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VUAA.DE vs. 6TVM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUAA.DE vs. 6TVM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) and Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with VUAA.DE having a 10.70% return and 6TVM.DE slightly higher at 10.74%.


VUAA.DE

1D
-0.14%
1M
0.26%
YTD
10.70%
6M
10.99%
1Y
24.72%
3Y*
18.92%
5Y*
13.89%
10Y*

6TVM.DE

1D
-0.19%
1M
0.26%
YTD
10.74%
6M
11.05%
1Y
24.91%
3Y*
19.10%
5Y*
14.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUAA.DE vs. 6TVM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
10.70%4.69%32.34%22.51%-14.29%40.75%4.06%
6TVM.DE
Amundi Core S&P 500 Swap UCITS ETF USD Dist
10.74%4.87%32.69%22.58%-14.12%41.00%4.69%

Correlation

The correlation between VUAA.DE and 6TVM.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.99

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

1.00

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2020

1.00

The correlation between VUAA.DE and 6TVM.DE has been stable across timeframes, ranging from 0.98 to 1.00 - a consistent structural relationship.

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Return for Risk

VUAA.DE vs. 6TVM.DE — Risk / Return Rank

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

VUAA.DE
VUAA.DE Risk / Return Rank: 7575
Overall Rank
VUAA.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VUAA.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
VUAA.DE Omega Ratio Rank: 7474
Omega Ratio Rank
VUAA.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
VUAA.DE Martin Ratio Rank: 7676
Martin Ratio Rank

6TVM.DE
6TVM.DE Risk / Return Rank: 7676
Overall Rank
6TVM.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
6TVM.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
6TVM.DE Omega Ratio Rank: 7575
Omega Ratio Rank
6TVM.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
6TVM.DE 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.

VUAA.DE vs. 6TVM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) and Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.DE). 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.


VUAA.DE6TVM.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.39

1.38

0.00

Calmar ratioReturn relative to maximum drawdown

3.51

3.49

+0.02

Martin ratioReturn relative to average drawdown

12.54

12.31

+0.23

VUAA.DE vs. 6TVM.DE - Sharpe Ratio Comparison

The current VUAA.DE Sharpe Ratio is 2.09, which is comparable to the 6TVM.DE Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of VUAA.DE and 6TVM.DE, 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

VUAA.DE vs. 6TVM.DE - Drawdown Comparison

The maximum VUAA.DE drawdown since its inception was -33.67%, which is greater than 6TVM.DE's maximum drawdown of -23.37%. Use the drawdown chart below to compare losses from any high point for VUAA.DE and 6TVM.DE.


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Drawdown Indicators


VUAA.DE6TVM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.67%

-23.37%

-10.30%

Max Drawdown (1Y)

Largest decline over 1 year

-7.00%

-7.10%

+0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-23.33%

-23.37%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-23.33%

-23.37%

+0.04%

Current Drawdown

Current decline from peak

-1.09%

-1.10%

+0.01%

Average Drawdown

Average peak-to-trough decline

-5.02%

-4.02%

-1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.02%

-0.05%

Volatility

VUAA.DE vs. 6TVM.DE - Volatility Comparison

Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) and Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.DE) have volatilities of 3.31% and 3.33%, 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


VUAA.DE6TVM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

3.33%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

7.87%

8.03%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

11.78%

11.94%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.15%

15.26%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.54%

15.22%

+2.32%

VUAA.DE vs. 6TVM.DE - Expense Ratio Comparison

VUAA.DE has a 0.07% expense ratio, which is higher than 6TVM.DE's 0.05% 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

VUAA.DE vs. 6TVM.DE - Dividend Comparison

VUAA.DE has not paid dividends to shareholders, while 6TVM.DE's dividend yield for the trailing twelve months is around 0.90%.


PositionTTM202520242023202220212020
6TVM.DE
Amundi Core S&P 500 Swap UCITS ETF USD Dist
0.90%1.00%1.28%1.03%2.12%1.08%0.61%
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.98, VUAA.DE and 6TVM.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, 6TVM.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

6TVM.DE is cheaper with a 0.05% expense ratio, compared with 0.07% for VUAA.DE.

Both ETFs track S&P 500 Index. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.07% for VUAA.DE and 0.05% for 6TVM.DE.

Portfolio Optimizer

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