AHYQ.DE vs. VGVF.DE
Compare and contrast key facts about Amundi MSCI World III UCITS ETF Dist (AHYQ.DE) and Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE).
AHYQ.DE and VGVF.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AHYQ.DE is a passively managed fund by Amundi that tracks the performance of the MSCI World. It was launched on Apr 21, 2023. VGVF.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed. It was launched on Sep 24, 2019. Both AHYQ.DE and VGVF.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AHYQ.DE or VGVF.DE.
Key characteristics
| AHYQ.DE | VGVF.DE | |
|---|---|---|
| YTD Return | 18.70% | 18.12% |
| 1Y Return | 24.40% | 26.59% |
| Sharpe Ratio | 2.23 | 2.49 |
| Sortino Ratio | 2.87 | 3.23 |
| Omega Ratio | 1.46 | 1.51 |
| Calmar Ratio | 2.87 | 3.13 |
| Martin Ratio | 14.20 | 15.20 |
| Ulcer Index | 1.72% | 1.75% |
| Daily Std Dev | 10.90% | 10.65% |
| Max Drawdown | -8.50% | -33.54% |
| Current Drawdown | -2.75% | -2.55% |
Correlation
The correlation between AHYQ.DE and VGVF.DE is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
AHYQ.DE vs. VGVF.DE - Performance Comparison
The year-to-date returns for both stocks are quite close, with AHYQ.DE having a 18.70% return and VGVF.DE slightly lower at 18.12%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AHYQ.DE vs. VGVF.DE - Expense Ratio Comparison
AHYQ.DE has a 0.20% expense ratio, which is higher than VGVF.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
AHYQ.DE vs. VGVF.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World III UCITS ETF Dist (AHYQ.DE) and Vanguard FTSE Developed World UCITS ETF Acc (VGVF.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.
Dividends
AHYQ.DE vs. VGVF.DE - Dividend Comparison
Neither AHYQ.DE nor VGVF.DE has paid dividends to shareholders.
Drawdowns
AHYQ.DE vs. VGVF.DE - Drawdown Comparison
The maximum AHYQ.DE drawdown since its inception was -8.50%, smaller than the maximum VGVF.DE drawdown of -33.54%. Use the drawdown chart below to compare losses from any high point for AHYQ.DE and VGVF.DE. For additional features, visit the drawdowns tool.
Volatility
AHYQ.DE vs. VGVF.DE - Volatility Comparison
Amundi MSCI World III UCITS ETF Dist (AHYQ.DE) and Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) have volatilities of 2.24% and 2.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.