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VOO vs. EUNL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VOO vs. EUNL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 ETF (VOO) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VOO is traded in USD, while EUNL.DE is traded in EUR. To make them comparable, the EUNL.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VOO achieves a 10.99% return, which is significantly higher than EUNL.DE's 9.70% return. Over the past 10 years, VOO has outperformed EUNL.DE with an annualized return of 15.72%, while EUNL.DE has yielded a comparatively lower 13.44% annualized return.


VOO

1D
1.74%
1M
2.12%
YTD
10.99%
6M
11.51%
1Y
27.95%
3Y*
21.25%
5Y*
13.93%
10Y*
15.72%

EUNL.DE

1D
1.34%
1M
2.36%
YTD
9.70%
6M
11.02%
1Y
25.71%
3Y*
19.48%
5Y*
11.90%
10Y*
13.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOO vs. EUNL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOO
Vanguard S&P 500 ETF
10.99%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
9.70%21.82%18.73%23.92%-18.35%22.26%15.78%28.57%-9.59%22.94%

Correlation

The correlation between VOO and EUNL.DE is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

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

0.63

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

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2010

0.62

The correlation between VOO and EUNL.DE shifts across timeframes, from 0.62 (10 years) to 0.74 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VOO vs. EUNL.DE — Risk / Return Rank

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

VOO
VOO Risk / Return Rank: 7878
Overall Rank
VOO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 7878
Sortino Ratio Rank
VOO Omega Ratio Rank: 7979
Omega Ratio Rank
VOO Calmar Ratio Rank: 6969
Calmar Ratio Rank
VOO Martin Ratio Rank: 8181
Martin Ratio Rank

EUNL.DE
EUNL.DE Risk / Return Rank: 8181
Overall Rank
EUNL.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EUNL.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
EUNL.DE Omega Ratio Rank: 7878
Omega Ratio Rank
EUNL.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
EUNL.DE Martin Ratio Rank: 8686
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.

VOO vs. EUNL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VOOEUNL.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.42

1.37

+0.04

Calmar ratioReturn relative to maximum drawdown

3.15

3.03

+0.13

Martin ratioReturn relative to average drawdown

14.25

12.73

+1.52

VOO vs. EUNL.DE - Sharpe Ratio Comparison

The current VOO Sharpe Ratio is 2.28, which is comparable to the EUNL.DE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of VOO and EUNL.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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Drawdowns

VOO vs. EUNL.DE - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, roughly equal to the maximum EUNL.DE drawdown of -34.10%. Use the drawdown chart below to compare losses from any high point for VOO and EUNL.DE.


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Drawdown Indicators


VOOEUNL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-34.10%

+0.11%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-8.45%

-0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

-17.99%

-0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-25.82%

+1.30%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

-34.10%

+0.11%

Current Drawdown

Current decline from peak

-0.63%

-0.35%

-0.28%

Average Drawdown

Average peak-to-trough decline

-3.68%

-4.67%

+0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.01%

-0.04%

Volatility

VOO vs. EUNL.DE - Volatility Comparison

Vanguard S&P 500 ETF (VOO) has a higher volatility of 4.61% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 3.54%. This indicates that VOO's price experiences larger fluctuations and is considered to be riskier than EUNL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOOEUNL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

3.54%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.72%

9.11%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

12.34%

12.01%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

15.60%

+1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

15.94%

+2.11%

VOO vs. EUNL.DE - Expense Ratio Comparison

VOO has a 0.03% expense ratio, which is lower than EUNL.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VOO vs. EUNL.DE - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.03%, while EUNL.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.03%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


VOO and EUNL.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VOO is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VOO is cheaper with a 0.03% expense ratio, compared with 0.20% for EUNL.DE.

VOO is categorized as S&P 500, while EUNL.DE is Global Equities. VOO tracks S&P 500 Index, while EUNL.DE tracks MSCI World Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.03% for VOO and 0.20% for EUNL.DE.

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