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

Performance

VOOM.DE vs. VOOG - 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 Vanguard S&P 500 Growth ETF (VOOG). 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 VOOG is traded in USD. To make them comparable, the VOOG 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 8.02% return, which is significantly lower than VOOG's 12.18% return.


VOOM.DE

1D
0.34%
1M
3.17%
YTD
8.02%
6M
8.55%
1Y
20.20%
3Y*
13.53%
5Y*
7.61%
10Y*

VOOG

1D
0.07%
1M
-1.15%
YTD
12.18%
6M
10.88%
1Y
27.75%
3Y*
24.03%
5Y*
15.14%
10Y*
17.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOOM.DE vs. VOOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOOM.DE
Lyxor Global Gender Equality (DR) UCITS ETF - Acc
8.02%9.44%13.91%13.10%-10.98%25.81%0.38%14.32%-10.23%2.47%
VOOG
Vanguard S&P 500 Growth ETF
12.18%7.62%44.86%26.06%-25.11%41.82%22.36%33.89%4.47%2.54%

Correlation

The correlation between VOOM.DE and VOOG is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.21

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

0.32

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2017

0.34

The correlation between VOOM.DE and VOOG shifts across timeframes, from 0.17 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VOOM.DE vs. VOOG — 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: 5959
Overall Rank
VOOM.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VOOM.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
VOOM.DE Omega Ratio Rank: 5050
Omega Ratio Rank
VOOM.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
VOOM.DE Martin Ratio Rank: 6666
Martin Ratio Rank

VOOG
VOOG Risk / Return Rank: 4545
Overall Rank
VOOG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VOOG Sortino Ratio Rank: 4545
Sortino Ratio Rank
VOOG Omega Ratio Rank: 4545
Omega Ratio Rank
VOOG Calmar Ratio Rank: 4040
Calmar Ratio Rank
VOOG Martin Ratio Rank: 4848
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. VOOG - 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 Vanguard S&P 500 Growth ETF (VOOG). 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.


VOOM.DEVOOGDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.28

1.29

-0.01

Calmar ratioReturn relative to maximum drawdown

3.07

2.20

+0.87

Martin ratioReturn relative to average drawdown

10.55

7.55

+3.00

VOOM.DE vs. VOOG - Sharpe Ratio Comparison

The current VOOM.DE Sharpe Ratio is 1.66, which is comparable to the VOOG Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of VOOM.DE and VOOG, 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

VOOM.DE vs. VOOG - Drawdown Comparison

The maximum VOOM.DE drawdown since its inception was -36.77%, which is greater than VOOG's maximum drawdown of -30.89%. Use the drawdown chart below to compare losses from any high point for VOOM.DE and VOOG.


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Drawdown Indicators


VOOM.DEVOOGDifference

Max Drawdown

Largest peak-to-trough decline

-36.77%

-30.89%

-5.88%

Max Drawdown (1Y)

Largest decline over 1 year

-6.56%

-12.66%

+6.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.07%

-27.11%

+9.04%

Max Drawdown (5Y)

Largest decline over 5 years

-18.07%

-27.11%

+9.04%

Max Drawdown (10Y)

Largest decline over 10 years

-30.89%

Current Drawdown

Current decline from peak

0.00%

-3.40%

+3.40%

Average Drawdown

Average peak-to-trough decline

-5.83%

-5.02%

-0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

3.68%

-1.77%

Volatility

VOOM.DE vs. VOOG - Volatility Comparison

The current volatility for Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE) is 2.77%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 6.33%. This indicates that VOOM.DE experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOOM.DEVOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.77%

6.33%

-3.56%

Volatility (6M)

Calculated over the trailing 6-month period

7.42%

12.73%

-5.31%

Volatility (1Y)

Calculated over the trailing 1-year period

12.20%

16.78%

-4.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.83%

21.06%

-7.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.81%

21.16%

-5.35%

VOOM.DE vs. VOOG - Expense Ratio Comparison

VOOM.DE has a 0.20% expense ratio, which is higher than VOOG's 0.07% 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. VOOG - Dividend Comparison

VOOM.DE has not paid dividends to shareholders, while VOOG's dividend yield for the trailing twelve months is around 0.57%.


PositionTTM20252024202320222021202020192018201720162015
VOOG
Vanguard S&P 500 Growth ETF
0.57%0.49%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%
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 VOOG have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VOOG is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VOOG is cheaper with a 0.07% expense ratio, compared with 0.20% for VOOM.DE.

VOOM.DE is categorized as Global Equities, while VOOG is S&P 500. VOOM.DE tracks Solactive Equileap Global Gender Equality, while VOOG tracks S&P 500 Growth Index. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.20% for VOOM.DE and 0.07% for VOOG.

Portfolio Optimizer

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