V3PL.DE vs. ^GSPC
V3PL.DE (Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing) is Asia Pacific Equities fund tracking the FTSE Developed Asia Pacific All Cap Choice, while ^GSPC (S&P 500 Index) is an index. Over the past 3 years, V3PL.DE returned 19.01%/yr vs 17.85%/yr for ^GSPC. At a 0.41 correlation, their price movements are largely independent.
Performance
V3PL.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
V3PL.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, V3PL.DE achieves a 31.53% return, which is significantly higher than ^GSPC's 12.06% return.
V3PL.DE
- 1D
- -1.79%
- 1M
- 10.39%
- YTD
- 31.53%
- 6M
- 33.98%
- 1Y
- 50.34%
- 3Y*
- 19.01%
- 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%
V3PL.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
V3PL.DE Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing | 31.53% | 16.39% | 7.41% | 10.31% | 3.85% |
^GSPC S&P 500 Index | 12.06% | 2.58% | 31.45% | 20.51% | -4.43% |
Correlation
The correlation between V3PL.DE and ^GSPC is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2022 | 0.41 |
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Return for Risk
V3PL.DE vs. ^GSPC — Risk / Return Rank
V3PL.DE
^GSPC
V3PL.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing (V3PL.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.
| V3PL.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.37 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 4.50 | 3.30 | +1.20 |
| Martin ratioReturn relative to average drawdown | 17.17 | 12.34 | +4.83 |
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
| V3PL.DE | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.79 | 2.04 | +0.75 |
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 | 1.24 | 0.51 | +0.73 |
Drawdowns
V3PL.DE vs. ^GSPC - Drawdown Comparison
The maximum V3PL.DE drawdown since its inception was -17.66%, smaller than the maximum ^GSPC drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for V3PL.DE and ^GSPC.
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Drawdown Indicators
| V3PL.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.66% | -51.62% | +33.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.12% | -7.57% | -3.55% |
Max Drawdown (3Y)Largest decline over 3 years | -17.66% | -23.99% | +6.33% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.99% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | -1.90% | -0.20% | -1.70% |
Average DrawdownAverage peak-to-trough decline | -2.80% | -9.08% | +6.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.02% | +0.90% |
Volatility
V3PL.DE vs. ^GSPC - Volatility Comparison
Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing (V3PL.DE) has a higher volatility of 6.84% compared to S&P 500 Index (^GSPC) at 2.24%. This indicates that V3PL.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
| V3PL.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.84% | 2.24% | +4.60% |
Volatility (6M)Calculated over the trailing 6-month period | 15.33% | 8.62% | +6.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.95% | 12.29% | +5.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.24% | 16.79% | -1.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.24% | 18.59% | -3.35% |
Frequently Asked Questions
V3PL.DE and ^GSPC have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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