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VUAG.L vs. SXRT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUAG.L vs. SXRT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) and iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUAG.L vs. SXRT.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VUAG.L
VUAG.L Risk / Return Rank: 8282
Overall Rank
VUAG.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VUAG.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
VUAG.L Omega Ratio Rank: 8585
Omega Ratio Rank
VUAG.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
VUAG.L Martin Ratio Rank: 7979
Martin Ratio Rank

SXRT.DE
SXRT.DE Risk / Return Rank: 3737
Overall Rank
SXRT.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SXRT.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
SXRT.DE Omega Ratio Rank: 3535
Omega Ratio Rank
SXRT.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
SXRT.DE Martin Ratio Rank: 4141
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.

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.LSXRT.DEDifference
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

VUAG.L vs. SXRT.DE - Sharpe Ratio Comparison

The current VUAG.L Sharpe Ratio is 2.39, which is higher than the SXRT.DE Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of VUAG.L and SXRT.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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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.LSXRT.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.82%

0.00%

-1.82%

Average Drawdown

Average peak-to-trough decline

-5.47%

-7.29%

+1.82%

Ulcer Index

Depth 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.LSXRT.DEDifference

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.


PositionTTM202520242023202220212020
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.

Portfolio Optimizer

Find the right allocation for VUAG.L and SXRT.DE

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