^STOXX vs. VWCE.DE
^STOXX (STOXX Europe 600 Index) is an index, while VWCE.DE (Vanguard FTSE All-World UCITS ETF) is Global Equities fund tracking the FTSE All-World Index. Over the past 5 years, ^STOXX returned 6.72%/yr vs 11.89%/yr for VWCE.DE. Their correlation of 0.81 suggests significant overlap in exposure.
Performance
^STOXX vs. VWCE.DE - Performance Comparison
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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*
- —
^STOXX vs. VWCE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
^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
^STOXX
VWCE.DE
^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.
| ^STOXX | VWCE.DE | Difference | |
|---|---|---|---|
| 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 |
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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
| ^STOXX | VWCE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.10% | -1.47% | +1.37% |
Average DrawdownAverage peak-to-trough decline | -14.61% | -4.68% | -9.93% |
Ulcer IndexDepth 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
| ^STOXX | VWCE.DE | Difference | |
|---|---|---|---|
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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