CHRG.L vs. VEVE.L

Last updated Jun 4, 2026

CHRG.L (WisdomTree Battery Solutions UCITS ETF - USD Acc) and VEVE.L (Vanguard FTSE Developed World UCITS ETF Distributing) are both exchange-traded funds - CHRG.L is a Alternative Energy Equities fund tracking the WisdomTree Battery Solutions Index, while VEVE.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, CHRG.L returned 6.01%/yr vs 13.30%/yr for VEVE.L. A 0.63 correlation means they provide meaningful diversification when combined. CHRG.L charges 0.40%/yr vs 0.12%/yr for VEVE.L.

Performance

CHRG.L vs. VEVE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Battery Solutions UCITS ETF - USD Acc (CHRG.L) and Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

CHRG.L is traded in GBp, while VEVE.L is traded in GBP. To make them comparable, the VEVE.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CHRG.L achieves a 34.75% return, which is significantly higher than VEVE.L's 11.93% return.

CHRG.L

• 1D: -1.90%
• 1M: 6.41%
• YTD: 34.75%
• 6M: 34.20%
• 1Y: 109.23%
• 3Y*: 14.83%
• 5Y*: 6.01%
• 10Y*: —

VEVE.L

• 1D: -0.29%
• 1M: 6.07%
• YTD: 11.93%
• 6M: 12.54%
• 1Y: 30.13%
• 3Y*: 18.59%
• 5Y*: 13.30%
• 10Y*: 14.21%

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

CHRG.L vs. VEVE.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
CHRG.L WisdomTree Battery Solutions UCITS ETF - USD Acc	34.75%	44.29%	-11.91%	-9.67%	-19.10%	14.89%	72.90%
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing	11.93%	13.81%	20.22%	17.45%	-8.34%	22.68%	17.39%

Correlation

The correlation between CHRG.L and VEVE.L is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (5Y) Calculated over the trailing 5-year period	0.60
Correlation (All Time) Calculated using the full available price history since Mar 3, 2020	0.63

The correlation between CHRG.L and VEVE.L has been stable across timeframes, ranging from 0.55 to 0.63 - a consistent structural relationship.

CHRG.L vs. VEVE.L - Sectors Allocation Comparison

Sectors	CHRG.L	VEVE.L
Industrials	48.7%	11.5%
Basic Materials	20.3%	3.4%
Consumer Cyclical	15.5%	9.3%
Technology	8.2%	29.0%
Energy	6.1%	4.1%
Utilities	1.3%	2.6%
Consumer Defensive	0.0%	5.1%
Communication Services	-	9.0%
Financial Services	-	15.6%
Healthcare	-	8.5%
Real Estate	-	2.0%

Return for Risk

CHRG.L vs. VEVE.L — Risk / Return Rank

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

CHRG.L

CHRG.L Risk / Return Rank: 66
CHRG.L Sharpe Ratio Rank: 63
CHRG.L Sortino Ratio Rank: 62
CHRG.L Omega Ratio Rank: 88
CHRG.L Calmar Ratio Rank: 74
CHRG.L Martin Ratio Rank: 42

VEVE.L

VEVE.L Risk / Return Rank: 85
VEVE.L Sharpe Ratio Rank: 86
VEVE.L Sortino Ratio Rank: 86
VEVE.L Omega Ratio Rank: 88
VEVE.L Calmar Ratio Rank: 81
VEVE.L Martin Ratio Rank: 85

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.

CHRG.L vs. VEVE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Battery Solutions UCITS ETF - USD Acc (CHRG.L) and Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L). 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.

	CHRG.L	VEVE.L	Difference
Sharpe ratio: Return per unit of total volatility	2.08	2.91	-0.83
Sortino ratio: Return per unit of downside risk	2.86	3.98	-1.12
Omega ratio: Gain probability vs. loss probability	1.55	1.56	-0.01
Calmar ratio: Return relative to maximum drawdown	3.66	4.32	-0.66
Martin ratio: Return relative to average drawdown	6.77	17.78	-11.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CHRG.L vs. VEVE.L - Sharpe Ratio Comparison

The current CHRG.L Sharpe Ratio is 2.08, which is comparable to the VEVE.L Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of CHRG.L and VEVE.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CHRG.L	VEVE.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.08	2.91	-0.83
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.20	1.02	-0.82
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.99	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.92	-0.38

Drawdowns

CHRG.L vs. VEVE.L - Drawdown Comparison

The maximum CHRG.L drawdown since its inception was -52.64%, which is greater than VEVE.L's maximum drawdown of -25.52%. Use the drawdown chart below to compare losses from any high point for CHRG.L and VEVE.L.

Drawdown Indicators

	CHRG.L	VEVE.L	Difference
Max Drawdown Largest peak-to-trough decline	-52.64%	-25.52%	-27.12%
Max Drawdown (1Y) Largest decline over 1 year	-29.68%	-6.94%	-22.74%
Max Drawdown (3Y) Largest decline over 3 years	-39.46%	-18.34%	-21.12%
Max Drawdown (5Y) Largest decline over 5 years	-52.64%	-18.34%	-34.30%
Max Drawdown (10Y) Largest decline over 10 years	—	-25.52%	—
Current Drawdown Current decline from peak	-2.67%	-0.29%	-2.38%
Average Drawdown Average peak-to-trough decline	-22.35%	-3.41%	-18.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.07%	1.69%	+14.38%

Volatility

CHRG.L vs. VEVE.L - Volatility Comparison

WisdomTree Battery Solutions UCITS ETF - USD Acc (CHRG.L) has a higher volatility of 10.38% compared to Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) at 2.71%. This indicates that CHRG.L's price experiences larger fluctuations and is considered to be riskier than VEVE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CHRG.L	VEVE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.38%	2.71%	+7.67%
Volatility (6M) Calculated over the trailing 6-month period	19.04%	7.55%	+11.49%
Volatility (1Y) Calculated over the trailing 1-year period	52.32%	10.34%	+41.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.08%	13.09%	+16.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.55%	14.33%	+15.22%

CHRG.L vs. VEVE.L - Expense Ratio Comparison

CHRG.L has a 0.40% expense ratio, which is higher than VEVE.L's 0.12% expense ratio.

Dividends

CHRG.L vs. VEVE.L - Dividend Comparison

CHRG.L has not paid dividends to shareholders, while VEVE.L's dividend yield for the trailing twelve months is around 1.23%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CHRG.L WisdomTree Battery Solutions UCITS ETF - USD Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing	1.23%	1.38%	1.48%	1.71%	1.98%	1.46%	1.62%	1.95%	2.24%	1.93%	1.88%	2.03%

Frequently Asked Questions

Can I hold both CHRG.L and VEVE.L in my portfolio?

CHRG.L and VEVE.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CHRG.L or VEVE.L?

On fees, VEVE.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CHRG.L or VEVE.L?

VEVE.L is cheaper with a 0.12% expense ratio, compared with 0.40% for CHRG.L.

What is the main difference between CHRG.L and VEVE.L?

CHRG.L is categorized as Alternative Energy Equities, while VEVE.L is Global Equities. CHRG.L tracks WisdomTree Battery Solutions Index, while VEVE.L tracks MSCI ACWI NR USD. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.40% for CHRG.L and 0.12% for VEVE.L.