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

Performance

VOOL.DE vs. WFSPX - 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 iShares S&P 500 Index Fund Class K (WFSPX). 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 WFSPX is traded in USD. To make them comparable, the WFSPX 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 -3.23% return, which is significantly lower than WFSPX's 13.67% return. Over the past 10 years, VOOL.DE has underperformed WFSPX with an annualized return of -25.88%, while WFSPX has yielded a comparatively higher 14.67% annualized return.


VOOL.DE

1D
2.08%
1M
-3.16%
6M
-3.15%
YTD
-3.23%
1Y
-21.43%
3Y*
-23.73%
5Y*
-27.65%
10Y*
-25.88%

WFSPX

1D
-0.34%
1M
2.13%
6M
10.66%
YTD
13.67%
1Y
22.60%
3Y*
19.36%
5Y*
14.01%
10Y*
14.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOOL.DE vs. WFSPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOOL.DE
Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc
-3.23%-25.96%-26.27%-52.36%-7.72%-38.81%42.40%-35.35%30.62%-63.77%
WFSPX
iShares S&P 500 Index Fund Class K
13.67%3.85%33.19%22.47%-13.07%38.26%8.67%34.41%-0.36%6.36%

Correlation

The correlation between VOOL.DE and WFSPX is -0.38, 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

-0.38

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

-0.31

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

-0.32

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

-0.31

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2012

-0.28

The correlation between VOOL.DE and WFSPX shifts across timeframes, from -0.38 (1 year) to -0.28 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VOOL.DE vs. WFSPX — 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: 22
Overall Rank
VOOL.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
VOOL.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
VOOL.DE Omega Ratio Rank: 33
Omega Ratio Rank
VOOL.DE Calmar Ratio Rank: 11
Calmar Ratio Rank
VOOL.DE Martin Ratio Rank: 11
Martin Ratio Rank

WFSPX
WFSPX Risk / Return Rank: 5757
Overall Rank
WFSPX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
WFSPX Sortino Ratio Rank: 5050
Sortino Ratio Rank
WFSPX Omega Ratio Rank: 5252
Omega Ratio Rank
WFSPX Calmar Ratio Rank: 5757
Calmar Ratio Rank
WFSPX Martin Ratio Rank: 6969
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. WFSPX - 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 iShares S&P 500 Index Fund Class K (WFSPX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VOOL.DEWFSPXDifference
Sharpe ratioReturn per unit of total volatility

-2.69

Sortino ratioReturn per unit of downside risk

-3.51

Omega ratioGain probability vs. loss probability

0.87

1.35

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.89

3.25

-4.14

Martin ratioReturn relative to average drawdown

-1.46

12.14

-13.60

VOOL.DE vs. WFSPX - Sharpe Ratio Comparison

The current VOOL.DE Sharpe Ratio is -0.80, which is lower than the WFSPX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of VOOL.DE and WFSPX, 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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Drawdowns

VOOL.DE vs. WFSPX - Drawdown Comparison

The maximum VOOL.DE drawdown since its inception was -98.74%, which is greater than WFSPX's maximum drawdown of -48.78%. Use the drawdown chart below to compare losses from any high point for VOOL.DE and WFSPX.


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Drawdown Indicators


VOOL.DEWFSPXDifference

Max Drawdown

Largest peak-to-trough decline

-98.74%

-48.78%

-49.96%

Max Drawdown (1Y)

Largest decline over 1 year

-24.05%

-7.33%

-16.72%

Max Drawdown (3Y)

Largest decline over 3 years

-63.75%

-23.80%

-39.95%

Max Drawdown (5Y)

Largest decline over 5 years

-83.01%

-23.80%

-59.21%

Max Drawdown (10Y)

Largest decline over 10 years

-95.24%

-33.24%

-62.00%

Current Drawdown

Current decline from peak

-98.72%

-0.77%

-97.95%

Average Drawdown

Average peak-to-trough decline

-83.46%

-7.46%

-76.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.65%

1.96%

+12.69%

Volatility

VOOL.DE vs. WFSPX - Volatility Comparison

Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc (VOOL.DE) has a higher volatility of 4.29% compared to iShares S&P 500 Index Fund Class K (WFSPX) at 2.73%. This indicates that VOOL.DE's price experiences larger fluctuations and is considered to be riskier than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOOL.DEWFSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

2.73%

+1.56%

Volatility (6M)

Calculated over the trailing 6-month period

20.71%

9.18%

+11.53%

Volatility (1Y)

Calculated over the trailing 1-year period

26.69%

12.60%

+14.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.99%

16.83%

+23.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.08%

18.56%

+24.52%

VOOL.DE vs. WFSPX - Expense Ratio Comparison

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


Dividends

VOOL.DE vs. WFSPX - Dividend Comparison

VOOL.DE has not paid dividends to shareholders, while WFSPX's dividend yield for the trailing twelve months is around 1.65%.


PositionTTM20252024202320222021202020192018201720162015
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%
WFSPX
iShares S&P 500 Index Fund Class K
1.65%1.72%1.41%1.50%2.02%1.82%1.66%1.99%2.00%1.62%2.37%2.49%

Frequently Asked Questions


VOOL.DE and WFSPX have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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