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IVDA vs. VWCE.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IVDA and VWCE.DE is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

IVDA vs. VWCE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Iveda Solutions Inc (IVDA) and Vanguard FTSE All-World UCITS ETF (VWCE.DE). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%SeptemberOctoberNovemberDecember2025February
-19.87%
5.52%
IVDA
VWCE.DE

Key characteristics

Sharpe Ratio

IVDA:

-0.44

VWCE.DE:

2.14

Sortino Ratio

IVDA:

0.00

VWCE.DE:

2.91

Omega Ratio

IVDA:

1.00

VWCE.DE:

1.42

Calmar Ratio

IVDA:

-0.68

VWCE.DE:

2.94

Martin Ratio

IVDA:

-1.22

VWCE.DE:

13.80

Ulcer Index

IVDA:

55.52%

VWCE.DE:

1.72%

Daily Std Dev

IVDA:

154.37%

VWCE.DE:

11.16%

Max Drawdown

IVDA:

-99.47%

VWCE.DE:

-33.43%

Current Drawdown

IVDA:

-98.86%

VWCE.DE:

-0.29%

Returns By Period

In the year-to-date period, IVDA achieves a -43.83% return, which is significantly lower than VWCE.DE's 4.46% return.


IVDA

YTD

-43.83%

1M

-41.46%

6M

-19.87%

1Y

-64.89%

5Y*

-35.06%

10Y*

-29.72%

VWCE.DE

YTD

4.46%

1M

1.22%

6M

13.97%

1Y

21.84%

5Y*

11.47%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IVDA vs. VWCE.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IVDA
The Risk-Adjusted Performance Rank of IVDA is 2222
Overall Rank
The Sharpe Ratio Rank of IVDA is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of IVDA is 3333
Sortino Ratio Rank
The Omega Ratio Rank of IVDA is 3333
Omega Ratio Rank
The Calmar Ratio Rank of IVDA is 99
Calmar Ratio Rank
The Martin Ratio Rank of IVDA is 1515
Martin Ratio Rank

VWCE.DE
The Risk-Adjusted Performance Rank of VWCE.DE is 8686
Overall Rank
The Sharpe Ratio Rank of VWCE.DE is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of VWCE.DE is 8686
Sortino Ratio Rank
The Omega Ratio Rank of VWCE.DE is 8888
Omega Ratio Rank
The Calmar Ratio Rank of VWCE.DE is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VWCE.DE is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IVDA vs. VWCE.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Iveda Solutions Inc (IVDA) 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.


Sharpe ratio
The chart of Sharpe ratio for IVDA, currently valued at -0.43, compared to the broader market-2.000.002.00-0.431.54
The chart of Sortino ratio for IVDA, currently valued at 0.07, compared to the broader market-4.00-2.000.002.004.006.000.072.16
The chart of Omega ratio for IVDA, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.28
The chart of Calmar ratio for IVDA, currently valued at -0.66, compared to the broader market0.002.004.006.00-0.662.20
The chart of Martin ratio for IVDA, currently valued at -1.16, compared to the broader market-10.000.0010.0020.0030.00-1.168.56
IVDA
VWCE.DE

The current IVDA Sharpe Ratio is -0.44, which is lower than the VWCE.DE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of IVDA and VWCE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.43
1.54
IVDA
VWCE.DE

Dividends

IVDA vs. VWCE.DE - Dividend Comparison

Neither IVDA nor VWCE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IVDA vs. VWCE.DE - Drawdown Comparison

The maximum IVDA drawdown since its inception was -99.47%, 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 IVDA and VWCE.DE. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-98.15%
0
IVDA
VWCE.DE

Volatility

IVDA vs. VWCE.DE - Volatility Comparison

Iveda Solutions Inc (IVDA) has a higher volatility of 21.86% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 2.60%. This indicates that IVDA'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.


0.00%20.00%40.00%60.00%80.00%100.00%SeptemberOctoberNovemberDecember2025February
21.86%
2.60%
IVDA
VWCE.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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