1M
4.57%
YTD
10.41%
6M
9.75%
1Y
23.08%
3Y*
17.98%
5Y*
13.77%
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)

OM3L.DE vs. VUAA.L - Yearly Performance Comparison

2026 (YTD)2025
OM3L.DE
iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)		10.41%11.06%
VUAA.L
Vanguard S&P 500 UCITS ETF USD Accumulation		11.28%12.15%

Correlation

The correlation between OM3L.DE and VUAA.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.91

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iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)

Vanguard S&P 500 UCITS ETF USD Accumulation

Often compared with OM3L.DE:
OM3L.DE vs. FLXU.DEOM3L.DE vs. H412.DEOM3L.DE vs. IUSQ.DEOM3L.DE vs. EUNL.DEOM3L.DE vs. UBUR.DEOM3L.DE vs. 2B7K.DEOM3L.DE vs. LCUS.DE
Often compared with VUAA.L:
VUAA.L vs. VOOVUAA.L vs. CSPX.LVUAA.L vs. VWCE.DEVUAA.L vs. VUSA.ASVUAA.L vs. SXR8.DEVUAA.L vs. VUAG.LVUAA.L vs. SPY

Return for Risk

OM3L.DE vs. VUAA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
OM3L.DE
OM3L.DE Risk / Return Rank: 5858
Overall Rank
OM3L.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
OM3L.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
OM3L.DE Omega Ratio Rank: 5959
Omega Ratio Rank
OM3L.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
OM3L.DE Martin Ratio Rank: 5757
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.

OM3L.DE vs. VUAA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) (OM3L.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.

OM3L.DEVUAA.LDifference
Sharpe ratioReturn per unit of total volatility
1.93

—

—

Sortino ratioReturn per unit of downside risk
2.65

—

—

Omega ratioGain probability vs. loss probability

1.36

—

—

Calmar ratioReturn relative to maximum drawdown

2.84

—

—

Martin ratioReturn relative to average drawdown

9.78

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OM3L.DE vs. VUAA.L - Sharpe Ratio Comparison

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Sharpe Ratios by Period

OM3L.DEVUAA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

2.00

-1.10

Drawdowns

OM3L.DE vs. VUAA.L - Drawdown Comparison

The maximum OM3L.DE drawdown since its inception was -33.35%, 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 OM3L.DE and VUAA.L.

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Drawdown Indicators

OM3L.DEVUAA.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.35%

-7.08%

-26.27%

Max Drawdown (1Y)

Largest decline over 1 year

-8.14%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-24.21%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-24.21%

—

—

Current Drawdown

Current decline from peak

-0.41%

-0.67%

+0.26%

Average Drawdown

Average peak-to-trough decline

-5.01%

-1.45%

-3.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

2.07%

+0.30%

Volatility

OM3L.DE vs. VUAA.L - Volatility Comparison

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Volatility by Period

OM3L.DEVUAA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.71%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

11.99%

12.45%

-0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.55%

12.45%

+3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.40%

12.45%

+4.95%

OM3L.DE vs. VUAA.L - Expense Ratio Comparison

Both OM3L.DE and VUAA.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

OM3L.DE vs. VUAA.L - Dividend Comparison

OM3L.DE's dividend yield for the trailing twelve months is around 0.81%, while VUAA.L has not paid dividends to shareholders.

PositionTTM2025202420232022202120202019
OM3L.DE
iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)		0.81%0.89%0.99%2.46%2.99%2.12%2.86%2.21%
VUAA.L
Vanguard S&P 500 UCITS ETF USD Accumulation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.91, OM3L.DE and VUAA.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

OM3L.DE and VUAA.L have the same expense ratio: 0.07% per year.

OM3L.DE is categorized as Large Cap Blend Equities, while VUAA.L is S&P 500. OM3L.DE tracks MSCI USA ESG Enhanced Focus, while VUAA.L tracks S&P 500 Net Total Return. They also come from different issuers: iShares and Vanguard.

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