V3AA.DE vs. VUAA.DE
V3AA.DE (Vanguard ESG Global All Cap UCITS ETF (USD) Acc) and VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) are both exchange-traded funds - V3AA.DE is a Global Equities fund tracking the FTSE Global All Cap Choice Index, while VUAA.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, V3AA.DE returned 11.33%/yr vs 14.77%/yr for VUAA.DE. Their correlation of 0.94 suggests significant overlap in exposure. V3AA.DE charges 0.24%/yr vs 0.07%/yr for VUAA.DE.
Performance
V3AA.DE vs. VUAA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, V3AA.DE achieves a 12.77% return, which is significantly higher than VUAA.DE's 11.41% return.
V3AA.DE
- 1D
- -0.11%
- 1M
- 4.35%
- YTD
- 12.77%
- 6M
- 13.07%
- 1Y
- 26.49%
- 3Y*
- 17.62%
- 5Y*
- 11.33%
- 10Y*
- —
VUAA.DE
- 1D
- -0.12%
- 1M
- 5.23%
- YTD
- 11.41%
- 6M
- 11.44%
- 1Y
- 25.64%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- —
V3AA.DE vs. VUAA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
V3AA.DE Vanguard ESG Global All Cap UCITS ETF (USD) Acc | 12.77% | 7.60% | 24.41% | 20.63% | -18.04% | 20.19% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 11.41% | 4.68% | 32.33% | 22.52% | -14.29% | 29.25% |
Correlation
The correlation between V3AA.DE and VUAA.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2021 | 0.94 |
The correlation between V3AA.DE and VUAA.DE has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.
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Return for Risk
V3AA.DE vs. VUAA.DE — Risk / Return Rank
V3AA.DE
VUAA.DE
V3AA.DE vs. VUAA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Global All Cap UCITS ETF (USD) Acc (V3AA.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.
| V3AA.DE | VUAA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.41 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 3.56 | -0.27 |
| Martin ratioReturn relative to average drawdown | 13.32 | 12.74 | +0.58 |
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
| V3AA.DE | VUAA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 2.20 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.97 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.81 | +0.01 |
Drawdowns
V3AA.DE vs. VUAA.DE - Drawdown Comparison
The maximum V3AA.DE drawdown since its inception was -22.30%, smaller than the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for V3AA.DE and VUAA.DE.
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Drawdown Indicators
| V3AA.DE | VUAA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.30% | -33.67% | +11.37% |
Max Drawdown (1Y)Largest decline over 1 year | -8.16% | -7.16% | -1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -22.30% | -23.33% | +1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -22.30% | -23.33% | +1.03% |
Current DrawdownCurrent decline from peak | -0.75% | -0.45% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -5.07% | -0.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 2.01% | +0.02% |
Volatility
V3AA.DE vs. VUAA.DE - Volatility Comparison
Vanguard ESG Global All Cap UCITS ETF (USD) Acc (V3AA.DE) has a higher volatility of 3.38% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 2.65%. This indicates that V3AA.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.
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Volatility by Period
| V3AA.DE | VUAA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.38% | 2.65% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 9.13% | 7.61% | +1.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.42% | 11.58% | +0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.42% | 15.12% | -0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.33% | 17.59% | -3.26% |
V3AA.DE vs. VUAA.DE - Expense Ratio Comparison
V3AA.DE has a 0.24% expense ratio, which is higher than VUAA.DE's 0.07% 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%.
Dividends
V3AA.DE vs. VUAA.DE - Dividend Comparison
Neither V3AA.DE nor VUAA.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, V3AA.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, VUAA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.DE is cheaper with a 0.07% expense ratio, compared with 0.24% for V3AA.DE.
V3AA.DE is categorized as Global Equities, while VUAA.DE is S&P 500. V3AA.DE tracks FTSE Global All Cap Choice Index, while VUAA.DE tracks S&P 500 Index. Their fees differ too: 0.24% for V3AA.DE and 0.07% for VUAA.DE.
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