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LCWD.L vs. VEVE.AS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCWD.L vs. VEVE.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor Core MSCI World (DR) UCITS ETF (LCWD.L) and Vanguard FTSE Developed World UCITS ETF (VEVE.AS). The values are adjusted to include any dividend payments, if applicable.

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LCWD.L vs. VEVE.AS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LCWD.L
Lyxor Core MSCI World (DR) UCITS ETF
0.00%4.01%19.12%24.28%-18.85%22.86%15.93%26.94%-7.97%
VEVE.AS
Vanguard FTSE Developed World UCITS ETF
-1.79%22.76%18.52%23.15%-18.42%22.51%15.93%26.89%-8.66%
Different Trading Currencies

LCWD.L is traded in USD, while VEVE.AS is traded in EUR. To make them comparable, the VEVE.AS values have been converted to USD using the latest available exchange rates.

Returns By Period


LCWD.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

VEVE.AS

1D
2.57%
1M
-4.19%
YTD
-1.79%
6M
1.95%
1Y
22.02%
3Y*
18.17%
5Y*
10.49%
10Y*
12.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LCWD.L vs. VEVE.AS - Expense Ratio Comparison

Both LCWD.L and VEVE.AS have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

LCWD.L vs. VEVE.AS — Risk / Return Rank

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

LCWD.L

VEVE.AS
VEVE.AS Risk / Return Rank: 6464
Overall Rank
VEVE.AS Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VEVE.AS Sortino Ratio Rank: 4141
Sortino Ratio Rank
VEVE.AS Omega Ratio Rank: 4646
Omega Ratio Rank
VEVE.AS Calmar Ratio Rank: 9494
Calmar Ratio Rank
VEVE.AS Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LCWD.L vs. VEVE.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Core MSCI World (DR) UCITS ETF (LCWD.L) and Vanguard FTSE Developed World UCITS ETF (VEVE.AS). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

LCWD.L vs. VEVE.AS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LCWD.LVEVE.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

Correlation

The correlation between LCWD.L and VEVE.AS is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LCWD.L vs. VEVE.AS - Dividend Comparison

LCWD.L has not paid dividends to shareholders, while VEVE.AS's dividend yield for the trailing twelve months is around 1.40%.


TTM20252024202320222021202020192018201720162015
LCWD.L
Lyxor Core MSCI World (DR) 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%
VEVE.AS
Vanguard FTSE Developed World UCITS ETF
1.40%1.41%1.46%1.73%2.04%1.43%1.61%1.89%2.28%1.97%1.98%2.05%

Drawdowns

LCWD.L vs. VEVE.AS - Drawdown Comparison


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Drawdown Indicators


LCWD.LVEVE.ASDifference

Max Drawdown

Largest peak-to-trough decline

-33.57%

Max Drawdown (1Y)

Largest decline over 1 year

-12.89%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

Max Drawdown (10Y)

Largest decline over 10 years

-33.57%

Current Drawdown

Current decline from peak

-3.70%

Average Drawdown

Average peak-to-trough decline

-6.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

Volatility

LCWD.L vs. VEVE.AS - Volatility Comparison


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Volatility by Period


LCWD.LVEVE.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.06%

Volatility (1Y)

Calculated over the trailing 1-year period

16.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.30%