FB2A.DE vs. VWCE.DE
FB2A.DE (Meta Platforms Inc) is a stock, while VWCE.DE (Vanguard FTSE All-World UCITS ETF) is Global Equities fund tracking the FTSE All-World Index. Over the past 5 years, FB2A.DE returned 14.05%/yr vs 11.54%/yr for VWCE.DE. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
FB2A.DE vs. VWCE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FB2A.DE achieves a 1.59% return, which is significantly lower than VWCE.DE's 13.56% return.
FB2A.DE
- 1D
- -0.04%
- 1M
- 13.51%
- 6M
- 9.30%
- YTD
- 1.59%
- 1Y
- -6.46%
- 3Y*
- 28.88%
- 5Y*
- 14.05%
- 10Y*
- 17.93%
- ALL TIME*
- 23.11%
VWCE.DE
- 1D
- 0.58%
- 1M
- -0.18%
- 6M
- 12.60%
- YTD
- 13.56%
- 1Y
- 24.41%
- 3Y*
- 17.60%
- 5Y*
- 11.54%
- 10Y*
- —
- ALL TIME*
- 12.57%
FB2A.DE vs. VWCE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FB2A.DE Meta Platforms Inc | 1.59% | -1.17% | 75.92% | 191.72% | -63.41% | 34.69% | 21.68% | 2.57% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 13.56% | 9.16% | 24.41% | 18.18% | -13.47% | 28.62% | 5.36% | 7.08% |
Correlation
The correlation between FB2A.DE and VWCE.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019 | 0.58 |
The correlation between FB2A.DE and VWCE.DE shifts across timeframes, from 0.47 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
FB2A.DE vs. VWCE.DE — Risk / Return Rank
FB2A.DE
VWCE.DE
FB2A.DE vs. VWCE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Meta Platforms Inc (FB2A.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FB2A.DE | VWCE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.27 | ||
| Sortino ratioReturn per unit of downside risk | -2.89 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.38 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 3.71 | -3.91 |
| Martin ratioReturn relative to average drawdown | -0.35 | 15.08 | -15.43 |
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Drawdowns
FB2A.DE vs. VWCE.DE - Drawdown Comparison
The maximum FB2A.DE drawdown since its inception was -72.11%, 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 FB2A.DE and VWCE.DE.
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Drawdown Indicators
| FB2A.DE | VWCE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.11% | -33.43% | -38.68% |
Max Drawdown (1Y)Largest decline over 1 year | -32.80% | -6.55% | -26.25% |
Max Drawdown (3Y)Largest decline over 3 years | -38.68% | -21.07% | -17.61% |
Max Drawdown (5Y)Largest decline over 5 years | -72.11% | -21.07% | -51.04% |
Max Drawdown (10Y)Largest decline over 10 years | -72.11% | — | — |
Current DrawdownCurrent decline from peak | -19.07% | -0.88% | -18.19% |
Average DrawdownAverage peak-to-trough decline | -14.66% | -4.62% | -10.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.24% | 1.61% | +16.63% |
Volatility
FB2A.DE vs. VWCE.DE - Volatility Comparison
Meta Platforms Inc (FB2A.DE) has a higher volatility of 20.00% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 3.11%. This indicates that FB2A.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
| FB2A.DE | VWCE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.00% | 3.11% | +16.89% |
Volatility (6M)Calculated over the trailing 6-month period | 31.78% | 8.59% | +23.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.03% | 11.56% | +27.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.56% | 13.78% | +28.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.30% | 16.09% | +21.21% |
Dividends
FB2A.DE vs. VWCE.DE - Dividend Comparison
FB2A.DE's dividend yield for the trailing twelve months is around 0.32%, while VWCE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
FB2A.DE Meta Platforms Inc | 0.32% | 0.33% | 0.33% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FB2A.DE and VWCE.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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