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XMOV.DE vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XMOV.DE vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Future Mobility UCITS ETF (XMOV.DE) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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XMOV.DE vs. VOO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XMOV.DE
Xtrackers Future Mobility UCITS ETF
1.81%14.79%20.92%46.97%-25.82%22.52%13.89%9.99%
VOO
Vanguard S&P 500 ETF
-2.17%3.84%33.23%22.54%-13.10%38.43%8.57%22.28%
Different Trading Currencies

XMOV.DE is traded in EUR, while VOO is traded in USD. To make them comparable, the VOO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XMOV.DE achieves a 1.81% return, which is significantly higher than VOO's -2.90% return.


XMOV.DE

1D
4.72%
1M
-5.22%
YTD
1.81%
6M
8.56%
1Y
22.13%
3Y*
19.18%
5Y*
9.66%
10Y*

VOO

1D
0.00%
1M
-4.00%
YTD
-2.90%
6M
-0.75%
1Y
9.44%
3Y*
15.76%
5Y*
12.16%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XMOV.DE vs. VOO - Expense Ratio Comparison

XMOV.DE has a 0.35% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

XMOV.DE vs. VOO — Risk / Return Rank

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

XMOV.DE
XMOV.DE Risk / Return Rank: 5959
Overall Rank
XMOV.DE Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
XMOV.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
XMOV.DE Omega Ratio Rank: 5050
Omega Ratio Rank
XMOV.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
XMOV.DE Martin Ratio Rank: 6565
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 6161
Omega Ratio Rank
VOO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VOO Martin Ratio Rank: 6969
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.

XMOV.DE vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Future Mobility UCITS ETF (XMOV.DE) and Vanguard S&P 500 ETF (VOO). 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.


XMOV.DEVOODifference

Sharpe ratio

Return per unit of total volatility

1.03

0.46

+0.56

Sortino ratio

Return per unit of downside risk

1.47

0.77

+0.70

Omega ratio

Gain probability vs. loss probability

1.20

1.12

+0.08

Calmar ratio

Return relative to maximum drawdown

2.13

0.70

+1.43

Martin ratio

Return relative to average drawdown

7.31

2.97

+4.34

XMOV.DE vs. VOO - Sharpe Ratio Comparison

The current XMOV.DE Sharpe Ratio is 1.03, which is higher than the VOO Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of XMOV.DE and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XMOV.DEVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.46

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.73

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.84

-0.23

Correlation

The correlation between XMOV.DE and VOO is 0.48, 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.


Dividends

XMOV.DE vs. VOO - Dividend Comparison

XMOV.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.18%.


TTM20252024202320222021202020192018201720162015
XMOV.DE
Xtrackers Future Mobility UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

XMOV.DE vs. VOO - Drawdown Comparison

The maximum XMOV.DE drawdown since its inception was -34.78%, roughly equal to the maximum VOO drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for XMOV.DE and VOO.


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Drawdown Indicators


XMOV.DEVOODifference

Max Drawdown

Largest peak-to-trough decline

-34.78%

-33.99%

-0.79%

Max Drawdown (1Y)

Largest decline over 1 year

-14.40%

-11.98%

-2.42%

Max Drawdown (5Y)

Largest decline over 5 years

-30.32%

-24.52%

-5.80%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-6.66%

-5.55%

-1.11%

Average Drawdown

Average peak-to-trough decline

-7.67%

-3.72%

-3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.55%

+0.62%

Volatility

XMOV.DE vs. VOO - Volatility Comparison

Xtrackers Future Mobility UCITS ETF (XMOV.DE) has a higher volatility of 7.92% compared to Vanguard S&P 500 ETF (VOO) at 4.29%. This indicates that XMOV.DE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMOV.DEVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.92%

4.29%

+3.63%

Volatility (6M)

Calculated over the trailing 6-month period

14.26%

9.82%

+4.44%

Volatility (1Y)

Calculated over the trailing 1-year period

21.48%

20.47%

+1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.89%

16.71%

+2.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.58%

18.57%

+2.01%