PRG.DE vs. VGWD.DE

Last updated Jun 5, 2026

PRG.DE (The Procter & Gamble Company) is a stock, while VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) is Global Equities fund tracking the FTSE All-World High Dividend Yield index. Over the past 5 years, PRG.DE returned 3.74%/yr vs 11.49%/yr for VGWD.DE. At a 0.34 correlation, their price movements are largely independent.

Performance

PRG.DE vs. VGWD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in The Procter & Gamble Company (PRG.DE) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PRG.DE achieves a -0.74% return, which is significantly lower than VGWD.DE's 12.49% return.

PRG.DE

• 1D: -1.13%
• 1M: -1.57%
• YTD: -0.74%
• 6M: -1.66%
• 1Y: -15.73%
• 3Y*: -1.93%
• 5Y*: 3.74%
• 10Y*: 7.71%

VGWD.DE

• 1D: 0.19%
• 1M: 2.31%
• YTD: 12.49%
• 6M: 13.87%
• 1Y: 25.22%
• 3Y*: 15.87%
• 5Y*: 11.49%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRG.DE vs. VGWD.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRG.DE The Procter & Gamble Company	-0.74%	-22.39%	25.85%	-5.81%	0.57%	31.47%	2.33%	43.38%	7.56%	2.97%
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing	12.49%	13.16%	15.75%	7.29%	0.08%	27.90%	-9.60%	25.03%	-8.03%	1.24%

Correlation

The correlation between PRG.DE and VGWD.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017	0.34

The correlation between PRG.DE and VGWD.DE shifts across timeframes, from 0.22 (3 years) to 0.34 (all time), reflecting how their relationship changes across market environments.

Return for Risk

PRG.DE vs. VGWD.DE — Risk / Return Rank

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

PRG.DE

PRG.DE Risk / Return Rank: 8
PRG.DE Sharpe Ratio Rank: 9
PRG.DE Sortino Ratio Rank: 11
PRG.DE Omega Ratio Rank: 13
PRG.DE Calmar Ratio Rank: 4
PRG.DE Martin Ratio Rank: 4

VGWD.DE

VGWD.DE Risk / Return Rank: 83
VGWD.DE Sharpe Ratio Rank: 84
VGWD.DE Sortino Ratio Rank: 85
VGWD.DE Omega Ratio Rank: 84
VGWD.DE Calmar Ratio Rank: 82
VGWD.DE Martin Ratio Rank: 82

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.

PRG.DE vs. VGWD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PRG.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.

	PRG.DE	VGWD.DE	Difference
Sharpe ratio: Return per unit of total volatility	-0.80	2.70	-3.50
Sortino ratio: Return per unit of downside risk	-1.06	3.78	-4.84
Omega ratio: Gain probability vs. loss probability	0.88	1.50	-0.62
Calmar ratio: Return relative to maximum drawdown	-0.94	4.28	-5.22
Martin ratio: Return relative to average drawdown	-1.60	16.37	-17.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRG.DE vs. VGWD.DE - Sharpe Ratio Comparison

The current PRG.DE Sharpe Ratio is -0.80, which is lower than the VGWD.DE Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of PRG.DE and VGWD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PRG.DE	VGWD.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.80	2.70	-3.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.21	0.99	-0.78
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.64	-0.35

Drawdowns

PRG.DE vs. VGWD.DE - Drawdown Comparison

The maximum PRG.DE drawdown since its inception was -50.76%, which is greater than VGWD.DE's maximum drawdown of -34.57%. Use the drawdown chart below to compare losses from any high point for PRG.DE and VGWD.DE.

Drawdown Indicators

	PRG.DE	VGWD.DE	Difference
Max Drawdown Largest peak-to-trough decline	-50.76%	-34.57%	-16.19%
Max Drawdown (1Y) Largest decline over 1 year	-16.68%	-5.82%	-10.86%
Max Drawdown (3Y) Largest decline over 3 years	-29.15%	-16.86%	-12.29%
Max Drawdown (5Y) Largest decline over 5 years	-29.15%	-16.86%	-12.29%
Max Drawdown (10Y) Largest decline over 10 years	-29.21%	—	—
Current Drawdown Current decline from peak	-27.15%	-0.32%	-26.83%
Average Drawdown Average peak-to-trough decline	-14.79%	-4.05%	-10.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.79%	1.52%	+8.27%

Volatility

PRG.DE vs. VGWD.DE - Volatility Comparison

The Procter & Gamble Company (PRG.DE) has a higher volatility of 6.92% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) at 2.33%. This indicates that PRG.DE's price experiences larger fluctuations and is considered to be riskier than VGWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRG.DE	VGWD.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.92%	2.33%	+4.59%
Volatility (6M) Calculated over the trailing 6-month period	15.57%	6.95%	+8.62%
Volatility (1Y) Calculated over the trailing 1-year period	19.54%	9.21%	+10.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.83%	11.52%	+6.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.22%	14.23%	+3.99%

Dividends

PRG.DE vs. VGWD.DE - Dividend Comparison

PRG.DE's dividend yield for the trailing twelve months is around 2.60%, more than VGWD.DE's 2.49% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PRG.DE The Procter & Gamble Company	2.60%	2.59%	1.94%	2.25%	2.07%	1.70%	2.11%	2.03%	2.50%	2.86%	2.71%	2.87%
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%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PRG.DE and VGWD.DE in my portfolio?

PRG.DE and VGWD.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.