NVD.DE vs. VWCE.DE
NVD.DE (NVIDIA Corporation) is a stock, while VWCE.DE (Vanguard FTSE All-World UCITS ETF) is Global Equities fund tracking the FTSE All-World Index. Over the past 5 years, NVD.DE returned 66.80%/yr vs 12.28%/yr for VWCE.DE. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
NVD.DE vs. VWCE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, NVD.DE achieves a 16.05% return, which is significantly higher than VWCE.DE's 12.64% return.
NVD.DE
- 1D
- -0.06%
- 1M
- 5.63%
- YTD
- 16.05%
- 6M
- 19.09%
- 1Y
- 49.07%
- 3Y*
- 71.82%
- 5Y*
- 66.80%
- 10Y*
- —
VWCE.DE
- 1D
- -0.21%
- 1M
- 3.63%
- YTD
- 12.64%
- 6M
- 12.84%
- 1Y
- 26.31%
- 3Y*
- 17.85%
- 5Y*
- 12.28%
- 10Y*
- —
NVD.DE vs. VWCE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
NVD.DE NVIDIA Corporation | 16.05% | 23.84% | 188.01% | 234.71% | -49.20% | 151.03% | 100.12% | 10.46% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 12.64% | 9.16% | 24.41% | 18.18% | -13.47% | 28.62% | 5.36% | 3.21% |
Correlation
The correlation between NVD.DE and VWCE.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2019 | 0.64 |
The correlation between NVD.DE and VWCE.DE has been stable across timeframes, ranging from 0.61 to 0.65 - a consistent structural relationship.
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Return for Risk
NVD.DE vs. VWCE.DE — Risk / Return Rank
NVD.DE
VWCE.DE
NVD.DE vs. VWCE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation (NVD.DE) 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.
| NVD.DE | VWCE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.43 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 4.01 | -1.44 |
| Martin ratioReturn relative to average drawdown | 5.49 | 16.55 | -11.06 |
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
| NVD.DE | VWCE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 2.31 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.38 | 0.88 | +0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.56 | 0.79 | +0.77 |
Drawdowns
NVD.DE vs. VWCE.DE - Drawdown Comparison
The maximum NVD.DE drawdown since its inception was -60.47%, 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 NVD.DE and VWCE.DE.
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Drawdown Indicators
| NVD.DE | VWCE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.47% | -33.43% | -27.04% |
Max Drawdown (1Y)Largest decline over 1 year | -19.56% | -6.55% | -13.01% |
Max Drawdown (3Y)Largest decline over 3 years | -40.96% | -21.07% | -19.89% |
Max Drawdown (5Y)Largest decline over 5 years | -60.47% | -21.07% | -39.40% |
Current DrawdownCurrent decline from peak | -7.80% | -0.66% | -7.14% |
Average DrawdownAverage peak-to-trough decline | -14.11% | -4.69% | -9.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.19% | 1.59% | +7.60% |
Volatility
NVD.DE vs. VWCE.DE - Volatility Comparison
NVIDIA Corporation (NVD.DE) has a higher volatility of 11.50% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 3.06%. This indicates that NVD.DE'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.
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Volatility by Period
| NVD.DE | VWCE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.50% | 3.06% | +8.44% |
Volatility (6M)Calculated over the trailing 6-month period | 23.24% | 8.18% | +15.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.22% | 11.37% | +22.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.91% | 13.75% | +34.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.76% | 16.16% | +31.60% |
Dividends
NVD.DE vs. VWCE.DE - Dividend Comparison
NVD.DE's dividend yield for the trailing twelve months is around 0.02%, while VWCE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
NVD.DE NVIDIA Corporation | 0.02% | 0.02% | 0.02% | 0.03% | 0.10% | 0.04% | 0.11% | 0.06% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NVD.DE and VWCE.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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