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ASCH.DE vs. VDIV.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ASCH.DE vs. VDIV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in abrdn Future Supply Chains UCITS ETF (ASCH.DE) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE). The values are adjusted to include any dividend payments, if applicable.

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ASCH.DE vs. VDIV.DE - Yearly Performance Comparison


Returns By Period

The year-to-date returns for both investments are quite close, with ASCH.DE having a 8.94% return and VDIV.DE slightly higher at 9.30%.


ASCH.DE

1D
4.09%
1M
-7.43%
YTD
8.94%
6M
13.47%
1Y
3Y*
5Y*
10Y*

VDIV.DE

1D
-0.17%
1M
-0.34%
YTD
9.30%
6M
17.41%
1Y
23.56%
3Y*
20.39%
5Y*
17.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ASCH.DE vs. VDIV.DE - Expense Ratio Comparison

ASCH.DE has a 0.60% expense ratio, which is higher than VDIV.DE's 0.38% expense ratio.


Return for Risk

ASCH.DE vs. VDIV.DE — Risk / Return Rank

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

ASCH.DE

VDIV.DE
VDIV.DE Risk / Return Rank: 8585
Overall Rank
VDIV.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VDIV.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
VDIV.DE Omega Ratio Rank: 9090
Omega Ratio Rank
VDIV.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
VDIV.DE Martin Ratio Rank: 9090
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.

ASCH.DE vs. VDIV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Future Supply Chains UCITS ETF (ASCH.DE) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ASCH.DE vs. VDIV.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ASCH.DEVDIV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.48

Sharpe Ratio (All Time)

Calculated using the full available price history

2.14

0.93

+1.21

Correlation

The correlation between ASCH.DE and VDIV.DE is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ASCH.DE vs. VDIV.DE - Dividend Comparison

ASCH.DE has not paid dividends to shareholders, while VDIV.DE's dividend yield for the trailing twelve months is around 3.33%.


TTM20252024202320222021202020192018
ASCH.DE
abrdn Future Supply Chains UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VDIV.DE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.33%3.58%4.19%4.97%4.56%3.97%4.11%4.35%0.91%

Drawdowns

ASCH.DE vs. VDIV.DE - Drawdown Comparison

The maximum ASCH.DE drawdown since its inception was -11.06%, smaller than the maximum VDIV.DE drawdown of -35.93%. Use the drawdown chart below to compare losses from any high point for ASCH.DE and VDIV.DE.


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Drawdown Indicators


ASCH.DEVDIV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-11.06%

-35.93%

+24.87%

Max Drawdown (1Y)

Largest decline over 1 year

-13.81%

Max Drawdown (5Y)

Largest decline over 5 years

-15.12%

Current Drawdown

Current decline from peak

-7.43%

-0.58%

-6.85%

Average Drawdown

Average peak-to-trough decline

-1.79%

-4.25%

+2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

Volatility

ASCH.DE vs. VDIV.DE - Volatility Comparison


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Volatility by Period


ASCH.DEVDIV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

Volatility (6M)

Calculated over the trailing 6-month period

6.87%

Volatility (1Y)

Calculated over the trailing 1-year period

14.69%

13.05%

+1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.69%

11.97%

+2.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.69%

15.93%

-1.24%