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VOOL.DE vs. VOOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VOOL.DE vs. VOOG - 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 Growth ETF (VOOG). 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 VOOG is traded in USD. To make them comparable, the VOOG 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 2.95% return, which is significantly lower than VOOG's 11.53% return. Over the past 10 years, VOOL.DE has underperformed VOOG with an annualized return of -26.18%, while VOOG has yielded a comparatively higher 17.48% annualized return.


VOOL.DE

1D
-0.59%
1M
-1.68%
YTD
2.95%
6M
-3.26%
1Y
-17.45%
3Y*
-28.39%
5Y*
-26.95%
10Y*
-26.18%

VOOG

1D
-3.02%
1M
2.24%
YTD
11.53%
6M
9.57%
1Y
28.74%
3Y*
23.41%
5Y*
16.37%
10Y*
17.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOOL.DE vs. VOOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOOL.DE
Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc
2.95%-25.96%-26.51%-52.19%-7.88%-38.71%42.44%-35.38%30.69%-63.80%
VOOG
Vanguard S&P 500 Growth ETF
11.53%7.62%44.86%26.06%-25.11%41.82%22.36%33.89%4.47%11.56%

Correlation

The correlation between VOOL.DE and VOOG is -0.37, 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

-0.37

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

-0.31

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

-0.33

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

-0.30

Correlation (All Time)
Calculated using the full available price history since Dec 18, 2012

-0.28

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Return for Risk

VOOL.DE vs. VOOG — 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: 44
Overall Rank
VOOL.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
VOOL.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
VOOL.DE Omega Ratio Rank: 44
Omega Ratio Rank
VOOL.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
VOOL.DE Martin Ratio Rank: 44
Martin Ratio Rank

VOOG
VOOG Risk / Return Rank: 5151
Overall Rank
VOOG Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VOOG Sortino Ratio Rank: 5151
Sortino Ratio Rank
VOOG Omega Ratio Rank: 5252
Omega Ratio Rank
VOOG Calmar Ratio Rank: 4545
Calmar Ratio Rank
VOOG Martin Ratio Rank: 5353
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. VOOG - 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 Vanguard S&P 500 Growth ETF (VOOG). 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.


VOOL.DEVOOGDifference
Sharpe ratioReturn per unit of total volatility

-2.44

Sortino ratioReturn per unit of downside risk

-3.13

Omega ratioGain probability vs. loss probability

0.90

1.31

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.70

2.28

-2.98

Martin ratioReturn relative to average drawdown

-1.14

7.99

-9.13

VOOL.DE vs. VOOG - Sharpe Ratio Comparison

The current VOOL.DE Sharpe Ratio is -0.66, which is lower than the VOOG Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of VOOL.DE and VOOG, 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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Sharpe Ratios by Period


VOOL.DEVOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.66

1.78

-2.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.67

0.78

-1.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.59

0.83

-1.42

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.64

0.91

-1.55

Drawdowns

VOOL.DE vs. VOOG - Drawdown Comparison

The maximum VOOL.DE drawdown since its inception was -98.72%, which is greater than VOOG's maximum drawdown of -30.89%. Use the drawdown chart below to compare losses from any high point for VOOL.DE and VOOG.


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Drawdown Indicators


VOOL.DEVOOGDifference

Max Drawdown

Largest peak-to-trough decline

-98.72%

-30.89%

-67.83%

Max Drawdown (1Y)

Largest decline over 1 year

-25.83%

-12.66%

-13.17%

Max Drawdown (3Y)

Largest decline over 3 years

-64.28%

-27.11%

-37.17%

Max Drawdown (5Y)

Largest decline over 5 years

-82.72%

-27.11%

-55.61%

Max Drawdown (10Y)

Largest decline over 10 years

-96.48%

-30.89%

-65.59%

Current Drawdown

Current decline from peak

-98.63%

-3.96%

-94.67%

Average Drawdown

Average peak-to-trough decline

-83.36%

-5.02%

-78.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.81%

3.60%

+12.21%

Volatility

VOOL.DE vs. VOOG - Volatility Comparison

The current volatility for Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc (VOOL.DE) is 3.79%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 4.76%. This indicates that VOOL.DE experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOOL.DEVOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

4.76%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

20.77%

12.12%

+8.65%

Volatility (1Y)

Calculated over the trailing 1-year period

27.21%

16.28%

+10.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.93%

20.95%

+18.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.00%

21.11%

+22.89%

VOOL.DE vs. VOOG - Expense Ratio Comparison

VOOL.DE has a 0.60% expense ratio, which is higher than VOOG's 0.07% expense ratio.


Dividends

VOOL.DE vs. VOOG - Dividend Comparison

VOOL.DE has not paid dividends to shareholders, while VOOG's dividend yield for the trailing twelve months is around 0.45%.


PositionTTM20252024202320222021202020192018201720162015
VOOG
Vanguard S&P 500 Growth ETF
0.45%0.49%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%
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%

Frequently Asked Questions


VOOL.DE and VOOG have a correlation of -0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VOOG is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VOOG is cheaper with a 0.07% expense ratio, compared with 0.60% for VOOL.DE.

VOOL.DE is categorized as Volatility, while VOOG is S&P 500. VOOL.DE tracks S&P 500 VIX Futures Roll Enhanced TR, while VOOG tracks S&P 500 Growth Index. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.60% for VOOL.DE and 0.07% for VOOG.

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