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VOOL.DE vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

VOOL.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc (VOOL.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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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 -3.23% return, which is significantly lower than ^GSPC's 12.95% return. Over the past 10 years, VOOL.DE has underperformed ^GSPC with an annualized return of -25.88%, while ^GSPC has yielded a comparatively higher 12.86% annualized return.


VOOL.DE

1D
2.08%
1M
-3.16%
6M
-3.15%
YTD
-3.23%
1Y
-21.43%
3Y*
-23.73%
5Y*
-27.65%
10Y*
-25.88%

^GSPC

1D
0.00%
1M
2.03%
6M
10.02%
YTD
12.95%
1Y
21.20%
3Y*
17.51%
5Y*
12.42%
10Y*
12.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOOL.DE vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOOL.DE
Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc
-3.23%-25.96%-26.27%-52.36%-7.72%-38.81%42.40%-35.35%30.62%-63.77%
^GSPC
S&P 500 Index
11.87%2.58%31.45%20.51%-14.45%36.38%6.68%31.79%-1.84%4.74%

Correlation

The correlation between VOOL.DE and ^GSPC is -0.39, 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 (1Y)
Calculated over the trailing 1-year period

-0.39

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

-0.31

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

-0.32

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

-0.31

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2012

-0.28

The correlation between VOOL.DE and ^GSPC shifts across timeframes, from -0.39 (1 year) to -0.28 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VOOL.DE vs. ^GSPC — Risk / Return Rank

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

VOOL.DE
VOOL.DE Risk / Return Rank: 22
Overall Rank
VOOL.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
VOOL.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
VOOL.DE Omega Ratio Rank: 33
Omega Ratio Rank
VOOL.DE Calmar Ratio Rank: 11
Calmar Ratio Rank
VOOL.DE Martin Ratio Rank: 11
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 5858
Overall Rank
^GSPC Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 5454
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 5656
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 5252
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7575
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.

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.

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.


VOOL.DE^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-2.49

Sortino ratioReturn per unit of downside risk

-3.27

Omega ratioGain probability vs. loss probability

0.87

1.31

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.89

2.81

-3.70

Martin ratioReturn relative to average drawdown

-1.46

10.39

-11.86

VOOL.DE vs. ^GSPC - Sharpe Ratio Comparison

The current VOOL.DE Sharpe Ratio is -0.80, which is lower than the ^GSPC Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of VOOL.DE and ^GSPC, 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

VOOL.DE vs. ^GSPC - Drawdown Comparison

The maximum VOOL.DE drawdown since its inception was -98.74%, which is greater than ^GSPC's maximum drawdown of -50.84%. 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^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-98.74%

-50.84%

-47.90%

Max Drawdown (1Y)

Largest decline over 1 year

-24.05%

-7.57%

-16.48%

Max Drawdown (3Y)

Largest decline over 3 years

-63.75%

-23.99%

-39.76%

Max Drawdown (5Y)

Largest decline over 5 years

-83.01%

-23.99%

-59.02%

Max Drawdown (10Y)

Largest decline over 10 years

-95.24%

-33.42%

-61.82%

Current Drawdown

Current decline from peak

-98.72%

-0.80%

-97.92%

Average Drawdown

Average peak-to-trough decline

-83.46%

-8.77%

-74.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.65%

2.05%

+12.60%

Volatility

VOOL.DE vs. ^GSPC - Volatility Comparison

Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc (VOOL.DE) has a higher volatility of 4.29% compared to S&P 500 Index (^GSPC) at 2.61%. This indicates that VOOL.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOOL.DE^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

2.61%

+1.68%

Volatility (6M)

Calculated over the trailing 6-month period

20.71%

9.16%

+11.55%

Volatility (1Y)

Calculated over the trailing 1-year period

26.69%

12.61%

+14.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.99%

16.84%

+23.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.08%

18.60%

+24.48%

Frequently Asked Questions


VOOL.DE and ^GSPC have a correlation of -0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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