FFEB vs. VGWE.DE
Compare and contrast key facts about FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE).
FFEB and VGWE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FFEB is a passively managed fund by First Trust that tracks the performance of the Cboe S&P 500 Buffer Protect Index February Series. It was launched on Feb 21, 2020. VGWE.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World High Dividend Yield Index. It was launched on Sep 24, 2019. Both FFEB and VGWE.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FFEB or VGWE.DE.
Correlation
The correlation between FFEB and VGWE.DE is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
FFEB vs. VGWE.DE - Performance Comparison
Key characteristics
FFEB:
0.47
VGWE.DE:
0.21
FFEB:
0.74
VGWE.DE:
0.34
FFEB:
1.13
VGWE.DE:
1.05
FFEB:
0.48
VGWE.DE:
0.17
FFEB:
2.54
VGWE.DE:
0.86
FFEB:
2.26%
VGWE.DE:
3.31%
FFEB:
12.29%
VGWE.DE:
13.55%
FFEB:
-22.81%
VGWE.DE:
-16.43%
FFEB:
-8.20%
VGWE.DE:
-11.76%
Returns By Period
In the year-to-date period, FFEB achieves a -5.99% return, which is significantly lower than VGWE.DE's -5.45% return.
FFEB
-5.99%
-4.88%
-4.49%
6.20%
11.02%
N/A
VGWE.DE
-5.45%
-8.48%
-6.39%
3.55%
N/A
N/A
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FFEB vs. VGWE.DE - Expense Ratio Comparison
FFEB has a 0.85% expense ratio, which is higher than VGWE.DE's 0.29% expense ratio.
Risk-Adjusted Performance
FFEB vs. VGWE.DE — Risk-Adjusted Performance Rank
FFEB
VGWE.DE
FFEB vs. VGWE.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.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.
Dividends
FFEB vs. VGWE.DE - Dividend Comparison
Neither FFEB nor VGWE.DE has paid dividends to shareholders.
Drawdowns
FFEB vs. VGWE.DE - Drawdown Comparison
The maximum FFEB drawdown since its inception was -22.81%, which is greater than VGWE.DE's maximum drawdown of -16.43%. Use the drawdown chart below to compare losses from any high point for FFEB and VGWE.DE. For additional features, visit the drawdowns tool.
Volatility
FFEB vs. VGWE.DE - Volatility Comparison
FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE) have volatilities of 9.85% and 10.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.