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

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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VOOM.DE vs. VOOG - 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%
VOOG
Vanguard S&P 500 Growth ETF
-5.54%7.62%44.86%26.06%-25.11%41.82%22.36%15.56%
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 1.46% return, which is significantly higher than VOOG's -5.54% 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*

VOOG

1D
1.20%
1M
-3.27%
YTD
-5.54%
6M
-3.94%
1Y
14.96%
3Y*
19.71%
5Y*
12.86%
10Y*
15.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


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: 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

VOOG
VOOG Risk / Return Rank: 6262
Overall Rank
VOOG Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VOOG Sortino Ratio Rank: 6161
Sortino Ratio Rank
VOOG Omega Ratio Rank: 6060
Omega Ratio Rank
VOOG Calmar Ratio Rank: 6767
Calmar Ratio Rank
VOOG Martin Ratio Rank: 6666
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.


VOOM.DEVOOGDifference

Sharpe ratio

Return per unit of total volatility

0.67

0.62

+0.05

Sortino ratio

Return per unit of downside risk

0.96

1.01

-0.05

Omega ratio

Gain probability vs. loss probability

1.13

1.15

-0.02

Calmar ratio

Return relative to maximum drawdown

1.16

1.13

+0.04

Martin ratio

Return relative to average drawdown

5.04

3.79

+1.25

VOOM.DE vs. VOOG - Sharpe Ratio Comparison

The current VOOM.DE Sharpe Ratio is 0.67, which is comparable to the VOOG Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of VOOM.DE and VOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VOOM.DEVOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.62

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.62

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.85

-0.29

Correlation

The correlation between VOOM.DE and VOOG is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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 0.53%.


TTM20252024202320222021202020192018201720162015
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%
VOOG
Vanguard S&P 500 Growth ETF
0.53%0.49%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%

Drawdowns

VOOM.DE vs. VOOG - Drawdown Comparison

The maximum VOOM.DE drawdown since its inception was -36.78%, 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

-36.78%

-32.73%

-4.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.77%

-13.71%

+0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-18.04%

-32.73%

+14.69%

Max Drawdown (10Y)

Largest decline over 10 years

-32.73%

Current Drawdown

Current decline from peak

-4.06%

-9.07%

+5.01%

Average Drawdown

Average peak-to-trough decline

-5.39%

-5.01%

-0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

3.54%

-1.24%

Volatility

VOOM.DE vs. VOOG - Volatility Comparison

The current volatility for Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE) is 4.05%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 6.31%. 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

4.05%

6.31%

-2.26%

Volatility (6M)

Calculated over the trailing 6-month period

8.86%

12.81%

-3.95%

Volatility (1Y)

Calculated over the trailing 1-year period

15.71%

24.37%

-8.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.83%

20.89%

-7.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.15%

21.08%

-4.93%