DRUP.DE vs. VWCE.DE
Compare and contrast key facts about Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc (DRUP.DE) and Vanguard FTSE All-World UCITS ETF (VWCE.DE).
DRUP.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. DRUP.DE is a passively managed fund by Amundi that tracks the performance of the MSCI ACWI IMI Disruptive Technology ESG Filtered. It was launched on Apr 20, 2020. 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. Both DRUP.DE and VWCE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DRUP.DE vs. VWCE.DE - Performance Comparison
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DRUP.DE vs. VWCE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DRUP.DE Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc | -6.48% | 9.46% | 20.09% | 21.03% | -31.26% | 10.02% | 48.77% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | -0.47% | 9.16% | 24.41% | 18.18% | -13.47% | 28.62% | 19.07% |
Returns By Period
In the year-to-date period, DRUP.DE achieves a -6.48% return, which is significantly lower than VWCE.DE's -0.47% return.
DRUP.DE
- 1D
- 0.12%
- 1M
- -0.60%
- YTD
- -6.48%
- 6M
- -7.09%
- 1Y
- 10.02%
- 3Y*
- 11.06%
- 5Y*
- 1.56%
- 10Y*
- —
VWCE.DE
- 1D
- -0.11%
- 1M
- -1.99%
- YTD
- -0.47%
- 6M
- 2.61%
- 1Y
- 13.70%
- 3Y*
- 14.86%
- 5Y*
- 9.97%
- 10Y*
- —
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DRUP.DE vs. VWCE.DE - Expense Ratio Comparison
DRUP.DE has a 0.45% expense ratio, which is higher than VWCE.DE's 0.22% expense ratio.
Return for Risk
DRUP.DE vs. VWCE.DE — Risk / Return Rank
DRUP.DE
VWCE.DE
DRUP.DE vs. VWCE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc (DRUP.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.
| DRUP.DE | VWCE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.27 | 0.86 | -0.59 |
Sortino ratioReturn per unit of downside risk | 0.68 | 1.23 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.19 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.67 | 2.95 | -2.28 |
Martin ratioReturn relative to average drawdown | 1.33 | 11.73 | -10.40 |
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
| DRUP.DE | VWCE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 0.86 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.72 | -0.65 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.68 | -0.31 |
Correlation
The correlation between DRUP.DE and VWCE.DE is 0.82, 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
DRUP.DE vs. VWCE.DE - Dividend Comparison
Neither DRUP.DE nor VWCE.DE has paid dividends to shareholders.
Drawdowns
DRUP.DE vs. VWCE.DE - Drawdown Comparison
The maximum DRUP.DE drawdown since its inception was -37.97%, which is greater than VWCE.DE's maximum drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for DRUP.DE and VWCE.DE.
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Drawdown Indicators
| DRUP.DE | VWCE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.97% | -33.43% | -4.54% |
Max Drawdown (1Y)Largest decline over 1 year | -25.35% | -8.90% | -16.45% |
Max Drawdown (5Y)Largest decline over 5 years | -36.30% | -21.07% | -15.23% |
Current DrawdownCurrent decline from peak | -22.72% | -4.06% | -18.66% |
Average DrawdownAverage peak-to-trough decline | -17.65% | -4.80% | -12.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.84% | 1.65% | +11.19% |
Volatility
DRUP.DE vs. VWCE.DE - Volatility Comparison
Lyxor MSCI Disruptive Technology ESG Filtered (DR) UCITS ETF - Acc (DRUP.DE) has a higher volatility of 5.03% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 4.40%. This indicates that DRUP.DE's price experiences larger fluctuations and is considered to be riskier than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRUP.DE | VWCE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.03% | 4.40% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 25.45% | 8.53% | +16.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.68% | 15.78% | +20.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.21% | 13.72% | +10.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.40% | 16.25% | +8.15% |