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

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.

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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 4.22% return, which is significantly lower than FZROX's 12.59% return.


VOOM.DE

1D
-0.16%
1M
0.30%
YTD
4.22%
6M
6.30%
1Y
12.73%
3Y*
11.60%
5Y*
7.08%
10Y*

FZROX

1D
-0.48%
1M
4.96%
YTD
12.59%
6M
11.34%
1Y
26.20%
3Y*
18.97%
5Y*
14.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOOM.DE vs. FZROX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VOOM.DE
Lyxor Global Gender Equality (DR) UCITS ETF - Acc
4.22%9.47%13.86%13.15%-10.99%25.76%0.40%15.14%
FZROX
Fidelity ZERO Total Market Index Fund
12.59%3.32%32.12%22.42%-14.20%35.42%10.58%16.74%

Correlation

The correlation between VOOM.DE and FZROX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

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

0.33

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

0.42

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2019

0.46

The correlation between VOOM.DE and FZROX shifts across timeframes, from 0.32 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.

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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: 3232
Overall Rank
VOOM.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VOOM.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
VOOM.DE Omega Ratio Rank: 2525
Omega Ratio Rank
VOOM.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
VOOM.DE Martin Ratio Rank: 4040
Martin Ratio Rank

FZROX
FZROX Risk / Return Rank: 6464
Overall Rank
FZROX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FZROX Sortino Ratio Rank: 5656
Sortino Ratio Rank
FZROX Omega Ratio Rank: 5656
Omega Ratio Rank
FZROX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FZROX Martin Ratio Rank: 7878
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 ratioReturn per unit of total volatility

-1.07

Sortino ratioReturn per unit of downside risk

-1.27

Omega ratioGain probability vs. loss probability

1.17

1.38

-0.21

Calmar ratioReturn relative to maximum drawdown

1.88

3.48

-1.60

Martin ratioReturn relative to average drawdown

6.21

13.06

-6.85

VOOM.DE vs. FZROX - Sharpe Ratio Comparison

The current VOOM.DE Sharpe Ratio is 1.00, which is lower than the FZROX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of VOOM.DE and FZROX, 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


VOOM.DEFZROXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

2.06

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.82

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.70

-0.12

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.


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Drawdown Indicators


VOOM.DEFZROXDifference

Max Drawdown

Largest peak-to-trough decline

-36.78%

-34.47%

-2.31%

Max Drawdown (1Y)

Largest decline over 1 year

-6.54%

-7.42%

+0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-18.04%

-24.29%

+6.25%

Max Drawdown (5Y)

Largest decline over 5 years

-18.04%

-24.29%

+6.25%

Current Drawdown

Current decline from peak

-1.45%

-0.48%

-0.97%

Average Drawdown

Average peak-to-trough decline

-5.32%

-4.93%

-0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.98%

+0.01%

Volatility

VOOM.DE vs. FZROX - Volatility Comparison

Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE) and Fidelity ZERO Total Market Index Fund (FZROX) have volatilities of 2.54% and 2.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOOM.DEFZROXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

2.46%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

7.34%

8.81%

-1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

12.37%

12.59%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.79%

17.26%

-3.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

20.37%

-4.33%

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%.


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 0.92%.


PositionTTM2025202420232022202120202019
FZROX
Fidelity ZERO Total Market Index Fund
0.92%1.02%1.16%1.36%1.57%1.25%1.27%1.51%
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%

Frequently Asked Questions


VOOM.DE and FZROX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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