P500.DE vs. VOO
Compare and contrast key facts about Invesco S&P 500 UCITS ETF (P500.DE) and Vanguard S&P 500 ETF (VOO).
P500.DE and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. P500.DE is a passively managed fund by Invesco that tracks the performance of the S&P 500®. It was launched on May 20, 2010. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both P500.DE and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: P500.DE or VOO.
Key characteristics
| P500.DE | VOO | |
|---|---|---|
| YTD Return | 30.62% | 27.15% |
| 1Y Return | 38.42% | 39.90% |
| 3Y Return (Ann) | 12.85% | 10.28% |
| 5Y Return (Ann) | 16.41% | 16.00% |
| Sharpe Ratio | 3.05 | 3.15 |
| Sortino Ratio | 4.16 | 4.19 |
| Omega Ratio | 1.64 | 1.59 |
| Calmar Ratio | 4.38 | 4.60 |
| Martin Ratio | 19.72 | 21.00 |
| Ulcer Index | 1.85% | 1.85% |
| Daily Std Dev | 11.91% | 12.34% |
| Max Drawdown | -33.78% | -33.99% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between P500.DE and VOO is 0.62, 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.
Performance
P500.DE vs. VOO - Performance Comparison
In the year-to-date period, P500.DE achieves a 30.62% return, which is significantly higher than VOO's 27.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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P500.DE vs. VOO - Expense Ratio Comparison
P500.DE has a 0.05% expense ratio, which is higher than VOO's 0.03% 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%.
Risk-Adjusted Performance
P500.DE vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF (P500.DE) 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.
Dividends
P500.DE vs. VOO - Dividend Comparison
P500.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
P500.DE Invesco S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
P500.DE vs. VOO - Drawdown Comparison
The maximum P500.DE drawdown since its inception was -33.78%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for P500.DE and VOO. For additional features, visit the drawdowns tool.
Volatility
P500.DE vs. VOO - Volatility Comparison
The current volatility for Invesco S&P 500 UCITS ETF (P500.DE) is 3.58%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.95%. This indicates that P500.DE 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.