DEGC.DE vs. VWCE.DE
DEGC.DE (Dimensional Global Core Equity UCITS ETF USD (Acc)) and VWCE.DE (Vanguard FTSE All-World UCITS ETF) are both Global Equities funds. DEGC.DE is actively managed, while VWCE.DE is passively managed. Their correlation of 0.89 suggests significant overlap in exposure. DEGC.DE charges 0.26%/yr vs 0.19%/yr for VWCE.DE.
Performance
DEGC.DE vs. VWCE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DEGC.DE achieves a 11.44% return, which is significantly lower than VWCE.DE's 12.64% return.
DEGC.DE
- 1D
- 0.20%
- 1M
- 4.27%
- YTD
- 11.44%
- 6M
- 11.54%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VWCE.DE
- 1D
- -0.21%
- 1M
- 3.63%
- YTD
- 12.64%
- 6M
- 12.84%
- 1Y
- 26.31%
- 3Y*
- 17.85%
- 5Y*
- 12.28%
- 10Y*
- —
DEGC.DE vs. VWCE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DEGC.DE Dimensional Global Core Equity UCITS ETF USD (Acc) | 11.44% | 2.00% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 12.64% | 1.21% |
Correlation
The correlation between DEGC.DE and VWCE.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 17, 2025 | 0.89 |
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Return for Risk
DEGC.DE vs. VWCE.DE — Risk / Return Rank
DEGC.DE
VWCE.DE
DEGC.DE vs. VWCE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Core Equity UCITS ETF USD (Acc) (DEGC.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.
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Sharpe Ratios by Period
| DEGC.DE | VWCE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.31 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.88 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.82 | 0.79 | +2.03 |
Drawdowns
DEGC.DE vs. VWCE.DE - Drawdown Comparison
The maximum DEGC.DE drawdown since its inception was -5.49%, smaller than the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for DEGC.DE and VWCE.DE.
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Drawdown Indicators
| DEGC.DE | VWCE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.49% | -33.43% | +27.94% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.55% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.07% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.07% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.66% | +0.66% |
Average DrawdownAverage peak-to-trough decline | -1.06% | -4.69% | +3.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.59% | — |
Volatility
DEGC.DE vs. VWCE.DE - Volatility Comparison
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Volatility by Period
| DEGC.DE | VWCE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.06% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.18% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.55% | 11.37% | -1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.55% | 13.75% | -4.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.55% | 16.16% | -6.61% |
DEGC.DE vs. VWCE.DE - Expense Ratio Comparison
DEGC.DE has a 0.26% expense ratio, which is higher than VWCE.DE's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DEGC.DE vs. VWCE.DE - Dividend Comparison
Neither DEGC.DE nor VWCE.DE has paid dividends to shareholders.
Frequently Asked Questions
DEGC.DE and VWCE.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWCE.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWCE.DE is cheaper with a 0.19% expense ratio, compared with 0.26% for DEGC.DE.
They also come from different issuers: Dimensional and Vanguard. Their fees differ too: 0.26% for DEGC.DE and 0.19% for VWCE.DE.
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