VUAG.L vs. SXRT.DE
VUAG.L (Vanguard S&P 500 UCITS ETF (USD) Accumulating) and SXRT.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)) are both exchange-traded funds - VUAG.L is a S&P 500 fund tracking the S&P 500 Index, while SXRT.DE is a Europe Equities fund tracking the EURO STOXX® 50. Both are passively managed. Over the past 5 years, VUAG.L returned 14.39%/yr vs 11.76%/yr for SXRT.DE. A 0.64 correlation means they provide meaningful diversification when combined. VUAG.L charges 0.07%/yr vs 0.10%/yr for SXRT.DE.
Performance
VUAG.L vs. SXRT.DE - Performance Comparison
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Different Trading Currencies
VUAG.L is traded in GBP, while SXRT.DE is traded in EUR. To make them comparable, the SXRT.DE values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, VUAG.L achieves a 8.79% return, which is significantly higher than SXRT.DE's 7.51% return.
VUAG.L
- 1D
- 1.48%
- 1M
- -0.32%
- YTD
- 8.79%
- 6M
- 9.16%
- 1Y
- 26.56%
- 3Y*
- 18.26%
- 5Y*
- 14.39%
- 10Y*
- —
SXRT.DE
- 1D
- 2.04%
- 1M
- 5.28%
- YTD
- 7.51%
- 6M
- 8.28%
- 1Y
- 21.50%
- 3Y*
- 15.95%
- 5Y*
- 11.76%
- 10Y*
- 12.34%
VUAG.L vs. SXRT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 8.79% | 9.36% | 27.34% | 19.65% | -8.87% | 30.97% | 16.23% | -12.98% |
SXRT.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) | 7.51% | 28.57% | 6.24% | 20.04% | -3.81% | 14.81% | 2.55% | 13.80% |
Correlation
The correlation between VUAG.L and SXRT.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since May 14, 2019 | 0.64 |
The correlation between VUAG.L and SXRT.DE shifts across timeframes, from 0.52 (3 years) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VUAG.L vs. SXRT.DE — Risk / Return Rank
VUAG.L
SXRT.DE
VUAG.L vs. SXRT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) and iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.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.
| VUAG.L | SXRT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.14 | ||
| Sortino ratioReturn per unit of downside risk | +1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.23 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 1.72 | +1.94 |
| Martin ratioReturn relative to average drawdown | 13.20 | 5.82 | +7.39 |
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Drawdowns
VUAG.L vs. SXRT.DE - Drawdown Comparison
The maximum VUAG.L drawdown since its inception was -30.82%, smaller than the maximum SXRT.DE drawdown of -35.52%. Use the drawdown chart below to compare losses from any high point for VUAG.L and SXRT.DE.
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Drawdown Indicators
| VUAG.L | SXRT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.82% | -35.52% | +4.70% |
Max Drawdown (1Y)Largest decline over 1 year | -7.11% | -11.54% | +4.43% |
Max Drawdown (3Y)Largest decline over 3 years | -20.88% | -14.30% | -6.58% |
Max Drawdown (5Y)Largest decline over 5 years | -20.88% | -22.25% | +1.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.86% | — |
Current DrawdownCurrent decline from peak | -1.82% | 0.00% | -1.82% |
Average DrawdownAverage peak-to-trough decline | -5.47% | -7.29% | +1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 3.43% | -1.45% |
Volatility
VUAG.L vs. SXRT.DE - Volatility Comparison
The current volatility for Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) is 3.57%, while iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) has a volatility of 4.55%. This indicates that VUAG.L experiences smaller price fluctuations and is considered to be less risky than SXRT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VUAG.L | SXRT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.57% | 4.55% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 7.56% | 13.15% | -5.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.90% | 15.87% | -4.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.36% | 17.62% | -3.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.88% | 17.98% | -0.10% |
VUAG.L vs. SXRT.DE - Expense Ratio Comparison
VUAG.L has a 0.07% expense ratio, which is lower than SXRT.DE's 0.10% 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
VUAG.L vs. SXRT.DE - Dividend Comparison
Neither VUAG.L nor SXRT.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
SXRT.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.80% |
Frequently Asked Questions
VUAG.L and SXRT.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VUAG.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUAG.L is cheaper with a 0.07% expense ratio, compared with 0.10% for SXRT.DE.
VUAG.L is categorized as S&P 500, while SXRT.DE is Europe Equities. VUAG.L tracks S&P 500 Index, while SXRT.DE tracks EURO STOXX® 50. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VUAG.L and 0.10% for SXRT.DE.
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