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

Performance

ASCH.DE vs. VGWL.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 Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE). The values are adjusted to include any dividend payments, if applicable.

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


Returns By Period

In the year-to-date period, ASCH.DE achieves a 8.94% return, which is significantly higher than VGWL.DE's -0.53% return.


ASCH.DE

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

VGWL.DE

1D
-0.13%
1M
-2.03%
YTD
-0.53%
6M
2.52%
1Y
13.66%
3Y*
14.84%
5Y*
9.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ASCH.DE has a 0.60% expense ratio, which is higher than VGWL.DE's 0.22% expense ratio.


Return for Risk

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

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

ASCH.DE

VGWL.DE
VGWL.DE Risk / Return Rank: 6060
Overall Rank
VGWL.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VGWL.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
VGWL.DE Omega Ratio Rank: 4444
Omega Ratio Rank
VGWL.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
VGWL.DE Martin Ratio Rank: 8686
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. VGWL.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 Vanguard FTSE All-World UCITS ETF Distributing (VGWL.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. VGWL.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ASCH.DEVGWL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

2.14

0.68

+1.46

Correlation

The correlation between ASCH.DE and VGWL.DE is 0.77, 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.


Dividends

ASCH.DE vs. VGWL.DE - Dividend Comparison

ASCH.DE has not paid dividends to shareholders, while VGWL.DE's dividend yield for the trailing twelve months is around 1.41%.


TTM202520242023202220212020201920182017
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%0.00%
VGWL.DE
Vanguard FTSE All-World UCITS ETF Distributing
1.41%1.42%1.48%1.73%2.09%1.43%1.56%1.87%2.26%0.37%

Drawdowns

ASCH.DE vs. VGWL.DE - Drawdown Comparison

The maximum ASCH.DE drawdown since its inception was -11.06%, smaller than the maximum VGWL.DE drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for ASCH.DE and VGWL.DE.


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Drawdown Indicators


ASCH.DEVGWL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-11.06%

-33.40%

+22.34%

Max Drawdown (1Y)

Largest decline over 1 year

-8.91%

Max Drawdown (5Y)

Largest decline over 5 years

-21.04%

Current Drawdown

Current decline from peak

-7.43%

-4.13%

-3.30%

Average Drawdown

Average peak-to-trough decline

-1.79%

-4.42%

+2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

Volatility

ASCH.DE vs. VGWL.DE - Volatility Comparison


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Volatility by Period


ASCH.DEVGWL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

Volatility (6M)

Calculated over the trailing 6-month period

8.44%

Volatility (1Y)

Calculated over the trailing 1-year period

14.69%

15.81%

-1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.69%

13.73%

+0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.69%

15.57%

-0.88%