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VMID.DE vs. VUSA.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VMID.DE and VUSA.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.


-0.50.00.51.00.7

Performance

VMID.DE vs. VUSA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE 250 UCITS ETF Distributing (VMID.DE) and Vanguard S&P 500 UCITS ETF (VUSA.DE). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-4.86%
8.59%
VMID.DE
VUSA.DE

Key characteristics

Sharpe Ratio

VMID.DE:

1.15

VUSA.DE:

2.16

Sortino Ratio

VMID.DE:

1.60

VUSA.DE:

2.98

Omega Ratio

VMID.DE:

1.21

VUSA.DE:

1.43

Calmar Ratio

VMID.DE:

0.92

VUSA.DE:

3.29

Martin Ratio

VMID.DE:

5.81

VUSA.DE:

14.24

Ulcer Index

VMID.DE:

2.71%

VUSA.DE:

1.91%

Daily Std Dev

VMID.DE:

13.71%

VUSA.DE:

12.64%

Max Drawdown

VMID.DE:

-46.58%

VUSA.DE:

-33.63%

Current Drawdown

VMID.DE:

-4.03%

VUSA.DE:

-0.27%

Returns By Period

In the year-to-date period, VMID.DE achieves a 2.30% return, which is significantly lower than VUSA.DE's 3.58% return.


VMID.DE

YTD

2.30%

1M

3.13%

6M

1.78%

1Y

14.84%

5Y*

1.68%

10Y*

N/A

VUSA.DE

YTD

3.58%

1M

0.56%

6M

16.18%

1Y

26.26%

5Y*

14.66%

10Y*

16.42%

*Annualized

Compare stocks, funds, or ETFs

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


VMID.DE vs. VUSA.DE - Expense Ratio Comparison

VMID.DE has a 0.10% expense ratio, which is higher than VUSA.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%.


VMID.DE
Vanguard FTSE 250 UCITS ETF Distributing
Expense ratio chart for VMID.DE: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VUSA.DE: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VMID.DE vs. VUSA.DE — Risk-Adjusted Performance Rank

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

VMID.DE
The Risk-Adjusted Performance Rank of VMID.DE is 4343
Overall Rank
The Sharpe Ratio Rank of VMID.DE is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of VMID.DE is 4040
Sortino Ratio Rank
The Omega Ratio Rank of VMID.DE is 4343
Omega Ratio Rank
The Calmar Ratio Rank of VMID.DE is 3737
Calmar Ratio Rank
The Martin Ratio Rank of VMID.DE is 5353
Martin Ratio Rank

VUSA.DE
The Risk-Adjusted Performance Rank of VUSA.DE is 8686
Overall Rank
The Sharpe Ratio Rank of VUSA.DE is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSA.DE is 8484
Sortino Ratio Rank
The Omega Ratio Rank of VUSA.DE is 8787
Omega Ratio Rank
The Calmar Ratio Rank of VUSA.DE is 8484
Calmar Ratio Rank
The Martin Ratio Rank of VUSA.DE is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VMID.DE vs. VUSA.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 250 UCITS ETF Distributing (VMID.DE) and Vanguard S&P 500 UCITS ETF (VUSA.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.


Sharpe ratio
The chart of Sharpe ratio for VMID.DE, currently valued at 0.80, compared to the broader market0.002.004.000.801.96
The chart of Sortino ratio for VMID.DE, currently valued at 1.18, compared to the broader market-2.000.002.004.006.008.0010.0012.001.182.70
The chart of Omega ratio for VMID.DE, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.36
The chart of Calmar ratio for VMID.DE, currently valued at 0.50, compared to the broader market0.005.0010.0015.0020.000.502.95
The chart of Martin ratio for VMID.DE, currently valued at 2.24, compared to the broader market0.0020.0040.0060.0080.00100.002.2411.64
VMID.DE
VUSA.DE

The current VMID.DE Sharpe Ratio is 1.15, which is lower than the VUSA.DE Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of VMID.DE and VUSA.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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.80
1.96
VMID.DE
VUSA.DE

Dividends

VMID.DE vs. VUSA.DE - Dividend Comparison

VMID.DE's dividend yield for the trailing twelve months is around 3.22%, more than VUSA.DE's 0.50% yield.


TTM2024202320222021202020192018201720162015
VMID.DE
Vanguard FTSE 250 UCITS ETF Distributing
3.22%3.29%3.44%3.41%2.51%2.04%2.74%3.69%0.72%0.00%0.00%
VUSA.DE
Vanguard S&P 500 UCITS ETF
0.50%0.52%1.35%1.53%1.21%1.65%2.34%3.76%2.26%1.78%2.00%

Drawdowns

VMID.DE vs. VUSA.DE - Drawdown Comparison

The maximum VMID.DE drawdown since its inception was -46.58%, which is greater than VUSA.DE's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for VMID.DE and VUSA.DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-14.65%
-0.52%
VMID.DE
VUSA.DE

Volatility

VMID.DE vs. VUSA.DE - Volatility Comparison

Vanguard FTSE 250 UCITS ETF Distributing (VMID.DE) has a higher volatility of 4.04% compared to Vanguard S&P 500 UCITS ETF (VUSA.DE) at 3.63%. This indicates that VMID.DE's price experiences larger fluctuations and is considered to be riskier than VUSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.04%
3.63%
VMID.DE
VUSA.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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