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VUSA.MI vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

VUSA.MI vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard S&P 500 UCITS ETF (VUSA.MI) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VUSA.MI is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with VUSA.MI having a 10.77% return and ^GSPC slightly higher at 11.08%.


VUSA.MI

1D
-0.86%
1M
0.25%
YTD
10.77%
6M
11.16%
1Y
24.83%
3Y*
18.95%
5Y*
13.91%
10Y*

^GSPC

1D
-0.08%
1M
0.13%
YTD
11.08%
6M
9.99%
1Y
23.85%
3Y*
17.70%
5Y*
12.53%
10Y*
13.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUSA.MI vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VUSA.MI
Vanguard S&P 500 UCITS ETF
10.77%4.38%33.56%22.33%-14.75%40.98%7.47%25.81%
^GSPC
S&P 500 Index
11.08%2.58%31.45%20.51%-14.45%36.38%6.68%24.49%

Correlation

The correlation between VUSA.MI and ^GSPC is 0.66, 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

0.66

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

0.60

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

0.57

Correlation (All Time)
Calculated using the full available price history since Jan 18, 2019

0.59

The correlation between VUSA.MI and ^GSPC has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.

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Return for Risk

VUSA.MI vs. ^GSPC — Risk / Return Rank

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

VUSA.MI
VUSA.MI Risk / Return Rank: 7676
Overall Rank
VUSA.MI Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VUSA.MI Sortino Ratio Rank: 7474
Sortino Ratio Rank
VUSA.MI Omega Ratio Rank: 7676
Omega Ratio Rank
VUSA.MI Calmar Ratio Rank: 7777
Calmar Ratio Rank
VUSA.MI Martin Ratio Rank: 7474
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 7070
Overall Rank
^GSPC Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 7171
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 7171
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6262
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7878
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.

VUSA.MI vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (VUSA.MI) and S&P 500 Index (^GSPC). 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.


VUSA.MI^GSPCDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.39

1.35

+0.04

Calmar ratioReturn relative to maximum drawdown

3.48

3.17

+0.31

Martin ratioReturn relative to average drawdown

12.16

11.71

+0.45

VUSA.MI vs. ^GSPC - Sharpe Ratio Comparison

The current VUSA.MI Sharpe Ratio is 2.12, which is comparable to the ^GSPC Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of VUSA.MI and ^GSPC, 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

VUSA.MI vs. ^GSPC - Drawdown Comparison

The maximum VUSA.MI drawdown since its inception was -33.67%, smaller than the maximum ^GSPC drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for VUSA.MI and ^GSPC.


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Drawdown Indicators


VUSA.MI^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-33.67%

-51.62%

+17.95%

Max Drawdown (1Y)

Largest decline over 1 year

-7.15%

-7.57%

+0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-23.11%

-23.99%

+0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-23.11%

-23.99%

+0.88%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

Current Drawdown

Current decline from peak

-0.93%

-1.08%

+0.15%

Average Drawdown

Average peak-to-trough decline

-4.48%

-9.08%

+4.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

2.04%

0.00%

Volatility

VUSA.MI vs. ^GSPC - Volatility Comparison

The current volatility for Vanguard S&P 500 UCITS ETF (VUSA.MI) is 3.36%, while S&P 500 Index (^GSPC) has a volatility of 3.97%. This indicates that VUSA.MI experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUSA.MI^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

3.97%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

7.95%

9.16%

-1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

11.72%

12.60%

-0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.24%

16.86%

-1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.91%

18.61%

-1.70%

Frequently Asked Questions


VUSA.MI and ^GSPC have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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