EXV8.DE vs. VWCE.DE
EXV8.DE (iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)) and VWCE.DE (Vanguard FTSE All-World UCITS ETF) are both exchange-traded funds - EXV8.DE is a Industrials Equities fund tracking the STOXX® Europe 600 Construction & Materials, while VWCE.DE is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 5 years, EXV8.DE returned 9.70%/yr vs 12.28%/yr for VWCE.DE. A 0.71 correlation means they provide meaningful diversification when combined. EXV8.DE charges 0.46%/yr vs 0.19%/yr for VWCE.DE.
Performance
EXV8.DE vs. VWCE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXV8.DE achieves a 1.00% return, which is significantly lower than VWCE.DE's 12.64% return.
EXV8.DE
- 1D
- 0.17%
- 1M
- -1.18%
- YTD
- 1.00%
- 6M
- 3.34%
- 1Y
- 7.54%
- 3Y*
- 15.58%
- 5Y*
- 9.70%
- 10Y*
- 10.37%
VWCE.DE
- 1D
- -0.21%
- 1M
- 3.63%
- YTD
- 12.64%
- 6M
- 12.84%
- 1Y
- 26.31%
- 3Y*
- 17.85%
- 5Y*
- 12.28%
- 10Y*
- —
EXV8.DE vs. VWCE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EXV8.DE iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) | 1.00% | 25.00% | 6.42% | 33.57% | -18.92% | 32.25% | -2.02% | 11.85% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 12.64% | 9.16% | 24.41% | 18.18% | -13.47% | 28.62% | 5.36% | 8.01% |
Correlation
The correlation between EXV8.DE and VWCE.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2019 | 0.71 |
The correlation between EXV8.DE and VWCE.DE has been stable across timeframes, ranging from 0.62 to 0.71 - a consistent structural relationship.
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Return for Risk
EXV8.DE vs. VWCE.DE — Risk / Return Rank
EXV8.DE
VWCE.DE
EXV8.DE vs. VWCE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.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.
| EXV8.DE | VWCE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.93 | ||
| Sortino ratioReturn per unit of downside risk | -2.54 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.43 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | 4.01 | -3.52 |
| Martin ratioReturn relative to average drawdown | 1.50 | 16.55 | -15.04 |
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
| EXV8.DE | VWCE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 2.31 | -1.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.88 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.79 | -0.35 |
Drawdowns
EXV8.DE vs. VWCE.DE - Drawdown Comparison
The maximum EXV8.DE drawdown since its inception was -66.09%, 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 EXV8.DE and VWCE.DE.
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Drawdown Indicators
| EXV8.DE | VWCE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.09% | -33.43% | -32.66% |
Max Drawdown (1Y)Largest decline over 1 year | -15.30% | -6.55% | -8.75% |
Max Drawdown (3Y)Largest decline over 3 years | -16.83% | -21.07% | +4.24% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -21.07% | -8.16% |
Max Drawdown (10Y)Largest decline over 10 years | -42.81% | — | — |
Current DrawdownCurrent decline from peak | -6.66% | -0.66% | -6.00% |
Average DrawdownAverage peak-to-trough decline | -15.00% | -4.69% | -10.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.00% | 1.59% | +3.41% |
Volatility
EXV8.DE vs. VWCE.DE - Volatility Comparison
iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) has a higher volatility of 6.24% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 3.06%. This indicates that EXV8.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
| EXV8.DE | VWCE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 3.06% | +3.18% |
Volatility (6M)Calculated over the trailing 6-month period | 16.12% | 8.18% | +7.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 11.37% | +8.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.47% | 13.75% | +5.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.26% | 16.16% | +4.10% |
EXV8.DE vs. VWCE.DE - Expense Ratio Comparison
EXV8.DE has a 0.46% expense ratio, which is higher than VWCE.DE's 0.19% expense ratio.
Dividends
EXV8.DE vs. VWCE.DE - Dividend Comparison
EXV8.DE's dividend yield for the trailing twelve months is around 1.39%, while VWCE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV8.DE iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) | 1.39% | 1.39% | 1.69% | 1.59% | 1.78% | 1.34% | 0.53% | 1.55% | 1.66% | 2.87% | 2.80% | 2.79% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXV8.DE and VWCE.DE have a correlation of 0.64, 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 0.46% for EXV8.DE.
EXV8.DE is categorized as Industrials Equities, while VWCE.DE is Global Equities. EXV8.DE tracks STOXX® Europe 600 Construction & Materials, while VWCE.DE tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.46% for EXV8.DE and 0.19% for VWCE.DE.
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