PortfoliosLab logoPortfoliosLab logo
VOOL.DE vs. WEBG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VOOL.DE vs. WEBG.DE - 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 Amundi Prime All Country World UCITS ETF Dist (WEBG.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VOOL.DE achieves a 2.95% return, which is significantly lower than WEBG.DE's 12.80% 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%

WEBG.DE

1D
-0.23%
1M
3.70%
YTD
12.80%
6M
12.74%
1Y
26.64%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOOL.DE vs. WEBG.DE - Yearly Performance Comparison


2026 (YTD)20252024
VOOL.DE
Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc
2.95%-25.96%-25.86%
WEBG.DE
Amundi Prime All Country World UCITS ETF Dist
12.80%9.19%16.33%

Correlation

The correlation between VOOL.DE and WEBG.DE is -0.57, 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

-0.57

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2024

-0.60

The correlation between VOOL.DE and WEBG.DE has been stable across timeframes, ranging from -0.60 to -0.57 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VOOL.DE vs. WEBG.DE — 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

WEBG.DE
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. WEBG.DE - 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 Amundi Prime All Country World UCITS ETF Dist (WEBG.DE). 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.DEWEBG.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.99

Sortino ratioReturn per unit of downside risk

-4.07

Omega ratioGain probability vs. loss probability

0.90

1.44

-0.53

Calmar ratioReturn relative to maximum drawdown

-0.70

4.11

-4.81

Martin ratioReturn relative to average drawdown

-1.14

16.53

-17.67

VOOL.DE vs. WEBG.DE - Sharpe Ratio Comparison

The current VOOL.DE Sharpe Ratio is -0.66, which is lower than the WEBG.DE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of VOOL.DE and WEBG.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


VOOL.DEWEBG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.66

2.33

-2.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.64

1.24

-1.89

Drawdowns

VOOL.DE vs. WEBG.DE - Drawdown Comparison

The maximum VOOL.DE drawdown since its inception was -98.72%, which is greater than WEBG.DE's maximum drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for VOOL.DE and WEBG.DE.


Loading charts...

Drawdown Indicators


VOOL.DEWEBG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-98.72%

-21.31%

-77.41%

Max Drawdown (1Y)

Largest decline over 1 year

-25.83%

-6.50%

-19.33%

Max Drawdown (3Y)

Largest decline over 3 years

-64.28%

Max Drawdown (5Y)

Largest decline over 5 years

-82.72%

Max Drawdown (10Y)

Largest decline over 10 years

-96.48%

Current Drawdown

Current decline from peak

-98.63%

-0.63%

-98.00%

Average Drawdown

Average peak-to-trough decline

-83.36%

-2.81%

-80.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.81%

1.62%

+14.19%

Volatility

VOOL.DE vs. WEBG.DE - Volatility Comparison

Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc (VOOL.DE) has a higher volatility of 3.79% compared to Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) at 3.10%. This indicates that VOOL.DE's price experiences larger fluctuations and is considered to be riskier than WEBG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VOOL.DEWEBG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

3.10%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

20.77%

8.28%

+12.49%

Volatility (1Y)

Calculated over the trailing 1-year period

27.21%

11.48%

+15.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.93%

14.15%

+25.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.00%

14.15%

+29.85%

VOOL.DE vs. WEBG.DE - Expense Ratio Comparison

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


Dividends

VOOL.DE vs. WEBG.DE - Dividend Comparison

Neither VOOL.DE nor WEBG.DE has paid dividends to shareholders.


Frequently Asked Questions


VOOL.DE and WEBG.DE have a correlation of -0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

VOOL.DE is categorized as Volatility, while WEBG.DE is Global Equities. VOOL.DE tracks S&P 500 VIX Futures Roll Enhanced TR, while WEBG.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. Their fees differ too: 0.60% for VOOL.DE and 0.07% for WEBG.DE.

Portfolio Optimizer

Find the right allocation for VOOL.DE and WEBG.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer