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V80D.DE vs. VUAA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

V80D.DE vs. VUAA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing (V80D.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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Returns By Period

In the year-to-date period, V80D.DE achieves a 9.90% return, which is significantly lower than VUAA.DE's 11.41% return.


V80D.DE

1D
-0.28%
1M
3.06%
YTD
9.90%
6M
10.09%
1Y
20.88%
3Y*
14.60%
5Y*
9.40%
10Y*

VUAA.DE

1D
-0.12%
1M
5.23%
YTD
11.41%
6M
11.44%
1Y
25.64%
3Y*
18.87%
5Y*
14.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

V80D.DE vs. VUAA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
V80D.DE
Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing
9.90%8.03%19.69%14.94%-13.66%21.36%0.96%
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
11.41%4.68%32.33%22.52%-14.29%40.76%0.41%

Correlation

The correlation between V80D.DE and VUAA.DE is 0.90, 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

0.90

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

0.91

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

0.93

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2020

0.93

The correlation between V80D.DE and VUAA.DE has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

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Return for Risk

V80D.DE vs. VUAA.DE — Risk / Return Rank

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

V80D.DE
V80D.DE Risk / Return Rank: 7777
Overall Rank
V80D.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
V80D.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
V80D.DE Omega Ratio Rank: 7979
Omega Ratio Rank
V80D.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
V80D.DE Martin Ratio Rank: 7979
Martin Ratio Rank

VUAA.DE
VUAA.DE Risk / Return Rank: 6969
Overall Rank
VUAA.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VUAA.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
VUAA.DE Omega Ratio Rank: 7070
Omega Ratio Rank
VUAA.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
VUAA.DE Martin Ratio Rank: 7070
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.

V80D.DE vs. VUAA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing (V80D.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.


V80D.DEVUAA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.46

1.41

+0.05

Calmar ratioReturn relative to maximum drawdown

3.73

3.56

+0.17

Martin ratioReturn relative to average drawdown

15.22

12.74

+2.48

V80D.DE vs. VUAA.DE - Sharpe Ratio Comparison

The current V80D.DE Sharpe Ratio is 2.38, which is comparable to the VUAA.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of V80D.DE and VUAA.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.


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Sharpe Ratios by Period


V80D.DEVUAA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

2.20

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.97

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.81

+0.15

Drawdowns

V80D.DE vs. VUAA.DE - Drawdown Comparison

The maximum V80D.DE drawdown since its inception was -16.62%, smaller than the maximum VUAA.DE drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for V80D.DE and VUAA.DE.


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Drawdown Indicators


V80D.DEVUAA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.62%

-33.67%

+17.05%

Max Drawdown (1Y)

Largest decline over 1 year

-5.59%

-7.16%

+1.57%

Max Drawdown (3Y)

Largest decline over 3 years

-16.62%

-23.33%

+6.71%

Max Drawdown (5Y)

Largest decline over 5 years

-16.62%

-23.33%

+6.71%

Current Drawdown

Current decline from peak

-0.42%

-0.45%

+0.03%

Average Drawdown

Average peak-to-trough decline

-3.96%

-5.07%

+1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

2.01%

-0.64%

Volatility

V80D.DE vs. VUAA.DE - Volatility Comparison

The current volatility for Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing (V80D.DE) is 2.38%, while Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) has a volatility of 2.65%. This indicates that V80D.DE experiences smaller price fluctuations and is considered to be less risky 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


V80D.DEVUAA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.38%

2.65%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

6.43%

7.61%

-1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

8.76%

11.58%

-2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.91%

15.12%

-4.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.79%

17.59%

-6.80%

V80D.DE vs. VUAA.DE - Expense Ratio Comparison

V80D.DE has a 0.25% 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%.


Dividends

V80D.DE vs. VUAA.DE - Dividend Comparison

V80D.DE's dividend yield for the trailing twelve months is around 1.81%, while VUAA.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021
V80D.DE
Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing
1.81%1.99%1.95%2.02%2.10%1.88%
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.90, V80D.DE and VUAA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VUAA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUAA.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for V80D.DE.

V80D.DE is categorized as Global Allocation, while VUAA.DE is S&P 500. Their fees differ too: 0.25% for V80D.DE and 0.07% for VUAA.DE.

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