VOOL.DE vs. VIXY
Compare and contrast key facts about Amundi S&P 500 Vix Futures Enhanced Roll UCITS ETF Acc (VOOL.DE) and ProShares VIX Short-Term Futures ETF (VIXY).
VOOL.DE and VIXY 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. VIXY is a passively managed fund by ProFund Advisors LLC that tracks the performance of the S&P 500 VIX Short-Term Futures Index Total Return. It was launched on Jan 3, 2011. Both VOOL.DE and VIXY 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 VIXY.
Key characteristics
| VOOL.DE | VIXY | |
|---|---|---|
| YTD Return | -25.10% | -14.64% |
| 1Y Return | -44.16% | -43.47% |
| 3Y Return (Ann) | -32.61% | -46.79% |
| 5Y Return (Ann) | -22.92% | -46.90% |
| 10Y Return (Ann) | -25.76% | -47.41% |
| Sharpe Ratio | -0.99 | -0.62 |
| Sortino Ratio | -1.45 | -0.89 |
| Omega Ratio | 0.81 | 0.90 |
| Calmar Ratio | -0.38 | -0.47 |
| Martin Ratio | -1.43 | -1.11 |
| Ulcer Index | 26.36% | 42.63% |
| Daily Std Dev | 38.10% | 76.13% |
| Max Drawdown | -98.32% | -100.00% |
| Current Drawdown | -98.17% | -99.99% |
Correlation
The correlation between VOOL.DE and VIXY is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VOOL.DE vs. VIXY - Performance Comparison
In the year-to-date period, VOOL.DE achieves a -25.10% return, which is significantly lower than VIXY's -14.64% return. Over the past 10 years, VOOL.DE has outperformed VIXY with an annualized return of -25.76%, while VIXY has yielded a comparatively lower -47.41% 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. VIXY - Expense Ratio Comparison
VOOL.DE has a 0.60% expense ratio, which is lower than VIXY's 0.85% expense ratio.
Risk-Adjusted Performance
VOOL.DE vs. VIXY - 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 ProShares VIX Short-Term Futures ETF (VIXY). 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. VIXY - Dividend Comparison
Neither VOOL.DE nor VIXY has paid dividends to shareholders.
Drawdowns
VOOL.DE vs. VIXY - Drawdown Comparison
The maximum VOOL.DE drawdown since its inception was -98.32%, roughly equal to the maximum VIXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for VOOL.DE and VIXY. For additional features, visit the drawdowns tool.
Volatility
VOOL.DE vs. VIXY - Volatility Comparison
The current volatility for Amundi S&P 500 Vix Futures Enhanced Roll UCITS ETF Acc (VOOL.DE) is 5.50%, while ProShares VIX Short-Term Futures ETF (VIXY) has a volatility of 15.68%. This indicates that VOOL.DE experiences smaller price fluctuations and is considered to be less risky than VIXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.