TM5.DE vs. VUAG.L
Compare and contrast key facts about T-Mobile US, Inc. (TM5.DE) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L).
VUAG.L 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
TM5.DE vs. VUAG.L - Performance Comparison
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TM5.DE vs. VUAG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TM5.DE T-Mobile US, Inc. | 0.57% | -17.39% | 49.32% | 10.76% | 24.88% | -4.30% | 60.04% | 3.42% |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | -2.67% | 3.66% | 33.47% | 22.20% | -13.58% | 39.49% | 184.70% | 12.82% |
Different Trading Currencies
TM5.DE is traded in EUR, while VUAG.L is traded in GBP. To make them comparable, the VUAG.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, TM5.DE achieves a 0.57% return, which is significantly higher than VUAG.L's -2.67% return.
TM5.DE
- 1D
- -4.66%
- 1M
- -5.43%
- YTD
- 0.57%
- 6M
- -13.02%
- 1Y
- -28.62%
- 3Y*
- 10.44%
- 5Y*
- 10.73%
- 10Y*
- 18.15%
VUAG.L
- 1D
- 2.16%
- 1M
- -3.00%
- YTD
- -2.67%
- 6M
- 0.35%
- 1Y
- 10.34%
- 3Y*
- 16.22%
- 5Y*
- 12.17%
- 10Y*
- —
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Return for Risk
TM5.DE vs. VUAG.L — Risk / Return Rank
TM5.DE
VUAG.L
TM5.DE vs. VUAG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TM5.DE) and Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.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.
| TM5.DE | VUAG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.99 | 0.62 | -1.61 |
Sortino ratioReturn per unit of downside risk | -1.34 | 0.93 | -2.27 |
Omega ratioGain probability vs. loss probability | 0.84 | 1.14 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | -0.78 | 1.32 | -2.09 |
Martin ratioReturn relative to average drawdown | -1.32 | 4.31 | -5.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TM5.DE | VUAG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.99 | 0.62 | -1.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.80 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.84 | -0.17 |
Correlation
The correlation between TM5.DE and VUAG.L is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
TM5.DE vs. VUAG.L - Dividend Comparison
TM5.DE's dividend yield for the trailing twelve months is around 1.63%, while VUAG.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TM5.DE T-Mobile US, Inc. | 1.63% | 1.62% | 1.06% | 0.36% | 0.00% | 0.00% | 0.00% |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 71.39% |
Drawdowns
TM5.DE vs. VUAG.L - Drawdown Comparison
The maximum TM5.DE drawdown since its inception was -63.02%, which is greater than VUAG.L's maximum drawdown of -33.02%. Use the drawdown chart below to compare losses from any high point for TM5.DE and VUAG.L.
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Drawdown Indicators
| TM5.DE | VUAG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.02% | -25.61% | -37.41% |
Max Drawdown (1Y)Largest decline over 1 year | -36.63% | -10.53% | -26.10% |
Max Drawdown (5Y)Largest decline over 5 years | -40.60% | -20.88% | -19.72% |
Max Drawdown (10Y)Largest decline over 10 years | -40.60% | — | — |
Current DrawdownCurrent decline from peak | -32.79% | -4.74% | -28.05% |
Average DrawdownAverage peak-to-trough decline | -11.57% | -3.57% | -8.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.70% | 2.08% | +19.62% |
Volatility
TM5.DE vs. VUAG.L - Volatility Comparison
T-Mobile US, Inc. (TM5.DE) has a higher volatility of 8.95% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 4.09%. This indicates that TM5.DE's price experiences larger fluctuations and is considered to be riskier than VUAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TM5.DE | VUAG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.95% | 4.09% | +4.86% |
Volatility (6M)Calculated over the trailing 6-month period | 19.66% | 8.60% | +11.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.09% | 16.75% | +12.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.80% | 15.15% | +9.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.67% | 36.83% | -6.16% |