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VUAA.DE vs. EXH1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUAA.DE vs. EXH1.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 iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VUAA.DE achieves a 11.41% return, which is significantly lower than EXH1.DE's 32.64% 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*

EXH1.DE

1D
-0.74%
1M
-1.97%
YTD
32.64%
6M
31.85%
1Y
55.75%
3Y*
21.27%
5Y*
19.54%
10Y*
11.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUAA.DE vs. EXH1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
11.41%4.68%32.33%22.52%-14.29%40.76%3.17%
EXH1.DE
iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE)
32.64%27.13%-3.22%7.61%29.31%20.65%-16.28%

Correlation

The correlation between VUAA.DE and EXH1.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.25

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

0.30

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2020

0.37

Over the past year, the correlation between VUAA.DE and EXH1.DE has dropped to 0.12 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

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Return for Risk

VUAA.DE vs. EXH1.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: 6969
Overall Rank
VUAA.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VUAA.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
VUAA.DE Omega Ratio Rank: 7070
Omega Ratio Rank
VUAA.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
VUAA.DE Martin Ratio Rank: 7070
Martin Ratio Rank

EXH1.DE
EXH1.DE Risk / Return Rank: 9090
Overall Rank
EXH1.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EXH1.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
EXH1.DE Omega Ratio Rank: 8686
Omega Ratio Rank
EXH1.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
EXH1.DE Martin Ratio Rank: 9494
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. EXH1.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 iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.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.DEEXH1.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.84

Sortino ratioReturn per unit of downside risk

-0.72

Omega ratioGain probability vs. loss probability

1.41

1.52

-0.11

Calmar ratioReturn relative to maximum drawdown

3.56

8.05

-4.49

Martin ratioReturn relative to average drawdown

12.74

26.11

-13.37

VUAA.DE vs. EXH1.DE - Sharpe Ratio Comparison

The current VUAA.DE Sharpe Ratio is 2.20, which is comparable to the EXH1.DE Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of VUAA.DE and EXH1.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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Sharpe Ratios by Period


VUAA.DEEXH1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

3.05

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.89

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.25

+0.57

Drawdowns

VUAA.DE vs. EXH1.DE - Drawdown Comparison

The maximum VUAA.DE drawdown since its inception was -33.67%, smaller than the maximum EXH1.DE drawdown of -55.76%. Use the drawdown chart below to compare losses from any high point for VUAA.DE and EXH1.DE.


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Drawdown Indicators


VUAA.DEEXH1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.67%

-55.76%

+22.09%

Max Drawdown (1Y)

Largest decline over 1 year

-7.16%

-6.87%

-0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-23.33%

-20.96%

-2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-23.33%

-20.96%

-2.37%

Max Drawdown (10Y)

Largest decline over 10 years

-55.76%

Current Drawdown

Current decline from peak

-0.45%

-4.62%

+4.17%

Average Drawdown

Average peak-to-trough decline

-5.07%

-13.64%

+8.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

2.12%

-0.11%

Volatility

VUAA.DE vs. EXH1.DE - Volatility Comparison

The current volatility for Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) is 2.65%, while iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) (EXH1.DE) has a volatility of 5.94%. This indicates that VUAA.DE experiences smaller price fluctuations and is considered to be less risky than EXH1.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.DEEXH1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.65%

5.94%

-3.29%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

14.85%

-7.24%

Volatility (1Y)

Calculated over the trailing 1-year period

11.58%

18.20%

-6.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.12%

21.63%

-6.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.59%

24.08%

-6.49%

VUAA.DE vs. EXH1.DE - Expense Ratio Comparison

VUAA.DE has a 0.07% expense ratio, which is lower than EXH1.DE's 0.47% expense ratio.


Dividends

VUAA.DE vs. EXH1.DE - Dividend Comparison

VUAA.DE has not paid dividends to shareholders, while EXH1.DE's dividend yield for the trailing twelve months is around 2.98%.


PositionTTM20252024202320222021202020192018201720162015
EXH1.DE
iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE)
2.98%4.05%4.54%4.44%3.38%3.26%5.05%4.00%2.85%5.39%4.20%5.08%
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
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


VUAA.DE and EXH1.DE have a correlation of 0.12, 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 0.47% for EXH1.DE.

VUAA.DE is categorized as S&P 500, while EXH1.DE is Energy Equities. VUAA.DE tracks S&P 500 Index, while EXH1.DE tracks STOXX® Europe 600 Oil & Gas. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VUAA.DE and 0.47% for EXH1.DE.

Portfolio Optimizer

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