PortfoliosLab logoPortfoliosLab logo
VOOM.DE vs. FZROX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VOOM.DE vs. FZROX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE) and Fidelity ZERO Total Market Index Fund (FZROX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VOOM.DE vs. FZROX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VOOM.DE
Lyxor Global Gender Equality (DR) UCITS ETF - Acc
1.46%9.47%13.86%13.15%-10.99%25.76%0.40%15.14%
FZROX
Fidelity ZERO Total Market Index Fund
-2.40%3.32%32.12%22.42%-14.20%35.42%10.58%16.74%
Different Trading Currencies

VOOM.DE is traded in EUR, while FZROX is traded in USD. To make them comparable, the FZROX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VOOM.DE achieves a 1.46% return, which is significantly higher than FZROX's -2.40% return.


VOOM.DE

1D
1.17%
1M
-3.40%
YTD
1.46%
6M
4.46%
1Y
10.50%
3Y*
11.07%
5Y*
7.28%
10Y*

FZROX

1D
2.16%
1M
-3.96%
YTD
-2.40%
6M
-0.47%
1Y
10.00%
3Y*
15.48%
5Y*
11.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


VOOM.DE vs. FZROX - Expense Ratio Comparison

VOOM.DE has a 0.20% expense ratio, which is higher than FZROX's 0.00% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VOOM.DE vs. FZROX — Risk / Return Rank

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

VOOM.DE
VOOM.DE Risk / Return Rank: 3737
Overall Rank
VOOM.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
VOOM.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
VOOM.DE Omega Ratio Rank: 2929
Omega Ratio Rank
VOOM.DE Calmar Ratio Rank: 4141
Calmar Ratio Rank
VOOM.DE Martin Ratio Rank: 4848
Martin Ratio Rank

FZROX
FZROX Risk / Return Rank: 6060
Overall Rank
FZROX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FZROX Sortino Ratio Rank: 5454
Sortino Ratio Rank
FZROX Omega Ratio Rank: 5656
Omega Ratio Rank
FZROX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FZROX Martin Ratio Rank: 7676
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.

VOOM.DE vs. FZROX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE) and Fidelity ZERO Total Market Index Fund (FZROX). 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.


VOOM.DEFZROXDifference

Sharpe ratio

Return per unit of total volatility

0.67

0.51

+0.16

Sortino ratio

Return per unit of downside risk

0.96

0.84

+0.13

Omega ratio

Gain probability vs. loss probability

1.13

1.13

-0.01

Calmar ratio

Return relative to maximum drawdown

1.16

0.79

+0.38

Martin ratio

Return relative to average drawdown

5.04

3.31

+1.73

VOOM.DE vs. FZROX - Sharpe Ratio Comparison

The current VOOM.DE Sharpe Ratio is 0.67, which is higher than the FZROX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of VOOM.DE and FZROX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VOOM.DEFZROXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.51

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.65

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.61

-0.04

Correlation

The correlation between VOOM.DE and FZROX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VOOM.DE vs. FZROX - Dividend Comparison

VOOM.DE has not paid dividends to shareholders, while FZROX's dividend yield for the trailing twelve months is around 1.07%.


TTM2025202420232022202120202019
VOOM.DE
Lyxor Global Gender Equality (DR) UCITS ETF - Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FZROX
Fidelity ZERO Total Market Index Fund
1.07%1.02%1.16%1.36%1.57%1.25%1.27%1.51%

Drawdowns

VOOM.DE vs. FZROX - Drawdown Comparison

The maximum VOOM.DE drawdown since its inception was -36.78%, which is greater than FZROX's maximum drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for VOOM.DE and FZROX.


Loading graphics...

Drawdown Indicators


VOOM.DEFZROXDifference

Max Drawdown

Largest peak-to-trough decline

-36.78%

-34.96%

-1.82%

Max Drawdown (1Y)

Largest decline over 1 year

-12.77%

-12.44%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-18.04%

-25.12%

+7.08%

Current Drawdown

Current decline from peak

-4.06%

-6.16%

+2.10%

Average Drawdown

Average peak-to-trough decline

-5.39%

-5.61%

+0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

2.58%

-0.28%

Volatility

VOOM.DE vs. FZROX - Volatility Comparison

The current volatility for Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE) is 4.05%, while Fidelity ZERO Total Market Index Fund (FZROX) has a volatility of 4.50%. This indicates that VOOM.DE experiences smaller price fluctuations and is considered to be less risky than FZROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VOOM.DEFZROXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

4.50%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

8.86%

10.14%

-1.28%

Volatility (1Y)

Calculated over the trailing 1-year period

15.71%

21.02%

-5.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.83%

17.27%

-3.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.15%

20.55%

-4.40%