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VUSA.MI vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between VUSA.MI and ^GSPC is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

90.00%100.00%110.00%120.00%130.00%140.00%150.00%NovemberDecember2025FebruaryMarchApril
115.08%
93.14%
VUSA.MI
^GSPC

Key characteristics

Sharpe Ratio

VUSA.MI:

0.02

^GSPC:

0.14

Sortino Ratio

VUSA.MI:

0.14

^GSPC:

0.33

Omega Ratio

VUSA.MI:

1.02

^GSPC:

1.05

Calmar Ratio

VUSA.MI:

0.01

^GSPC:

0.14

Martin Ratio

VUSA.MI:

0.05

^GSPC:

0.62

Ulcer Index

VUSA.MI:

5.68%

^GSPC:

4.36%

Daily Std Dev

VUSA.MI:

18.05%

^GSPC:

19.19%

Max Drawdown

VUSA.MI:

-33.68%

^GSPC:

-56.78%

Current Drawdown

VUSA.MI:

-20.96%

^GSPC:

-16.05%

Returns By Period

In the year-to-date period, VUSA.MI achieves a -18.06% return, which is significantly lower than ^GSPC's -12.30% return.


VUSA.MI

YTD

-18.06%

1M

-10.94%

6M

-13.24%

1Y

0.30%

5Y*

13.79%

10Y*

N/A

^GSPC

YTD

-12.30%

1M

-8.99%

6M

-11.89%

1Y

3.84%

5Y*

13.06%

10Y*

9.34%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VUSA.MI vs. ^GSPC — Risk-Adjusted Performance Rank

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

VUSA.MI
The Risk-Adjusted Performance Rank of VUSA.MI is 3232
Overall Rank
The Sharpe Ratio Rank of VUSA.MI is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSA.MI is 3232
Sortino Ratio Rank
The Omega Ratio Rank of VUSA.MI is 3232
Omega Ratio Rank
The Calmar Ratio Rank of VUSA.MI is 3232
Calmar Ratio Rank
The Martin Ratio Rank of VUSA.MI is 3333
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 4545
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 4343
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 4444
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 4545
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 4848
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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

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


Sharpe ratio
The chart of Sharpe ratio for VUSA.MI, currently valued at 0.25, compared to the broader market-1.000.001.002.003.004.00
VUSA.MI: 0.25
^GSPC: 0.04
The chart of Sortino ratio for VUSA.MI, currently valued at 0.46, compared to the broader market-2.000.002.004.006.008.00
VUSA.MI: 0.46
^GSPC: 0.19
The chart of Omega ratio for VUSA.MI, currently valued at 1.07, compared to the broader market0.501.001.502.002.50
VUSA.MI: 1.07
^GSPC: 1.03
The chart of Calmar ratio for VUSA.MI, currently valued at 0.23, compared to the broader market0.002.004.006.008.0010.0012.00
VUSA.MI: 0.23
^GSPC: 0.04
The chart of Martin ratio for VUSA.MI, currently valued at 1.01, compared to the broader market0.0020.0040.0060.00
VUSA.MI: 1.01
^GSPC: 0.19

The current VUSA.MI Sharpe Ratio is 0.02, which is lower than the ^GSPC Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of VUSA.MI and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.25
0.04
VUSA.MI
^GSPC

Drawdowns

VUSA.MI vs. ^GSPC - Drawdown Comparison

The maximum VUSA.MI drawdown since its inception was -33.68%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for VUSA.MI and ^GSPC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.80%
-16.05%
VUSA.MI
^GSPC

Volatility

VUSA.MI vs. ^GSPC - Volatility Comparison

The current volatility for Vanguard S&P 500 UCITS ETF (VUSA.MI) is 12.92%, while S&P 500 (^GSPC) has a volatility of 13.75%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.92%
13.75%
VUSA.MI
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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