VUAA.DE vs. SPY1.DE
VUAA.DE (Vanguard S&P 500 UCITS USD Acc ETF) and SPY1.DE (SPDR S&P 500 Low Volatility UCITS ETF) are both S&P 500 funds - VUAA.DE tracks the S&P 500 Index while SPY1.DE tracks the S&P 500 Low Volatility. Both are passively managed. Over the past 5 years, VUAA.DE returned 14.77%/yr vs 5.96%/yr for SPY1.DE. A 0.58 correlation means they provide meaningful diversification when combined. VUAA.DE charges 0.07%/yr vs 0.35%/yr for SPY1.DE.
Performance
VUAA.DE vs. SPY1.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 SPY1.DE's 2.00% 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*
- —
SPY1.DE
- 1D
- -0.18%
- 1M
- -0.80%
- YTD
- 2.00%
- 6M
- 1.78%
- 1Y
- -0.66%
- 3Y*
- 4.28%
- 5Y*
- 5.96%
- 10Y*
- 7.35%
VUAA.DE vs. SPY1.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% |
SPY1.DE SPDR S&P 500 Low Volatility UCITS ETF | 2.00% | -7.26% | 20.46% | -3.91% | 0.94% | 34.70% | -15.63% |
Correlation
The correlation between VUAA.DE and SPY1.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2020 | 0.58 |
Over the past year, the correlation between VUAA.DE and SPY1.DE has dropped to 0.13 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
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Return for Risk
VUAA.DE vs. SPY1.DE — Risk / Return Rank
VUAA.DE
SPY1.DE
VUAA.DE vs. SPY1.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 SPDR S&P 500 Low Volatility UCITS ETF (SPY1.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 | SPY1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.35 | ||
| Sortino ratioReturn per unit of downside risk | +3.13 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.98 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | -0.23 | +3.79 |
| Martin ratioReturn relative to average drawdown | 12.74 | -0.48 | +13.22 |
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 | SPY1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | -0.15 | +2.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | 0.47 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.69 | +0.12 |
Drawdowns
VUAA.DE vs. SPY1.DE - Drawdown Comparison
The maximum VUAA.DE drawdown since its inception was -33.67%, roughly equal to the maximum SPY1.DE drawdown of -35.30%. Use the drawdown chart below to compare losses from any high point for VUAA.DE and SPY1.DE.
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Drawdown Indicators
| VUAA.DE | SPY1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.67% | -35.30% | +1.63% |
Max Drawdown (1Y)Largest decline over 1 year | -7.16% | -6.77% | -0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -23.33% | -14.59% | -8.74% |
Max Drawdown (5Y)Largest decline over 5 years | -23.33% | -16.32% | -7.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.30% | — |
Current DrawdownCurrent decline from peak | -0.45% | -11.45% | +11.00% |
Average DrawdownAverage peak-to-trough decline | -5.07% | -6.16% | +1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 3.15% | -1.14% |
Volatility
VUAA.DE vs. SPY1.DE - Volatility Comparison
The current volatility for Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) is 2.65%, while SPDR S&P 500 Low Volatility UCITS ETF (SPY1.DE) has a volatility of 3.46%. This indicates that VUAA.DE experiences smaller price fluctuations and is considered to be less risky than SPY1.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 | SPY1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 3.46% | -0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 7.61% | 7.38% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.58% | 10.25% | +1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.12% | 12.47% | +2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.59% | 14.00% | +3.59% |
VUAA.DE vs. SPY1.DE - Expense Ratio Comparison
VUAA.DE has a 0.07% expense ratio, which is lower than SPY1.DE's 0.35% expense ratio.
Dividends
VUAA.DE vs. SPY1.DE - Dividend Comparison
Neither VUAA.DE nor SPY1.DE has paid dividends to shareholders.
Frequently Asked Questions
VUAA.DE and SPY1.DE have a correlation of 0.13, 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 0.35% for SPY1.DE.
VUAA.DE tracks S&P 500 Index, while SPY1.DE tracks S&P 500 Low Volatility. They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.07% for VUAA.DE and 0.35% for SPY1.DE.
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