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Vanguard FTSE Developed Europe UCITS ETF (EUR) Acc...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BK5BQX27
WKNA2PLBK
IssuerVanguard
Inception DateJul 23, 2019
CategoryEurope Equities
Leveraged1x
Index TrackedFTSE Developed Europe
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Expense Ratio

VWCG.DE has an expense ratio of 0.10%, which is considered low compared to other funds.


Expense ratio chart for VWCG.DE: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Share Price Chart


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Compare to other instruments

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


Popular comparisons: VWCG.DE vs. USPY.DE, VWCG.DE vs. VFEA.DE, VWCG.DE vs. D5BK.DE, VWCG.DE vs. SXR1.DE, VWCG.DE vs. VWCE.DE, VWCG.DE vs. IWRD.AS, VWCG.DE vs. VEA, VWCG.DE vs. VGVF.DE, VWCG.DE vs. VUAA.DE, VWCG.DE vs. VNQ

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-0.94%
14.02%
VWCG.DE (Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating)
Benchmark (^GSPC)

Returns By Period

Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating had a return of 9.44% year-to-date (YTD) and 18.31% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date9.44%25.70%
1 month-1.12%3.51%
6 months-0.27%14.80%
1 year18.31%37.91%
5 years (annualized)7.48%14.18%
10 years (annualized)N/A11.41%

Monthly Returns

The table below presents the monthly returns of VWCG.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.46%1.78%4.28%-0.92%3.39%-1.01%1.38%1.48%-0.32%-3.18%9.44%
20236.41%1.65%-0.01%2.56%-2.46%2.44%2.13%-2.41%-1.53%-3.65%6.46%4.04%16.07%
2022-3.46%-3.28%1.00%-0.66%-0.90%-7.86%7.68%-5.09%-6.45%6.31%7.08%-3.13%-9.83%
2021-1.42%2.90%6.16%2.17%2.66%1.69%2.05%1.97%-3.06%4.67%-2.69%5.84%24.91%
2020-1.72%-8.42%-14.38%5.49%3.55%3.13%-1.39%3.29%-1.31%-5.11%13.81%3.37%-2.59%
2019-0.85%-1.18%3.52%1.01%2.62%2.89%8.16%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VWCG.DE is 54, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of VWCG.DE is 5454
Combined Rank
The Sharpe Ratio Rank of VWCG.DE is 5050Sharpe Ratio Rank
The Sortino Ratio Rank of VWCG.DE is 4848Sortino Ratio Rank
The Omega Ratio Rank of VWCG.DE is 4848Omega Ratio Rank
The Calmar Ratio Rank of VWCG.DE is 6868Calmar Ratio Rank
The Martin Ratio Rank of VWCG.DE is 5858Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VWCG.DE
Sharpe ratio
The chart of Sharpe ratio for VWCG.DE, currently valued at 1.74, compared to the broader market-2.000.002.004.006.001.74
Sortino ratio
The chart of Sortino ratio for VWCG.DE, currently valued at 2.40, compared to the broader market0.005.0010.002.40
Omega ratio
The chart of Omega ratio for VWCG.DE, currently valued at 1.30, compared to the broader market1.001.502.002.503.001.30
Calmar ratio
The chart of Calmar ratio for VWCG.DE, currently valued at 2.53, compared to the broader market0.005.0010.0015.002.53
Martin ratio
The chart of Martin ratio for VWCG.DE, currently valued at 10.58, compared to the broader market0.0020.0040.0060.0080.00100.0010.58
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.97, compared to the broader market-2.000.002.004.006.002.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.97, compared to the broader market0.005.0010.003.97
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.56, compared to the broader market1.001.502.002.503.001.56
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.93, compared to the broader market0.005.0010.0015.003.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 19.39, compared to the broader market0.0020.0040.0060.0080.00100.0019.39

Sharpe Ratio

The current Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating Sharpe ratio is 1.74. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.74
2.74
VWCG.DE (Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating)
Benchmark (^GSPC)

Dividends

Dividend History


Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.20%
0
VWCG.DE (Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating was 35.68%, occurring on Mar 18, 2020. Recovery took 251 trading sessions.

The current Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating drawdown is 3.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.68%Feb 20, 202020Mar 18, 2020251Mar 16, 2021271
-20.1%Jan 6, 2022189Sep 29, 2022163May 22, 2023352
-8.34%Jul 28, 202366Oct 27, 202328Dec 6, 202394
-6.94%Jul 15, 202416Aug 5, 202418Aug 29, 202434
-6.32%Jul 29, 201914Aug 15, 201919Sep 11, 201933

Volatility

Volatility Chart

The current Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating volatility is 2.68%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
2.68%
5.44%
VWCG.DE (Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating)
Benchmark (^GSPC)