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

Performance

VOOM.DE vs. SWTSX - 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 Schwab Total Stock Market Index Fund (SWTSX). 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 SWTSX is traded in USD. To make them comparable, the SWTSX 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 SWTSX's 13.00% return.


VOOM.DE

1D
-0.16%
1M
-0.12%
YTD
4.22%
6M
5.06%
1Y
11.74%
3Y*
11.60%
5Y*
7.08%
10Y*

SWTSX

1D
0.37%
1M
4.30%
YTD
13.00%
6M
11.51%
1Y
27.39%
3Y*
19.11%
5Y*
13.84%
10Y*
14.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOOM.DE vs. SWTSX - 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%
SWTSX
Schwab Total Stock Market Index Fund
13.00%3.16%32.02%22.27%-14.55%35.05%10.76%16.49%

Correlation

The correlation between VOOM.DE and SWTSX 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

0.34

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

0.47

The correlation between VOOM.DE and SWTSX shifts across timeframes, from 0.32 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VOOM.DE vs. SWTSX — 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

SWTSX
SWTSX Risk / Return Rank: 7070
Overall Rank
SWTSX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SWTSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
SWTSX Omega Ratio Rank: 6262
Omega Ratio Rank
SWTSX Calmar Ratio Rank: 7575
Calmar Ratio Rank
SWTSX Martin Ratio Rank: 8383
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. SWTSX - 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 Schwab Total Stock Market Index Fund (SWTSX). 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.DESWTSXDifference
Sharpe ratioReturn per unit of total volatility

-1.12

Sortino ratioReturn per unit of downside risk

-1.33

Omega ratioGain probability vs. loss probability

1.17

1.39

-0.22

Calmar ratioReturn relative to maximum drawdown

1.88

3.60

-1.71

Martin ratioReturn relative to average drawdown

6.21

13.36

-7.15

VOOM.DE vs. SWTSX - Sharpe Ratio Comparison

The current VOOM.DE Sharpe Ratio is 1.00, which is lower than the SWTSX Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of VOOM.DE and SWTSX, 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.DESWTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

2.12

-1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.81

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.60

-0.02

Drawdowns

VOOM.DE vs. SWTSX - Drawdown Comparison

The maximum VOOM.DE drawdown since its inception was -36.78%, smaller than the maximum SWTSX drawdown of -49.18%. Use the drawdown chart below to compare losses from any high point for VOOM.DE and SWTSX.


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Drawdown Indicators


VOOM.DESWTSXDifference

Max Drawdown

Largest peak-to-trough decline

-36.78%

-49.18%

+12.40%

Max Drawdown (1Y)

Largest decline over 1 year

-6.54%

-7.41%

+0.87%

Max Drawdown (3Y)

Largest decline over 3 years

-18.04%

-24.35%

+6.31%

Max Drawdown (5Y)

Largest decline over 5 years

-18.04%

-24.35%

+6.31%

Max Drawdown (10Y)

Largest decline over 10 years

-34.51%

Current Drawdown

Current decline from peak

-1.45%

-0.12%

-1.33%

Average Drawdown

Average peak-to-trough decline

-5.32%

-7.60%

+2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.99%

0.00%

Volatility

VOOM.DE vs. SWTSX - Volatility Comparison

Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE) has a higher volatility of 2.54% compared to Schwab Total Stock Market Index Fund (SWTSX) at 2.37%. This indicates that VOOM.DE's price experiences larger fluctuations and is considered to be riskier than SWTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOOM.DESWTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

2.37%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

7.34%

8.80%

-1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

12.37%

12.58%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.79%

17.24%

-3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

19.08%

-3.04%

VOOM.DE vs. SWTSX - Expense Ratio Comparison

VOOM.DE has a 0.20% expense ratio, which is higher than SWTSX's 0.03% 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. SWTSX - Dividend Comparison

VOOM.DE has not paid dividends to shareholders, while SWTSX's dividend yield for the trailing twelve months is around 0.99%.


PositionTTM20252024202320222021202020192018201720162015
SWTSX
Schwab Total Stock Market Index Fund
0.99%1.10%1.24%1.41%1.62%1.46%1.63%1.92%2.58%1.83%2.32%2.79%
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%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VOOM.DE and SWTSX 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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