VOOL.DE vs. IUSA.L
Compare and contrast key facts about Amundi S&P 500 Vix Futures Enhanced Roll UCITS ETF Acc (VOOL.DE) and iShares S&P 500 UCITS Dist (IUSA.L).
VOOL.DE and IUSA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VOOL.DE is a passively managed fund by Amundi that tracks the performance of the S&P 500 VIX Futures Enhanced Roll. It was launched on Sep 25, 2012. IUSA.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 15, 2002. Both VOOL.DE and IUSA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOOL.DE or IUSA.L.
Key characteristics
VOOL.DE | IUSA.L | |
---|---|---|
YTD Return | -25.10% | 20.97% |
1Y Return | -44.16% | 32.66% |
3Y Return (Ann) | -32.61% | 12.00% |
5Y Return (Ann) | -22.92% | 15.64% |
10Y Return (Ann) | -25.76% | 15.72% |
Sharpe Ratio | -0.99 | 2.92 |
Sortino Ratio | -1.45 | 4.03 |
Omega Ratio | 0.81 | 1.56 |
Calmar Ratio | -0.38 | 4.89 |
Martin Ratio | -1.43 | 20.10 |
Ulcer Index | 26.36% | 1.55% |
Daily Std Dev | 38.10% | 10.72% |
Max Drawdown | -98.32% | -38.58% |
Current Drawdown | -98.17% | -0.27% |
Correlation
The correlation between VOOL.DE and IUSA.L is -0.60. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
VOOL.DE vs. IUSA.L - Performance Comparison
In the year-to-date period, VOOL.DE achieves a -25.10% return, which is significantly lower than IUSA.L's 20.97% return. Over the past 10 years, VOOL.DE has underperformed IUSA.L with an annualized return of -25.76%, while IUSA.L has yielded a comparatively higher 15.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VOOL.DE vs. IUSA.L - Expense Ratio Comparison
VOOL.DE has a 0.60% expense ratio, which is higher than IUSA.L's 0.07% expense ratio.
Risk-Adjusted Performance
VOOL.DE vs. IUSA.L - Risk-Adjusted Performance 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 iShares S&P 500 UCITS Dist (IUSA.L). 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.
Dividends
VOOL.DE vs. IUSA.L - Dividend Comparison
VOOL.DE has not paid dividends to shareholders, while IUSA.L's dividend yield for the trailing twelve months is around 1.33%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Amundi S&P 500 Vix Futures Enhanced Roll UCITS ETF 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% |
iShares S&P 500 UCITS Dist | 1.33% | 1.55% | 1.74% | 1.39% | 1.80% | 1.96% | 2.22% | 1.95% | 1.75% | 2.29% | 1.95% | 2.28% |
Drawdowns
VOOL.DE vs. IUSA.L - Drawdown Comparison
The maximum VOOL.DE drawdown since its inception was -98.32%, which is greater than IUSA.L's maximum drawdown of -38.58%. Use the drawdown chart below to compare losses from any high point for VOOL.DE and IUSA.L. For additional features, visit the drawdowns tool.
Volatility
VOOL.DE vs. IUSA.L - Volatility Comparison
Amundi S&P 500 Vix Futures Enhanced Roll UCITS ETF Acc (VOOL.DE) has a higher volatility of 5.50% compared to iShares S&P 500 UCITS Dist (IUSA.L) at 1.77%. This indicates that VOOL.DE's price experiences larger fluctuations and is considered to be riskier than IUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.