TL0.DE vs. VUAA.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Tesla Inc (TL0.DE) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE).

VUAA.DE is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 14, 2019.

Performance

TL0.DE vs. VUAA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Tesla Inc (TL0.DE) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). The values are adjusted to include any dividend payments, if applicable.

TL0.DE vs. VUAA.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
TL0.DE Tesla Inc	-16.43%	-2.91%	75.95%	105.08%	-64.58%	73.69%	237.17%
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF	-2.97%	4.68%	32.33%	22.52%	-14.29%	40.76%	3.17%

Returns By Period

In the year-to-date period, TL0.DE achieves a -16.43% return, which is significantly lower than VUAA.DE's -2.97% return.

TL0.DE

• 1D: 4.00%
• 1M: -4.17%
• YTD: -16.43%
• 6M: -15.17%
• 1Y: 29.85%
• 3Y*: 20.81%
• 5Y*: 11.35%
• 10Y*: 37.15%

VUAA.DE

• 1D: 1.73%
• 1M: -3.11%
• YTD: -2.97%
• 6M: 0.07%
• 1Y: 10.21%
• 3Y*: 16.08%
• 5Y*: 12.10%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

TL0.DE vs. VUAA.DE — Risk / Return Rank

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

TL0.DE

TL0.DE Risk / Return Rank: 61
TL0.DE Sharpe Ratio Rank: 62
TL0.DE Sortino Ratio Rank: 59
TL0.DE Omega Ratio Rank: 55
TL0.DE Calmar Ratio Rank: 65
TL0.DE Martin Ratio Rank: 63

VUAA.DE

VUAA.DE Risk / Return Rank: 36
VUAA.DE Sharpe Ratio Rank: 30
VUAA.DE Sortino Ratio Rank: 29
VUAA.DE Omega Ratio Rank: 31
VUAA.DE Calmar Ratio Rank: 45
VUAA.DE Martin Ratio Rank: 45

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.

TL0.DE vs. VUAA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tesla Inc (TL0.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.

	TL0.DE	VUAA.DE	Difference
Sharpe ratio Return per unit of total volatility	0.59	0.60	-0.01
Sortino ratio Return per unit of downside risk	1.17	0.90	+0.26
Omega ratio Gain probability vs. loss probability	1.14	1.13	0.00
Calmar ratio Return relative to maximum drawdown	1.18	1.22	-0.04
Martin ratio Return relative to average drawdown	2.46	4.41	-1.95
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TL0.DE vs. VUAA.DE - Sharpe Ratio Comparison

The current TL0.DE Sharpe Ratio is 0.59, which is comparable to the VUAA.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of TL0.DE and VUAA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TL0.DE	VUAA.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.59	0.60	-0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.21	0.79	-0.58
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	0.69	+0.07

Correlation

The correlation between TL0.DE and VUAA.DE is 0.50, 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.

Dividends

TL0.DE vs. VUAA.DE - Dividend Comparison

Neither TL0.DE nor VUAA.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

TL0.DE vs. VUAA.DE - Drawdown Comparison

The maximum TL0.DE drawdown since its inception was -71.68%, which is greater than VUAA.DE's maximum drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for TL0.DE and VUAA.DE.

Drawdown Indicators

	TL0.DE	VUAA.DE	Difference
Max Drawdown Largest peak-to-trough decline	-71.68%	-33.67%	-38.01%
Max Drawdown (1Y) Largest decline over 1 year	-24.63%	-13.45%	-11.18%
Max Drawdown (5Y) Largest decline over 5 years	-71.68%	-23.33%	-48.35%
Max Drawdown (10Y) Largest decline over 10 years	-71.68%	—	—
Current Drawdown Current decline from peak	-28.68%	-5.19%	-23.49%
Average Drawdown Average peak-to-trough decline	-23.22%	-5.18%	-18.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.83%	2.31%	+9.52%

Volatility

TL0.DE vs. VUAA.DE - Volatility Comparison

Tesla Inc (TL0.DE) has a higher volatility of 9.94% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 3.84%. This indicates that TL0.DE's price experiences larger fluctuations and is considered to be riskier than VUAA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TL0.DE	VUAA.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.94%	3.84%	+6.10%
Volatility (6M) Calculated over the trailing 6-month period	27.71%	8.66%	+19.05%
Volatility (1Y) Calculated over the trailing 1-year period	51.16%	17.07%	+34.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	54.71%	15.15%	+39.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	55.95%	17.76%	+38.19%