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VOOL.DE vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VOOL.DE and VOO 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.


-0.50.00.51.0
Correlation: -0.4

Performance

VOOL.DE vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
-98.36%
379.27%
VOOL.DE
VOO

Key characteristics

Sharpe Ratio

VOOL.DE:

-0.39

VOO:

0.57

Sortino Ratio

VOOL.DE:

-0.26

VOO:

0.92

Omega Ratio

VOOL.DE:

0.96

VOO:

1.13

Calmar Ratio

VOOL.DE:

-0.19

VOO:

0.58

Martin Ratio

VOOL.DE:

-0.66

VOO:

2.42

Ulcer Index

VOOL.DE:

28.74%

VOO:

4.51%

Daily Std Dev

VOOL.DE:

48.61%

VOO:

19.17%

Max Drawdown

VOOL.DE:

-98.34%

VOO:

-33.99%

Current Drawdown

VOOL.DE:

-98.11%

VOO:

-10.56%

Returns By Period

In the year-to-date period, VOOL.DE achieves a 5.63% return, which is significantly higher than VOO's -6.43% return. Over the past 10 years, VOOL.DE has underperformed VOO with an annualized return of -25.40%, while VOO has yielded a comparatively higher 12.02% annualized return.


VOOL.DE

YTD

5.63%

1M

13.82%

6M

1.90%

1Y

-18.11%

5Y*

-34.87%

10Y*

-25.40%

VOO

YTD

-6.43%

1M

-4.99%

6M

-5.02%

1Y

9.61%

5Y*

15.88%

10Y*

12.02%

*Annualized

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VOOL.DE vs. VOO - Expense Ratio Comparison

VOOL.DE has a 0.60% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for VOOL.DE: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOOL.DE: 0.60%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

VOOL.DE vs. VOO — Risk-Adjusted Performance Rank

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

VOOL.DE
The Risk-Adjusted Performance Rank of VOOL.DE is 99
Overall Rank
The Sharpe Ratio Rank of VOOL.DE is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOL.DE is 1010
Sortino Ratio Rank
The Omega Ratio Rank of VOOL.DE is 99
Omega Ratio Rank
The Calmar Ratio Rank of VOOL.DE is 1010
Calmar Ratio Rank
The Martin Ratio Rank of VOOL.DE is 1010
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VOOL.DE vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for VOOL.DE, currently valued at -0.23, compared to the broader market-1.000.001.002.003.004.00
VOOL.DE: -0.23
VOO: 0.51
The chart of Sortino ratio for VOOL.DE, currently valued at -0.00, compared to the broader market-2.000.002.004.006.008.00
VOOL.DE: -0.00
VOO: 0.84
The chart of Omega ratio for VOOL.DE, currently valued at 1.00, compared to the broader market0.501.001.502.00
VOOL.DE: 1.00
VOO: 1.12
The chart of Calmar ratio for VOOL.DE, currently valued at -0.12, compared to the broader market0.002.004.006.008.0010.0012.00
VOOL.DE: -0.12
VOO: 0.52
The chart of Martin ratio for VOOL.DE, currently valued at -0.38, compared to the broader market0.0020.0040.0060.00
VOOL.DE: -0.38
VOO: 2.14

The current VOOL.DE Sharpe Ratio is -0.39, which is lower than the VOO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of VOOL.DE and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.23
0.51
VOOL.DE
VOO

Dividends

VOOL.DE vs. VOO - Dividend Comparison

VOOL.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.39%.


TTM20242023202220212020201920182017201620152014
VOOL.DE
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%
VOO
Vanguard S&P 500 ETF
1.39%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

VOOL.DE vs. VOO - Drawdown Comparison

The maximum VOOL.DE drawdown since its inception was -98.34%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VOOL.DE and VOO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-98.36%
-10.56%
VOOL.DE
VOO

Volatility

VOOL.DE vs. VOO - Volatility Comparison

Amundi S&P 500 Vix Futures Enhanced Roll UCITS ETF Acc (VOOL.DE) has a higher volatility of 27.74% compared to Vanguard S&P 500 ETF (VOO) at 13.97%. This indicates that VOOL.DE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
27.74%
13.97%
VOOL.DE
VOO