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V60A.DE vs. SPX5.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

V60A.DE vs. SPX5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard LifeStrategy 60% Equity UCITS ETF EUR Accumulating (V60A.DE) and SPDR S&P 500 UCITS ETF (SPX5.L). The values are adjusted to include any dividend payments, if applicable.

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V60A.DE vs. SPX5.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
V60A.DE
Vanguard LifeStrategy 60% Equity UCITS ETF EUR Accumulating
-0.61%7.02%14.29%12.38%-14.22%14.35%1.64%
SPX5.L
SPDR S&P 500 UCITS ETF
-2.71%3.63%33.62%22.29%-13.70%39.48%1.53%
Different Trading Currencies

V60A.DE is traded in EUR, while SPX5.L is traded in GBP. To make them comparable, the SPX5.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, V60A.DE achieves a -0.61% return, which is significantly higher than SPX5.L's -2.71% return.


V60A.DE

1D
1.31%
1M
-2.77%
YTD
-0.61%
6M
1.46%
1Y
8.51%
3Y*
9.66%
5Y*
5.17%
10Y*

SPX5.L

1D
2.11%
1M
-2.96%
YTD
-2.71%
6M
0.32%
1Y
10.32%
3Y*
16.24%
5Y*
12.16%
10Y*
13.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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V60A.DE vs. SPX5.L - Expense Ratio Comparison

V60A.DE has a 0.25% expense ratio, which is higher than SPX5.L's 0.09% 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

V60A.DE vs. SPX5.L — Risk / Return Rank

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

V60A.DE
V60A.DE Risk / Return Rank: 4949
Overall Rank
V60A.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
V60A.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
V60A.DE Omega Ratio Rank: 4343
Omega Ratio Rank
V60A.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
V60A.DE Martin Ratio Rank: 6060
Martin Ratio Rank

SPX5.L
SPX5.L Risk / Return Rank: 6060
Overall Rank
SPX5.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SPX5.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
SPX5.L Omega Ratio Rank: 5252
Omega Ratio Rank
SPX5.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
SPX5.L Martin Ratio Rank: 6767
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.

V60A.DE vs. SPX5.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy 60% Equity UCITS ETF EUR Accumulating (V60A.DE) and SPDR S&P 500 UCITS ETF (SPX5.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.


V60A.DESPX5.LDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.63

+0.24

Sortino ratio

Return per unit of downside risk

1.25

0.94

+0.31

Omega ratio

Gain probability vs. loss probability

1.18

1.14

+0.04

Calmar ratio

Return relative to maximum drawdown

1.55

1.37

+0.18

Martin ratio

Return relative to average drawdown

6.59

4.33

+2.27

V60A.DE vs. SPX5.L - Sharpe Ratio Comparison

The current V60A.DE Sharpe Ratio is 0.87, which is higher than the SPX5.L Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of V60A.DE and SPX5.L, 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


V60A.DESPX5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.63

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.81

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.90

-0.21

Correlation

The correlation between V60A.DE and SPX5.L is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

V60A.DE vs. SPX5.L - Dividend Comparison

V60A.DE has not paid dividends to shareholders, while SPX5.L's dividend yield for the trailing twelve months is around 1.01%.


TTM20252024202320222021202020192018201720162015
V60A.DE
Vanguard LifeStrategy 60% Equity UCITS ETF EUR Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPX5.L
SPDR S&P 500 UCITS ETF
1.01%0.98%1.04%1.21%1.39%0.98%1.40%1.76%1.71%2.36%1.49%1.68%

Drawdowns

V60A.DE vs. SPX5.L - Drawdown Comparison

The maximum V60A.DE drawdown since its inception was -15.27%, smaller than the maximum SPX5.L drawdown of -32.89%. Use the drawdown chart below to compare losses from any high point for V60A.DE and SPX5.L.


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Drawdown Indicators


V60A.DESPX5.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.27%

-25.45%

+10.18%

Max Drawdown (1Y)

Largest decline over 1 year

-8.12%

-10.53%

+2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-15.27%

-20.90%

+5.63%

Max Drawdown (10Y)

Largest decline over 10 years

-25.45%

Current Drawdown

Current decline from peak

-3.30%

-4.73%

+1.43%

Average Drawdown

Average peak-to-trough decline

-4.43%

-3.21%

-1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

2.06%

-0.72%

Volatility

V60A.DE vs. SPX5.L - Volatility Comparison

The current volatility for Vanguard LifeStrategy 60% Equity UCITS ETF EUR Accumulating (V60A.DE) is 3.25%, while SPDR S&P 500 UCITS ETF (SPX5.L) has a volatility of 4.02%. This indicates that V60A.DE experiences smaller price fluctuations and is considered to be less risky than SPX5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


V60A.DESPX5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

4.02%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

5.26%

8.61%

-3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

9.77%

16.42%

-6.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.60%

15.05%

-6.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.56%

16.10%

-7.54%