VOOL.DE vs. WFSPX
VOOL.DE (Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc) and WFSPX (iShares S&P 500 Index Fund Class K) are both funds - VOOL.DE is a Volatility fund tracking the S&P 500 VIX Futures Roll Enhanced TR, while WFSPX is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, VOOL.DE returned -25.88%/yr vs 14.67%/yr for WFSPX. At a correlation of -0.28, they often move in opposite directions. VOOL.DE charges 0.60%/yr vs 0.03%/yr for WFSPX.
Performance
VOOL.DE vs. WFSPX - Performance Comparison
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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%
VOOL.DE vs. WFSPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
VOOL.DE
WFSPX
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.DE | WFSPX | Difference | |
|---|---|---|---|
| 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 |
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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.DE | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -98.72% | -0.77% | -97.95% |
Average DrawdownAverage peak-to-trough decline | -83.46% | -7.46% | -76.00% |
Ulcer IndexDepth 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.DE | WFSPX | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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