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V3MA.DE vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

V3MA.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard ESG Emerging Markets All Cap UCITS ETF (USD) Accumulating (V3MA.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

V3MA.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, V3MA.DE achieves a 16.20% return, which is significantly higher than ^GSPC's 12.06% return.


V3MA.DE

1D
-0.58%
1M
3.08%
YTD
16.20%
6M
17.26%
1Y
31.20%
3Y*
5Y*
10Y*

^GSPC

1D
0.27%
1M
5.17%
YTD
12.06%
6M
10.90%
1Y
24.89%
3Y*
17.85%
5Y*
13.43%
10Y*
13.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

V3MA.DE vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)20252024
V3MA.DE
Vanguard ESG Emerging Markets All Cap UCITS ETF (USD) Accumulating
16.20%10.67%1.36%
^GSPC
S&P 500 Index
12.06%2.58%7.51%

Correlation

The correlation between V3MA.DE and ^GSPC is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2024

0.44

The correlation between V3MA.DE and ^GSPC has been stable across timeframes, ranging from 0.44 to 0.54 - a consistent structural relationship.

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Return for Risk

V3MA.DE vs. ^GSPC — Risk / Return Rank

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

V3MA.DE
V3MA.DE Risk / Return Rank: 6464
Overall Rank
V3MA.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
V3MA.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
V3MA.DE Omega Ratio Rank: 6262
Omega Ratio Rank
V3MA.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
V3MA.DE Martin Ratio Rank: 6464
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 8080
Overall Rank
^GSPC Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7979
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7979
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 7676
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 8686
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.

V3MA.DE vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Emerging Markets All Cap UCITS ETF (USD) Accumulating (V3MA.DE) and S&P 500 Index (^GSPC). 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.


V3MA.DE^GSPCDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.37

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

3.45

3.30

+0.15

Martin ratioReturn relative to average drawdown

11.63

12.34

-0.71

V3MA.DE vs. ^GSPC - Sharpe Ratio Comparison

The current V3MA.DE Sharpe Ratio is 2.04, which is comparable to the ^GSPC Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of V3MA.DE and ^GSPC, 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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Sharpe Ratios by Period


V3MA.DE^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

2.04

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

0.51

+0.61

Drawdowns

V3MA.DE vs. ^GSPC - Drawdown Comparison

The maximum V3MA.DE drawdown since its inception was -19.79%, smaller than the maximum ^GSPC drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for V3MA.DE and ^GSPC.


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Drawdown Indicators


V3MA.DE^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-19.79%

-51.62%

+31.83%

Max Drawdown (1Y)

Largest decline over 1 year

-9.00%

-7.57%

-1.43%

Max Drawdown (3Y)

Largest decline over 3 years

-23.99%

Max Drawdown (5Y)

Largest decline over 5 years

-23.99%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

Current Drawdown

Current decline from peak

-1.50%

-0.20%

-1.30%

Average Drawdown

Average peak-to-trough decline

-3.29%

-9.08%

+5.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

2.02%

+0.66%

Volatility

V3MA.DE vs. ^GSPC - Volatility Comparison

Vanguard ESG Emerging Markets All Cap UCITS ETF (USD) Accumulating (V3MA.DE) has a higher volatility of 5.43% compared to S&P 500 Index (^GSPC) at 2.24%. This indicates that V3MA.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


V3MA.DE^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

2.24%

+3.19%

Volatility (6M)

Calculated over the trailing 6-month period

12.23%

8.62%

+3.61%

Volatility (1Y)

Calculated over the trailing 1-year period

15.26%

12.29%

+2.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.83%

16.79%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.83%

18.59%

-1.76%

Frequently Asked Questions


V3MA.DE and ^GSPC have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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