BEI.DE vs. VGWD.DE
BEI.DE (Beiersdorf Aktiengesellschaft) 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, BEI.DE returned -6.82%/yr vs 11.49%/yr for VGWD.DE. At a 0.31 correlation, their price movements are largely independent.
Performance
BEI.DE vs. VGWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, BEI.DE achieves a -26.90% return, which is significantly lower than VGWD.DE's 12.49% return.
BEI.DE
- 1D
- 0.39%
- 1M
- -6.56%
- YTD
- -26.90%
- 6M
- -24.56%
- 1Y
- -42.26%
- 3Y*
- -16.46%
- 5Y*
- -6.82%
- 10Y*
- -1.28%
VGWD.DE
- 1D
- 0.19%
- 1M
- 2.31%
- YTD
- 12.49%
- 6M
- 13.87%
- 1Y
- 25.22%
- 3Y*
- 15.87%
- 5Y*
- 11.49%
- 10Y*
- —
BEI.DE vs. VGWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BEI.DE Beiersdorf Aktiengesellschaft | -26.90% | -23.81% | -7.94% | 27.32% | 19.50% | -3.55% | -10.79% | 17.88% | -6.17% | 1.51% |
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% | 25.03% | -8.03% | 1.24% |
Correlation
The correlation between BEI.DE and VGWD.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.31 |
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Return for Risk
BEI.DE vs. VGWD.DE — Risk / Return Rank
BEI.DE
VGWD.DE
BEI.DE vs. VGWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Beiersdorf Aktiengesellschaft (BEI.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.
| BEI.DE | VGWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.09 | ||
| Sortino ratioReturn per unit of downside risk | -5.63 | ||
| Omega ratioGain probability vs. loss probability | 0.70 | 1.50 | -0.80 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 4.28 | -5.26 |
| Martin ratioReturn relative to average drawdown | -1.70 | 16.37 | -18.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BEI.DE | VGWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.39 | 2.70 | -4.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.31 | 0.99 | -1.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.64 | -0.34 |
Drawdowns
BEI.DE vs. VGWD.DE - Drawdown Comparison
The maximum BEI.DE drawdown since its inception was -53.28%, 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 BEI.DE and VGWD.DE.
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Drawdown Indicators
| BEI.DE | VGWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.28% | -34.57% | -18.71% |
Max Drawdown (1Y)Largest decline over 1 year | -43.03% | -5.82% | -37.21% |
Max Drawdown (3Y)Largest decline over 3 years | -53.28% | -16.86% | -36.42% |
Max Drawdown (5Y)Largest decline over 5 years | -53.28% | -16.86% | -36.42% |
Max Drawdown (10Y)Largest decline over 10 years | -53.28% | — | — |
Current DrawdownCurrent decline from peak | -53.10% | -0.32% | -52.78% |
Average DrawdownAverage peak-to-trough decline | -12.62% | -4.05% | -8.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.91% | 1.52% | +23.39% |
Volatility
BEI.DE vs. VGWD.DE - Volatility Comparison
Beiersdorf Aktiengesellschaft (BEI.DE) has a higher volatility of 6.67% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) at 2.33%. This indicates that BEI.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.
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Volatility by Period
| BEI.DE | VGWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.67% | 2.33% | +4.34% |
Volatility (6M)Calculated over the trailing 6-month period | 28.40% | 6.95% | +21.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.45% | 9.21% | +21.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.74% | 11.52% | +10.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.58% | 14.23% | +6.35% |
Dividends
BEI.DE vs. VGWD.DE - Dividend Comparison
BEI.DE's dividend yield for the trailing twelve months is around 1.48%, less than VGWD.DE's 2.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEI.DE Beiersdorf Aktiengesellschaft | 1.48% | 1.07% | 0.81% | 0.52% | 0.65% | 0.77% | 0.74% | 0.66% | 0.77% | 0.72% | 0.87% | 0.83% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
BEI.DE and VGWD.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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