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V50A.DE vs. VUAA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

V50A.DE vs. VUAA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) and Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE). The values are adjusted to include any dividend payments, if applicable.

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V50A.DE vs. VUAA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
V50A.DE
Amundi EURO STOXX 50 UCITS ETF EUR (C)
-1.37%22.17%11.16%22.51%-8.94%23.51%-2.22%
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
-2.79%4.68%32.33%22.52%-14.29%40.76%3.17%

Returns By Period

In the year-to-date period, V50A.DE achieves a -1.37% return, which is significantly higher than VUAA.DE's -2.79% return.


V50A.DE

1D
-0.66%
1M
-1.14%
YTD
-1.37%
6M
1.61%
1Y
10.70%
3Y*
12.98%
5Y*
10.75%
10Y*
9.94%

VUAA.DE

1D
0.19%
1M
-2.53%
YTD
-2.79%
6M
-0.12%
1Y
10.40%
3Y*
16.00%
5Y*
12.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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V50A.DE vs. VUAA.DE - Expense Ratio Comparison

V50A.DE has a 0.15% 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%.


Return for Risk

V50A.DE vs. VUAA.DE — Risk / Return Rank

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

V50A.DE
V50A.DE Risk / Return Rank: 3535
Overall Rank
V50A.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
V50A.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
V50A.DE Omega Ratio Rank: 2828
Omega Ratio Rank
V50A.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
V50A.DE Martin Ratio Rank: 4444
Martin Ratio Rank

VUAA.DE
VUAA.DE Risk / Return Rank: 4646
Overall Rank
VUAA.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
VUAA.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
VUAA.DE Omega Ratio Rank: 3030
Omega Ratio Rank
VUAA.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
VUAA.DE Martin Ratio Rank: 6868
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.

V50A.DE vs. VUAA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.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.


V50A.DEVUAA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.61

0.61

0.00

Sortino ratio

Return per unit of downside risk

0.93

0.92

+0.01

Omega ratio

Gain probability vs. loss probability

1.13

1.14

-0.01

Calmar ratio

Return relative to maximum drawdown

1.36

2.36

-1.00

Martin ratio

Return relative to average drawdown

5.01

8.03

-3.03

V50A.DE vs. VUAA.DE - Sharpe Ratio Comparison

The current V50A.DE Sharpe Ratio is 0.61, which is comparable to the VUAA.DE Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of V50A.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.


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Sharpe Ratios by Period


V50A.DEVUAA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.61

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.79

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.69

-0.28

Correlation

The correlation between V50A.DE and VUAA.DE is 0.68, 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

V50A.DE vs. VUAA.DE - Dividend Comparison

Neither V50A.DE nor VUAA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

V50A.DE vs. VUAA.DE - Drawdown Comparison

The maximum V50A.DE drawdown since its inception was -38.57%, 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 V50A.DE and VUAA.DE.


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Drawdown Indicators


V50A.DEVUAA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.57%

-33.67%

-4.90%

Max Drawdown (1Y)

Largest decline over 1 year

-10.92%

-8.38%

-2.54%

Max Drawdown (5Y)

Largest decline over 5 years

-23.31%

-23.33%

+0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-38.57%

Current Drawdown

Current decline from peak

-7.59%

-5.02%

-2.57%

Average Drawdown

Average peak-to-trough decline

-7.26%

-5.18%

-2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.10%

+0.87%

Volatility

V50A.DE vs. VUAA.DE - Volatility Comparison

Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) has a higher volatility of 6.38% compared to Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) at 3.69%. This indicates that V50A.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


V50A.DEVUAA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.38%

3.69%

+2.69%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

8.64%

+2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

17.41%

17.02%

+0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.24%

15.15%

+2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

17.75%

+0.43%