VOOL.DE vs. SPY
Compare and contrast key facts about Amundi S&P 500 Vix Futures Enhanced Roll UCITS ETF Acc (VOOL.DE) and SPDR S&P 500 ETF (SPY).
VOOL.DE and SPY 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. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both VOOL.DE and SPY 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 SPY.
Key characteristics
VOOL.DE | SPY | |
---|---|---|
YTD Return | -25.10% | 23.18% |
1Y Return | -44.16% | 40.57% |
3Y Return (Ann) | -32.61% | 9.72% |
5Y Return (Ann) | -22.92% | 15.45% |
10Y Return (Ann) | -25.76% | 13.15% |
Sharpe Ratio | -0.99 | 3.45 |
Sortino Ratio | -1.45 | 4.57 |
Omega Ratio | 0.81 | 1.65 |
Calmar Ratio | -0.38 | 4.12 |
Martin Ratio | -1.43 | 22.62 |
Ulcer Index | 26.36% | 1.83% |
Daily Std Dev | 38.10% | 12.01% |
Max Drawdown | -98.32% | -55.19% |
Current Drawdown | -98.17% | -0.78% |
Correlation
The correlation between VOOL.DE and SPY is -0.40. 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. SPY - Performance Comparison
In the year-to-date period, VOOL.DE achieves a -25.10% return, which is significantly lower than SPY's 23.18% return. Over the past 10 years, VOOL.DE has underperformed SPY with an annualized return of -25.76%, while SPY has yielded a comparatively higher 13.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VOOL.DE vs. SPY - Expense Ratio Comparison
VOOL.DE has a 0.60% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
VOOL.DE vs. SPY - 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 SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
VOOL.DE has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.21%.
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% |
SPDR S&P 500 ETF | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
VOOL.DE vs. SPY - Drawdown Comparison
The maximum VOOL.DE drawdown since its inception was -98.32%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VOOL.DE and SPY. For additional features, visit the drawdowns tool.
Volatility
VOOL.DE vs. SPY - Volatility Comparison
Amundi S&P 500 Vix Futures Enhanced Roll UCITS ETF Acc (VOOL.DE) has a higher volatility of 5.50% compared to SPDR S&P 500 ETF (SPY) at 2.51%. This indicates that VOOL.DE's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.