PTX.DE vs. VWCE.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Palantir Technologies Inc (PTX.DE) and Vanguard FTSE All-World UCITS ETF (VWCE.DE).

VWCE.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World Index. It was launched on Jul 23, 2019.

Performance

PTX.DE vs. VWCE.DE - Performance Comparison

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

PTX.DE vs. VWCE.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PTX.DE Palantir Technologies Inc	-19.04%	111.89%	368.10%	167.65%	-62.98%	-20.84%
VWCE.DE Vanguard FTSE All-World UCITS ETF	-0.36%	9.16%	24.41%	18.18%	-13.47%	26.29%

Returns By Period

In the year-to-date period, PTX.DE achieves a -19.04% return, which is significantly lower than VWCE.DE's -0.36% return.

PTX.DE

• 1D: 2.66%
• 1M: 2.65%
• YTD: -19.04%
• 6M: -19.43%
• 1Y: 62.21%
• 3Y*: 153.76%
• 5Y*: 45.41%
• 10Y*: —

VWCE.DE

• 1D: 2.17%
• 1M: -3.41%
• YTD: -0.36%
• 6M: 3.13%
• 1Y: 13.63%
• 3Y*: 14.97%
• 5Y*: 9.99%
• 10Y*: —

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

Return for Risk

PTX.DE vs. VWCE.DE — Risk / Return Rank

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

PTX.DE

PTX.DE Risk / Return Rank: 72
PTX.DE Sharpe Ratio Rank: 76
PTX.DE Sortino Ratio Rank: 72
PTX.DE Omega Ratio Rank: 71
PTX.DE Calmar Ratio Rank: 71
PTX.DE Martin Ratio Rank: 71

VWCE.DE

VWCE.DE Risk / Return Rank: 52
VWCE.DE Sharpe Ratio Rank: 45
VWCE.DE Sortino Ratio Rank: 42
VWCE.DE Omega Ratio Rank: 46
VWCE.DE Calmar Ratio Rank: 59
VWCE.DE Martin Ratio Rank: 68

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.

PTX.DE vs. VWCE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Palantir Technologies Inc (PTX.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.

	PTX.DE	VWCE.DE	Difference
Sharpe ratio Return per unit of total volatility	1.13	0.86	+0.27
Sortino ratio Return per unit of downside risk	1.73	1.23	+0.50
Omega ratio Gain probability vs. loss probability	1.22	1.19	+0.04
Calmar ratio Return relative to maximum drawdown	1.53	1.55	-0.02
Martin ratio Return relative to average drawdown	3.82	7.13	-3.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PTX.DE vs. VWCE.DE - Sharpe Ratio Comparison

The current PTX.DE Sharpe Ratio is 1.13, which is higher than the VWCE.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of PTX.DE 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.

Sharpe Ratios by Period

	PTX.DE	VWCE.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.13	0.86	+0.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.72	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.68	-0.05

Correlation

The correlation between PTX.DE and VWCE.DE is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

PTX.DE vs. VWCE.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

PTX.DE vs. VWCE.DE - Drawdown Comparison

The maximum PTX.DE drawdown since its inception was -82.64%, 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 PTX.DE and VWCE.DE.

Drawdown Indicators

	PTX.DE	VWCE.DE	Difference
Max Drawdown Largest peak-to-trough decline	-82.64%	-33.43%	-49.21%
Max Drawdown (1Y) Largest decline over 1 year	-38.62%	-13.20%	-25.42%
Max Drawdown (5Y) Largest decline over 5 years	-76.69%	-21.07%	-55.62%
Current Drawdown Current decline from peak	-27.75%	-3.95%	-23.80%
Average Drawdown Average peak-to-trough decline	-40.15%	-4.80%	-35.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.51%	1.94%	+13.57%

Volatility

PTX.DE vs. VWCE.DE - Volatility Comparison

Palantir Technologies Inc (PTX.DE) has a higher volatility of 11.18% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 4.57%. This indicates that PTX.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.

Volatility by Period

	PTX.DE	VWCE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.18%	4.57%	+6.61%
Volatility (6M) Calculated over the trailing 6-month period	35.98%	8.56%	+27.42%
Volatility (1Y) Calculated over the trailing 1-year period	54.81%	15.81%	+39.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	64.11%	13.72%	+50.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	66.14%	16.25%	+49.89%