VUAA.L vs. AUM5.DE
VUAA.L (Vanguard S&P 500 UCITS ETF USD Accumulation) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both S&P 500 funds - VUAA.L tracks the S&P 500 Net Total Return while AUM5.DE tracks the S&P 500 Index. Both are passively managed. Over the past 5 years, VUAA.L returned 13.71%/yr vs 13.81%/yr for AUM5.DE. Their correlation of 0.92 suggests significant overlap in exposure. VUAA.L charges 0.07%/yr vs 0.15%/yr for AUM5.DE.
Performance
VUAA.L vs. AUM5.DE - Performance Comparison
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Different Trading Currencies
VUAA.L is traded in USD, while AUM5.DE is traded in EUR. To make them comparable, the AUM5.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with VUAA.L having a 10.32% return and AUM5.DE slightly lower at 10.10%.
VUAA.L
- 1D
- 0.00%
- 1M
- 4.49%
- YTD
- 10.32%
- 6M
- 11.14%
- 1Y
- 27.80%
- 3Y*
- 22.16%
- 5Y*
- 13.71%
- 10Y*
- —
AUM5.DE
- 1D
- -0.04%
- 1M
- 4.48%
- YTD
- 10.10%
- 6M
- 11.11%
- 1Y
- 27.82%
- 3Y*
- 22.19%
- 5Y*
- 13.81%
- 10Y*
- 15.37%
VUAA.L vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VUAA.L Vanguard S&P 500 UCITS ETF USD Accumulation | 10.32% | 17.37% | 25.27% | 26.68% | -18.63% | 29.34% | 17.66% | 12.72% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 10.10% | 18.31% | 24.82% | 26.52% | -18.87% | 29.85% | 17.57% | 13.58% |
Correlation
The correlation between VUAA.L and AUM5.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since May 17, 2019 | 0.92 |
The correlation between VUAA.L and AUM5.DE has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
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Return for Risk
VUAA.L vs. AUM5.DE — Risk / Return Rank
VUAA.L
AUM5.DE
VUAA.L vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L) and Amundi S&P 500 UCITS ETF EUR (AUM5.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.L | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.42 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.39 | 3.23 | +0.16 |
| Martin ratioReturn relative to average drawdown | 14.52 | 13.71 | +0.81 |
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.L | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.37 | 2.38 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.86 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.94 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.92 | -0.01 |
Drawdowns
VUAA.L vs. AUM5.DE - Drawdown Comparison
The maximum VUAA.L drawdown since its inception was -34.05%, roughly equal to the maximum AUM5.DE drawdown of -34.13%. Use the drawdown chart below to compare losses from any high point for VUAA.L and AUM5.DE.
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Drawdown Indicators
| VUAA.L | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.05% | -34.13% | +0.08% |
Max Drawdown (1Y)Largest decline over 1 year | -8.18% | -8.58% | +0.40% |
Max Drawdown (3Y)Largest decline over 3 years | -18.39% | -19.45% | +1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -24.36% | -24.23% | -0.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.13% | — |
Current DrawdownCurrent decline from peak | -0.54% | -0.62% | +0.08% |
Average DrawdownAverage peak-to-trough decline | -5.09% | -3.72% | -1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 2.02% | -0.11% |
Volatility
VUAA.L vs. AUM5.DE - Volatility Comparison
Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L) has a higher volatility of 3.18% compared to Amundi S&P 500 UCITS ETF EUR (AUM5.DE) at 2.82%. This indicates that VUAA.L's price experiences larger fluctuations and is considered to be riskier than AUM5.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.L | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | 2.82% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 8.57% | 8.15% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.69% | 11.63% | +0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.00% | 15.91% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.78% | 16.32% | +1.46% |
VUAA.L vs. AUM5.DE - Expense Ratio Comparison
VUAA.L has a 0.07% expense ratio, which is lower than AUM5.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.L vs. AUM5.DE - Dividend Comparison
Neither VUAA.L nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.90, VUAA.L and AUM5.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, VUAA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAA.L is cheaper with a 0.07% expense ratio, compared with 0.15% for AUM5.DE.
VUAA.L tracks S&P 500 Net Total Return, while AUM5.DE tracks S&P 500 Index. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.07% for VUAA.L and 0.15% for AUM5.DE.
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