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^STOXX vs. VWCE.DE
Performance
Return for Risk
Drawdowns
Volatility

Performance

^STOXX vs. VWCE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in STOXX Europe 600 Index (^STOXX) and Vanguard FTSE All-World UCITS ETF (VWCE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^STOXX achieves a 6.82% return, which is significantly lower than VWCE.DE's 11.72% return.


^STOXX

1D
1.88%
1M
3.56%
YTD
6.82%
6M
9.51%
1Y
16.20%
3Y*
10.98%
5Y*
6.72%
10Y*
7.05%

VWCE.DE

1D
1.82%
1M
0.89%
YTD
11.72%
6M
13.39%
1Y
26.35%
3Y*
17.02%
5Y*
11.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

^STOXX vs. VWCE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
^STOXX
STOXX Europe 600 Index
6.82%17.42%5.39%12.74%-13.06%22.10%-3.83%6.24%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
11.72%9.16%24.41%18.18%-13.47%28.62%5.36%7.08%

Correlation

The correlation between ^STOXX and VWCE.DE is 0.73, 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

0.73

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

0.71

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

0.77

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2019

0.81

The correlation between ^STOXX and VWCE.DE has been stable across timeframes, ranging from 0.71 to 0.81 - a consistent structural relationship.

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Return for Risk

^STOXX vs. VWCE.DE — Risk / Return Rank

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

^STOXX
^STOXX Risk / Return Rank: 4444
Overall Rank
^STOXX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
^STOXX Sortino Ratio Rank: 4545
Sortino Ratio Rank
^STOXX Omega Ratio Rank: 4545
Omega Ratio Rank
^STOXX Calmar Ratio Rank: 4040
Calmar Ratio Rank
^STOXX Martin Ratio Rank: 4747
Martin Ratio Rank

VWCE.DE
VWCE.DE Risk / Return Rank: 8282
Overall Rank
VWCE.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 8080
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 8787
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.

^STOXX vs. VWCE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STOXX Europe 600 Index (^STOXX) and Vanguard FTSE All-World UCITS ETF (VWCE.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.


^STOXXVWCE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.21

Omega ratioGain probability vs. loss probability

1.23

1.41

-0.18

Calmar ratioReturn relative to maximum drawdown

1.61

3.92

-2.31

Martin ratioReturn relative to average drawdown

5.82

16.07

-10.26

^STOXX vs. VWCE.DE - Sharpe Ratio Comparison

The current ^STOXX Sharpe Ratio is 1.25, which is lower than the VWCE.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of ^STOXX and VWCE.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

^STOXX vs. VWCE.DE - Drawdown Comparison

The maximum ^STOXX drawdown since its inception was -60.54%, which is greater than VWCE.DE's maximum drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for ^STOXX and VWCE.DE.


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Drawdown Indicators


^STOXXVWCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.54%

-33.43%

-27.11%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

-6.55%

-3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-16.56%

-21.07%

+4.51%

Max Drawdown (5Y)

Largest decline over 5 years

-22.55%

-21.07%

-1.48%

Max Drawdown (10Y)

Largest decline over 10 years

-35.55%

Current Drawdown

Current decline from peak

-0.10%

-1.47%

+1.37%

Average Drawdown

Average peak-to-trough decline

-14.61%

-4.68%

-9.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

1.60%

+1.08%

Volatility

^STOXX vs. VWCE.DE - Volatility Comparison

The current volatility for STOXX Europe 600 Index (^STOXX) is 3.17%, while Vanguard FTSE All-World UCITS ETF (VWCE.DE) has a volatility of 3.40%. This indicates that ^STOXX experiences smaller price fluctuations and is considered to be less risky than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^STOXXVWCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.17%

3.40%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

10.28%

8.51%

+1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

12.30%

11.63%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.22%

13.79%

+0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

16.16%

-0.66%

Frequently Asked Questions


^STOXX and VWCE.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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