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P500.DE vs. VUAA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

P500.DE vs. VUAA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P 500 UCITS ETF (P500.DE) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with P500.DE having a 11.87% return and VUAA.DE slightly lower at 11.83%.


P500.DE

1D
-1.21%
1M
0.77%
6M
9.53%
YTD
11.87%
1Y
21.63%
3Y*
18.82%
5Y*
13.68%
10Y*
14.54%

VUAA.DE

1D
-1.21%
1M
0.80%
6M
9.46%
YTD
11.83%
1Y
21.57%
3Y*
18.63%
5Y*
13.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

P500.DE vs. VUAA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
P500.DE
Invesco S&P 500 UCITS ETF
11.87%4.83%32.66%22.56%-14.02%41.17%5.20%
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
11.83%4.69%32.34%22.51%-14.29%40.75%4.36%

Correlation

The correlation between P500.DE and VUAA.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2020

0.99

The correlation between P500.DE and VUAA.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

P500.DE vs. VUAA.DE — Risk / Return Rank

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

P500.DE
P500.DE Risk / Return Rank: 7373
Overall Rank
P500.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
P500.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
P500.DE Omega Ratio Rank: 7272
Omega Ratio Rank
P500.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
P500.DE Martin Ratio Rank: 7575
Martin Ratio Rank

VUAA.DE
VUAA.DE Risk / Return Rank: 7373
Overall Rank
VUAA.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VUAA.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
VUAA.DE Omega Ratio Rank: 7272
Omega Ratio Rank
VUAA.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
VUAA.DE Martin Ratio Rank: 7676
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.

P500.DE vs. VUAA.DE - Risk-Adjusted Trends 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 UCITS USD Acc ETF (VUAA.DE). 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.


P500.DEVUAA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.34

1.34

0.00

Calmar ratioReturn relative to maximum drawdown

3.04

3.07

-0.03

Martin ratioReturn relative to average drawdown

10.75

10.94

-0.19

P500.DE vs. VUAA.DE - Sharpe Ratio Comparison

The current P500.DE Sharpe Ratio is 1.85, which is comparable to the VUAA.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of P500.DE and VUAA.DE, 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

P500.DE vs. VUAA.DE - Drawdown Comparison

The maximum P500.DE drawdown since its inception was -33.85%, roughly equal to the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for P500.DE and VUAA.DE.


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Drawdown Indicators


P500.DEVUAA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.85%

-33.67%

-0.18%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-7.00%

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-23.39%

-23.33%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-23.39%

-23.33%

-0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-33.85%

Current Drawdown

Current decline from peak

-1.36%

-1.33%

-0.03%

Average Drawdown

Average peak-to-trough decline

-3.84%

-4.98%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

1.97%

+0.04%

Volatility

P500.DE vs. VUAA.DE - Volatility Comparison

Invesco S&P 500 UCITS ETF (P500.DE) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) have volatilities of 2.98% and 2.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


P500.DEVUAA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.98%

2.99%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

7.91%

7.87%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

11.87%

11.72%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.22%

15.15%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.07%

17.49%

-1.42%

P500.DE vs. VUAA.DE - Expense Ratio Comparison

P500.DE has a 0.05% expense ratio, which is lower than VUAA.DE's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

P500.DE vs. VUAA.DE - Dividend Comparison

Neither P500.DE nor VUAA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, P500.DE and VUAA.DE 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.

On fees, P500.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

P500.DE is cheaper with a 0.05% expense ratio, compared with 0.07% for VUAA.DE.

Both ETFs track S&P 500 Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.05% for P500.DE and 0.07% for VUAA.DE.

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