VOOL.DE vs. ^GSPC
VOOL.DE (Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc) is Volatility fund tracking the S&P 500 VIX Futures Roll Enhanced TR, while ^GSPC (S&P 500 Index) is an index. At a correlation of -0.36, they often move in opposite directions.
Performance
VOOL.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
VOOL.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, VOOL.DE achieves a 2.95% return, which is significantly lower than ^GSPC's 12.06% return.
VOOL.DE
- 1D
- -0.59%
- 1M
- -1.68%
- YTD
- 2.95%
- 6M
- -3.26%
- 1Y
- -17.45%
- 3Y*
- -28.39%
- 5Y*
- -26.95%
- 10Y*
- -26.18%
^GSPC
- 1D
- 0.00%
- 1M
- 4.16%
- YTD
- 12.06%
- 6M
- 10.65%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VOOL.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VOOL.DE Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc | 2.95% | -20.75% |
^GSPC S&P 500 Index | 9.98% | 10.65% |
Correlation
The correlation between VOOL.DE and ^GSPC is -0.36, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 9, 2025 | -0.36 |
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Return for Risk
VOOL.DE vs. ^GSPC — Risk / Return Rank
VOOL.DE
^GSPC
VOOL.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc (VOOL.DE) and S&P 500 Index (^GSPC). 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.
| VOOL.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.90 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | — | — |
| Martin ratioReturn relative to average drawdown | -1.14 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VOOL.DE | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.66 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.67 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.64 | 1.98 | -2.63 |
Drawdowns
VOOL.DE vs. ^GSPC - Drawdown Comparison
The maximum VOOL.DE drawdown since its inception was -98.72%, which is greater than ^GSPC's maximum drawdown of -7.57%. Use the drawdown chart below to compare losses from any high point for VOOL.DE and ^GSPC.
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Drawdown Indicators
| VOOL.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.72% | -7.57% | -91.15% |
Max Drawdown (1Y)Largest decline over 1 year | -25.83% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -64.28% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -82.72% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -96.48% | — | — |
Current DrawdownCurrent decline from peak | -98.63% | -0.20% | -98.43% |
Average DrawdownAverage peak-to-trough decline | -83.36% | -1.39% | -81.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.81% | — | — |
Volatility
VOOL.DE vs. ^GSPC - Volatility Comparison
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Volatility by Period
| VOOL.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.79% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 20.77% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 27.21% | 12.22% | +14.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.93% | 12.22% | +27.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.00% | 12.22% | +31.78% |
Frequently Asked Questions
VOOL.DE and ^GSPC have a correlation of -0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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