LVLC.DE vs. VGWD.DE
LVLC.DE (Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc) and VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) are both Global Equities funds - LVLC.DE tracks the Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon while VGWD.DE tracks the FTSE All-World High Dividend Yield index. Both are passively managed. Over the past 3 years, LVLC.DE returned 12.70%/yr vs 15.87%/yr for VGWD.DE. A 0.80 correlation means they provide meaningful diversification when combined. LVLC.DE charges 0.25%/yr vs 0.29%/yr for VGWD.DE.
Performance
LVLC.DE vs. VGWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LVLC.DE achieves a 4.86% return, which is significantly lower than VGWD.DE's 12.49% return.
LVLC.DE
- 1D
- -0.11%
- 1M
- 2.82%
- YTD
- 4.86%
- 6M
- 5.74%
- 1Y
- 10.51%
- 3Y*
- 12.70%
- 5Y*
- —
- 10Y*
- —
VGWD.DE
- 1D
- 0.19%
- 1M
- 2.31%
- YTD
- 12.49%
- 6M
- 13.87%
- 1Y
- 25.22%
- 3Y*
- 15.87%
- 5Y*
- 11.49%
- 10Y*
- —
LVLC.DE vs. VGWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LVLC.DE Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc | 4.86% | 5.91% | 23.88% | 9.90% | -3.61% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 12.49% | 13.16% | 15.75% | 7.29% | 0.81% |
Correlation
The correlation between LVLC.DE and VGWD.DE is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2022 | 0.80 |
The correlation between LVLC.DE and VGWD.DE has been stable across timeframes, ranging from 0.76 to 0.80 - a consistent structural relationship.
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Return for Risk
LVLC.DE vs. VGWD.DE — Risk / Return Rank
LVLC.DE
VGWD.DE
LVLC.DE vs. VGWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.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.
| LVLC.DE | VGWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.53 | ||
| Sortino ratioReturn per unit of downside risk | -2.07 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.50 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 4.28 | -2.48 |
| Martin ratioReturn relative to average drawdown | 6.55 | 16.37 | -9.82 |
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
| LVLC.DE | VGWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 2.70 | -1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.99 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.64 | +0.32 |
Drawdowns
LVLC.DE vs. VGWD.DE - Drawdown Comparison
The maximum LVLC.DE drawdown since its inception was -16.03%, smaller than the maximum VGWD.DE drawdown of -34.57%. Use the drawdown chart below to compare losses from any high point for LVLC.DE and VGWD.DE.
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Drawdown Indicators
| LVLC.DE | VGWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.03% | -34.57% | +18.54% |
Max Drawdown (1Y)Largest decline over 1 year | -5.67% | -5.82% | +0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -16.86% | +0.83% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.86% | — |
Current DrawdownCurrent decline from peak | -0.43% | -0.32% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -2.98% | -4.05% | +1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 1.52% | +0.04% |
Volatility
LVLC.DE vs. VGWD.DE - Volatility Comparison
The current volatility for Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE) is 2.05%, while Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) has a volatility of 2.33%. This indicates that LVLC.DE experiences smaller price fluctuations and is considered to be less risky than VGWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LVLC.DE | VGWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 2.33% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 6.07% | 6.95% | -0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.68% | 9.21% | -0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.57% | 11.52% | -0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.57% | 14.23% | -3.66% |
LVLC.DE vs. VGWD.DE - Expense Ratio Comparison
LVLC.DE has a 0.25% expense ratio, which is lower than VGWD.DE's 0.29% expense ratio.
Dividends
LVLC.DE vs. VGWD.DE - Dividend Comparison
LVLC.DE has not paid dividends to shareholders, while VGWD.DE's dividend yield for the trailing twelve months is around 2.49%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
LVLC.DE Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.49% | 2.84% | 3.05% | 3.39% | 3.78% | 3.03% | 3.08% | 3.21% | 3.70% | 0.58% |
Frequently Asked Questions
LVLC.DE and VGWD.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LVLC.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LVLC.DE is cheaper with a 0.25% expense ratio, compared with 0.29% for VGWD.DE.
LVLC.DE tracks Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon, while VGWD.DE tracks FTSE All-World High Dividend Yield index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.25% for LVLC.DE and 0.29% for VGWD.DE.
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