ASCH.DE vs. VWCE.DE

Last updated Apr 2, 2026

Compare and contrast key facts about abrdn Future Supply Chains UCITS ETF (ASCH.DE) and Vanguard FTSE All-World UCITS ETF (VWCE.DE).

ASCH.DE and VWCE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ASCH.DE is an actively managed fund by abrdn. It was launched on May 9, 2025. VWCE.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World Index. It was launched on Jul 23, 2019.

Performance

ASCH.DE vs. VWCE.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 (VWCE.DE). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025
ASCH.DE abrdn Future Supply Chains UCITS ETF	8.94%	17.25%
VWCE.DE Vanguard FTSE All-World UCITS ETF	-0.36%	12.10%

Returns By Period

In the year-to-date period, ASCH.DE achieves a 8.94% return, which is significantly higher than VWCE.DE's -0.36% return.

ASCH.DE

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

VWCE.DE

• 1D: 2.17%
• 1M: -3.41%
• YTD: -0.36%
• 6M: 3.13%
• 1Y: 13.63%
• 3Y*: 14.97%
• 5Y*: 9.99%
• 10Y*: —

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

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

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

ASCH.DE

abrdn Future Supply Chains UCITS ETF

VWCE.DE

Vanguard FTSE All-World UCITS ETF

Return for Risk

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

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

VWCE.DE

VWCE.DE Risk / Return Rank: 52
VWCE.DE Sharpe Ratio Rank: 45
VWCE.DE Sortino Ratio Rank: 42
VWCE.DE Omega Ratio Rank: 46
VWCE.DE Calmar Ratio Rank: 59
VWCE.DE Martin Ratio Rank: 68

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. VWCE.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 (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.

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

Sharpe Ratios by Period

	ASCH.DE	VWCE.DE	Difference
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 VWCE.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. VWCE.DE - Dividend Comparison

Neither ASCH.DE nor VWCE.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

ASCH.DE vs. VWCE.DE - Drawdown Comparison

The maximum ASCH.DE drawdown since its inception was -11.06%, smaller than the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for ASCH.DE and VWCE.DE.

Drawdown Indicators

	ASCH.DE	VWCE.DE	Difference
Max Drawdown Largest peak-to-trough decline	-11.06%	-33.43%	+22.37%
Max Drawdown (1Y) Largest decline over 1 year	—	-13.20%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.07%	—
Current Drawdown Current decline from peak	-7.43%	-3.95%	-3.48%
Average Drawdown Average peak-to-trough decline	-1.79%	-4.80%	+3.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.94%	—

Volatility

Volatility by Period

	ASCH.DE	VWCE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.57%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.56%	—
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%	13.72%	+0.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.69%	16.25%	-1.56%