GBLB.BR vs. TSWE.DE
Compare and contrast key facts about Groupe Bruxelles Lambert SA (GBLB.BR) and VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE).
TSWE.DE is a passively managed fund by VanEck that tracks the performance of the Solactive Sustainable World Equity. It was launched on May 3, 2013.
Performance
GBLB.BR vs. TSWE.DE - Performance Comparison
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GBLB.BR vs. TSWE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GBLB.BR Groupe Bruxelles Lambert SA | 3.95% | 23.47% | -3.57% | -1.06% | -21.60% | 22.28% | -8.03% | 27.96% | -0.21% |
TSWE.DE VanEck Sustainable World Equal Weight UCITS ETF A | 0.52% | 13.87% | 16.42% | 16.27% | -13.06% | 29.28% | 5.03% | 28.44% | -5.05% |
Returns By Period
In the year-to-date period, GBLB.BR achieves a 3.95% return, which is significantly higher than TSWE.DE's 0.52% return.
GBLB.BR
- 1D
- 0.51%
- 1M
- -3.78%
- YTD
- 3.95%
- 6M
- 2.33%
- 1Y
- 19.74%
- 3Y*
- 5.27%
- 5Y*
- 1.66%
- 10Y*
- 4.90%
TSWE.DE
- 1D
- -0.31%
- 1M
- -1.31%
- YTD
- 0.52%
- 6M
- 5.57%
- 1Y
- 14.15%
- 3Y*
- 13.68%
- 5Y*
- 9.53%
- 10Y*
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Return for Risk
GBLB.BR vs. TSWE.DE — Risk / Return Rank
GBLB.BR
TSWE.DE
GBLB.BR vs. TSWE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Groupe Bruxelles Lambert SA (GBLB.BR) and VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.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.
| GBLB.BR | TSWE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.86 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.42 | 1.22 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.18 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 3.00 | 2.42 | +0.58 |
Martin ratioReturn relative to average drawdown | 9.66 | 9.59 | +0.07 |
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
| GBLB.BR | TSWE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.86 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.69 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.72 | -0.39 |
Correlation
The correlation between GBLB.BR and TSWE.DE is 0.68, 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.
Dividends
GBLB.BR vs. TSWE.DE - Dividend Comparison
GBLB.BR's dividend yield for the trailing twelve months is around 6.33%, more than TSWE.DE's 1.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBLB.BR Groupe Bruxelles Lambert SA | 6.33% | 6.58% | 4.16% | 3.86% | 3.69% | 2.55% | 3.82% | 3.27% | 3.94% | 3.26% | 3.59% | 3.54% |
TSWE.DE VanEck Sustainable World Equal Weight UCITS ETF A | 1.93% | 1.94% | 2.19% | 2.22% | 2.37% | 1.63% | 1.87% | 2.32% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GBLB.BR vs. TSWE.DE - Drawdown Comparison
The maximum GBLB.BR drawdown since its inception was -55.94%, which is greater than TSWE.DE's maximum drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for GBLB.BR and TSWE.DE.
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Drawdown Indicators
| GBLB.BR | TSWE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.94% | -33.61% | -22.33% |
Max Drawdown (1Y)Largest decline over 1 year | -11.60% | -9.14% | -2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -33.45% | -19.69% | -13.76% |
Max Drawdown (10Y)Largest decline over 10 years | -39.04% | — | — |
Current DrawdownCurrent decline from peak | -9.43% | -4.99% | -4.44% |
Average DrawdownAverage peak-to-trough decline | -15.09% | -4.78% | -10.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.60% | 2.02% | +1.58% |
Volatility
GBLB.BR vs. TSWE.DE - Volatility Comparison
Groupe Bruxelles Lambert SA (GBLB.BR) and VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE) have volatilities of 5.45% and 5.59%, 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.
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Volatility by Period
| GBLB.BR | TSWE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.45% | 5.59% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 12.10% | 9.82% | +2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.61% | 16.42% | +2.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.01% | 13.58% | +3.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.18% | 15.93% | +3.25% |