PortfoliosLab logoPortfoliosLab logo
V80A.DE vs. V60A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

V80A.DE vs. V60A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE) and Vanguard LifeStrategy 60% Equity UCITS ETF EUR Accumulating (V60A.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, V80A.DE achieves a 10.19% return, which is significantly higher than V60A.DE's 7.46% return.


V80A.DE

1D
-0.25%
1M
3.03%
YTD
10.19%
6M
10.15%
1Y
21.11%
3Y*
14.61%
5Y*
9.42%
10Y*

V60A.DE

1D
-0.15%
1M
2.08%
YTD
7.46%
6M
7.41%
1Y
16.00%
3Y*
11.57%
5Y*
6.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

V80A.DE vs. V60A.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
V80A.DE
Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc
10.19%7.94%19.25%15.10%-13.51%20.55%2.27%
V60A.DE
Vanguard LifeStrategy 60% Equity UCITS ETF EUR Accumulating
7.46%7.02%14.29%12.38%-14.22%14.35%1.64%

Correlation

The correlation between V80A.DE and V60A.DE is 0.87, 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

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2020

0.93

The correlation between V80A.DE and V60A.DE has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

V80A.DE vs. V60A.DE — Risk / Return Rank

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

V80A.DE
V80A.DE Risk / Return Rank: 7474
Overall Rank
V80A.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
V80A.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
V80A.DE Omega Ratio Rank: 7474
Omega Ratio Rank
V80A.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
V80A.DE Martin Ratio Rank: 7878
Martin Ratio Rank

V60A.DE
V60A.DE Risk / Return Rank: 7272
Overall Rank
V60A.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
V60A.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
V60A.DE Omega Ratio Rank: 7575
Omega Ratio Rank
V60A.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
V60A.DE Martin Ratio Rank: 7474
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.

V80A.DE vs. V60A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE) and Vanguard LifeStrategy 60% Equity UCITS ETF EUR Accumulating (V60A.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.


V80A.DEV60A.DEDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.43

1.44

0.00

Calmar ratioReturn relative to maximum drawdown

3.70

3.08

+0.62

Martin ratioReturn relative to average drawdown

14.91

13.82

+1.09

V80A.DE vs. V60A.DE - Sharpe Ratio Comparison

The current V80A.DE Sharpe Ratio is 2.29, which is comparable to the V60A.DE Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of V80A.DE and V60A.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


V80A.DEV60A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

2.29

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.75

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.85

+0.11

Drawdowns

V80A.DE vs. V60A.DE - Drawdown Comparison

The maximum V80A.DE drawdown since its inception was -16.79%, which is greater than V60A.DE's maximum drawdown of -15.27%. Use the drawdown chart below to compare losses from any high point for V80A.DE and V60A.DE.


Loading charts...

Drawdown Indicators


V80A.DEV60A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.79%

-15.27%

-1.52%

Max Drawdown (1Y)

Largest decline over 1 year

-5.64%

-5.22%

-0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-16.79%

-13.05%

-3.74%

Max Drawdown (5Y)

Largest decline over 5 years

-16.79%

-15.27%

-1.52%

Current Drawdown

Current decline from peak

-0.53%

-0.19%

-0.34%

Average Drawdown

Average peak-to-trough decline

-3.99%

-4.31%

+0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

1.17%

+0.23%

Volatility

V80A.DE vs. V60A.DE - Volatility Comparison

Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE) has a higher volatility of 2.57% compared to Vanguard LifeStrategy 60% Equity UCITS ETF EUR Accumulating (V60A.DE) at 2.01%. This indicates that V80A.DE's price experiences larger fluctuations and is considered to be riskier than V60A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


V80A.DEV60A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.57%

2.01%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

6.80%

5.40%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

9.13%

7.03%

+2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.96%

8.65%

+2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.86%

8.54%

+2.32%

V80A.DE vs. V60A.DE - Expense Ratio Comparison

Both V80A.DE and V60A.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

V80A.DE vs. V60A.DE - Dividend Comparison

Neither V80A.DE nor V60A.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


V80A.DE and V60A.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

V80A.DE and V60A.DE have the same expense ratio: 0.25% per year.

V80A.DE is categorized as Diversified Portfolio, while V60A.DE is Global Allocation.

Portfolio Optimizer

Find the right allocation for V80A.DE and V60A.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer