ADB.DE vs. VGWD.DE

Last updated Jun 5, 2026

ADB.DE (Adobe Inc) is a stock, while VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) is Global Equities fund tracking the FTSE All-World High Dividend Yield index. Over the past 5 years, ADB.DE returned -11.42%/yr vs 11.49%/yr for VGWD.DE. At a 0.35 correlation, their price movements are largely independent.

Performance

ADB.DE vs. VGWD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Adobe Inc (ADB.DE) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ADB.DE achieves a -24.51% return, which is significantly lower than VGWD.DE's 12.49% return.

ADB.DE

• 1D: 2.72%
• 1M: 5.91%
• YTD: -24.51%
• 6M: -23.74%
• 1Y: -38.32%
• 3Y*: -17.63%
• 5Y*: -11.42%
• 10Y*: —

VGWD.DE

• 1D: 0.19%
• 1M: 2.31%
• YTD: 12.49%
• 6M: 13.87%
• 1Y: 25.22%
• 3Y*: 15.87%
• 5Y*: 11.49%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ADB.DE vs. VGWD.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
ADB.DE Adobe Inc	-24.51%	-29.22%	-21.24%	72.30%	-38.14%	23.09%	39.20%	14.35%
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing	12.49%	13.16%	15.75%	7.29%	0.08%	27.90%	-9.60%	8.67%

Correlation

The correlation between ADB.DE and VGWD.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.33
Correlation (All Time) Calculated using the full available price history since Sep 6, 2019	0.35

Over the past year, the correlation between ADB.DE and VGWD.DE has dropped to 0.12 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

Return for Risk

ADB.DE vs. VGWD.DE — Risk / Return Rank

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

ADB.DE

ADB.DE Risk / Return Rank: 7
ADB.DE Sharpe Ratio Rank: 3
ADB.DE Sortino Ratio Rank: 5
ADB.DE Omega Ratio Rank: 6
ADB.DE Calmar Ratio Rank: 12
ADB.DE Martin Ratio Rank: 11

VGWD.DE

VGWD.DE Risk / Return Rank: 83
VGWD.DE Sharpe Ratio Rank: 84
VGWD.DE Sortino Ratio Rank: 85
VGWD.DE Omega Ratio Rank: 84
VGWD.DE Calmar Ratio Rank: 82
VGWD.DE Martin Ratio Rank: 82

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.

ADB.DE vs. VGWD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adobe Inc (ADB.DE) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.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.

	ADB.DE	VGWD.DE	Difference
Sharpe ratio: Return per unit of total volatility	-1.11	2.70	-3.82
Sortino ratio: Return per unit of downside risk	-1.62	3.78	-5.40
Omega ratio: Gain probability vs. loss probability	0.81	1.50	-0.69
Calmar ratio: Return relative to maximum drawdown	-0.79	4.28	-5.07
Martin ratio: Return relative to average drawdown	-1.31	16.37	-17.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ADB.DE vs. VGWD.DE - Sharpe Ratio Comparison

The current ADB.DE Sharpe Ratio is -1.11, which is lower than the VGWD.DE Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of ADB.DE and VGWD.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.

Sharpe Ratios by Period

	ADB.DE	VGWD.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.11	2.70	-3.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.33	0.99	-1.31
Sharpe Ratio (All Time) Calculated using the full available price history	-0.06	0.64	-0.70

Drawdowns

ADB.DE vs. VGWD.DE - Drawdown Comparison

The maximum ADB.DE drawdown since its inception was -68.81%, which is greater than VGWD.DE's maximum drawdown of -34.57%. Use the drawdown chart below to compare losses from any high point for ADB.DE and VGWD.DE.

Drawdown Indicators

	ADB.DE	VGWD.DE	Difference
Max Drawdown Largest peak-to-trough decline	-68.81%	-34.57%	-34.24%
Max Drawdown (1Y) Largest decline over 1 year	-47.52%	-5.82%	-41.70%
Max Drawdown (3Y) Largest decline over 3 years	-67.25%	-16.86%	-50.39%
Max Drawdown (5Y) Largest decline over 5 years	-68.81%	-16.86%	-51.95%
Current Drawdown Current decline from peak	-63.23%	-0.32%	-62.91%
Average Drawdown Average peak-to-trough decline	-26.34%	-4.05%	-22.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	28.59%	1.52%	+27.07%

Volatility

ADB.DE vs. VGWD.DE - Volatility Comparison

Adobe Inc (ADB.DE) has a higher volatility of 14.82% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) at 2.33%. This indicates that ADB.DE's price experiences larger fluctuations and is considered to be riskier than VGWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ADB.DE	VGWD.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.82%	2.33%	+12.49%
Volatility (6M) Calculated over the trailing 6-month period	28.44%	6.95%	+21.49%
Volatility (1Y) Calculated over the trailing 1-year period	33.81%	9.21%	+24.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.64%	11.52%	+23.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.15%	14.23%	+19.92%

Dividends

ADB.DE vs. VGWD.DE - Dividend Comparison

ADB.DE has not paid dividends to shareholders, while VGWD.DE's dividend yield for the trailing twelve months is around 2.49%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
ADB.DE Adobe Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing	2.49%	2.84%	3.05%	3.39%	3.78%	3.03%	3.08%	3.21%	3.70%	0.58%

Frequently Asked Questions

Can I hold both ADB.DE and VGWD.DE in my portfolio?

ADB.DE and VGWD.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.