VUAA.DE vs. AE50.DE
VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) and AE50.DE (Amundi ETF STOXX Europe 50 UCITS ETF EUR) are both exchange-traded funds - VUAA.DE is a S&P 500 fund tracking the S&P 500 Index, while AE50.DE is a Europe Equities fund tracking the STOXX® Europe 50. Both are passively managed. Over the past 5 years, VUAA.DE returned 14.77%/yr vs 11.33%/yr for AE50.DE. A 0.67 correlation means they provide meaningful diversification when combined. VUAA.DE charges 0.07%/yr vs 0.15%/yr for AE50.DE.
Performance
VUAA.DE vs. AE50.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VUAA.DE achieves a 11.41% return, which is significantly higher than AE50.DE's 7.47% return.
VUAA.DE
- 1D
- -0.12%
- 1M
- 5.23%
- YTD
- 11.41%
- 6M
- 11.44%
- 1Y
- 25.64%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- —
AE50.DE
- 1D
- 0.82%
- 1M
- 0.87%
- YTD
- 7.47%
- 6M
- 9.90%
- 1Y
- 16.79%
- 3Y*
- 12.27%
- 5Y*
- 11.33%
- 10Y*
- 9.32%
VUAA.DE vs. AE50.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 11.41% | 4.68% | 32.33% | 22.52% | -14.29% | 40.76% | 3.17% |
AE50.DE Amundi ETF STOXX Europe 50 UCITS ETF EUR | 7.47% | 18.08% | 7.63% | 14.90% | -1.62% | 26.03% | -6.48% |
Correlation
The correlation between VUAA.DE and AE50.DE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2020 | 0.67 |
The correlation between VUAA.DE and AE50.DE shifts across timeframes, from 0.55 (3 years) to 0.67 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VUAA.DE vs. AE50.DE — Risk / Return Rank
VUAA.DE
AE50.DE
VUAA.DE vs. AE50.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 ETF STOXX Europe 50 UCITS ETF EUR (AE50.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.
| VUAA.DE | AE50.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.95 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.23 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | 1.74 | +1.82 |
| Martin ratioReturn relative to average drawdown | 12.74 | 6.15 | +6.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VUAA.DE | AE50.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 1.26 | +0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.80 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.48 | +0.33 |
Drawdowns
VUAA.DE vs. AE50.DE - Drawdown Comparison
The maximum VUAA.DE drawdown since its inception was -33.67%, roughly equal to the maximum AE50.DE drawdown of -32.20%. Use the drawdown chart below to compare losses from any high point for VUAA.DE and AE50.DE.
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Drawdown Indicators
| VUAA.DE | AE50.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.67% | -32.20% | -1.47% |
Max Drawdown (1Y)Largest decline over 1 year | -7.16% | -9.54% | +2.38% |
Max Drawdown (3Y)Largest decline over 3 years | -23.33% | -17.29% | -6.04% |
Max Drawdown (5Y)Largest decline over 5 years | -23.33% | -17.29% | -6.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.20% | — |
Current DrawdownCurrent decline from peak | -0.45% | -1.65% | +1.20% |
Average DrawdownAverage peak-to-trough decline | -5.07% | -5.70% | +0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 2.71% | -0.70% |
Volatility
VUAA.DE vs. AE50.DE - Volatility Comparison
The current volatility for Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) is 2.65%, while Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) has a volatility of 4.34%. This indicates that VUAA.DE experiences smaller price fluctuations and is considered to be less risky than AE50.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VUAA.DE | AE50.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 4.34% | -1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 10.78% | -3.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.58% | 13.25% | -1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.12% | 13.93% | +1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.59% | 15.11% | +2.48% |
VUAA.DE vs. AE50.DE - Expense Ratio Comparison
VUAA.DE has a 0.07% expense ratio, which is lower than AE50.DE's 0.15% expense ratio. Despite the difference, 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. AE50.DE - Dividend Comparison
Neither VUAA.DE nor AE50.DE has paid dividends to shareholders.
Frequently Asked Questions
VUAA.DE and AE50.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUAA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for AE50.DE.
VUAA.DE is categorized as S&P 500, while AE50.DE is Europe Equities. VUAA.DE tracks S&P 500 Index, while AE50.DE tracks STOXX® Europe 50. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.07% for VUAA.DE and 0.15% for AE50.DE.
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