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RHM.DE vs. VDIV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RHM.DE vs. VDIV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Rheinmetall AG (RHM.DE) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RHM.DE achieves a -22.99% return, which is significantly lower than VDIV.DE's 9.79% return.


RHM.DE

1D
-0.85%
1M
-16.25%
YTD
-22.99%
6M
-21.94%
1Y
-34.42%
3Y*
72.88%
5Y*
70.83%
10Y*
37.62%

VDIV.DE

1D
0.23%
1M
0.01%
YTD
9.79%
6M
12.73%
1Y
25.64%
3Y*
19.95%
5Y*
17.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RHM.DE vs. VDIV.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
RHM.DE
Rheinmetall AG
-22.99%155.27%116.51%56.82%128.13%-1.77%-8.85%35.55%2.99%
VDIV.DE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
9.79%24.55%15.67%11.47%15.47%27.92%-11.00%23.04%-3.07%

Correlation

The correlation between RHM.DE and VDIV.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2018

0.36

Over the past year, the correlation between RHM.DE and VDIV.DE has dropped to 0.10 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.

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Return for Risk

RHM.DE vs. VDIV.DE — Risk / Return Rank

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

RHM.DE
RHM.DE Risk / Return Rank: 1010
Overall Rank
RHM.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
RHM.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
RHM.DE Omega Ratio Rank: 1414
Omega Ratio Rank
RHM.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
RHM.DE Martin Ratio Rank: 22
Martin Ratio Rank

VDIV.DE
VDIV.DE Risk / Return Rank: 8888
Overall Rank
VDIV.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VDIV.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
VDIV.DE Omega Ratio Rank: 8585
Omega Ratio Rank
VDIV.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
VDIV.DE Martin Ratio Rank: 9090
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.

RHM.DE vs. VDIV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rheinmetall AG (RHM.DE) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.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.


RHM.DEVDIV.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.49

Sortino ratioReturn per unit of downside risk

-4.77

Omega ratioGain probability vs. loss probability

0.89

1.51

-0.62

Calmar ratioReturn relative to maximum drawdown

-0.80

6.94

-7.73

Martin ratioReturn relative to average drawdown

-1.81

20.46

-22.27

RHM.DE vs. VDIV.DE - Sharpe Ratio Comparison

The current RHM.DE Sharpe Ratio is -0.76, which is lower than the VDIV.DE Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of RHM.DE and VDIV.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.


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Sharpe Ratios by Period


RHM.DEVDIV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.76

2.73

-3.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.67

1.45

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.94

-0.50

Drawdowns

RHM.DE vs. VDIV.DE - Drawdown Comparison

The maximum RHM.DE drawdown since its inception was -76.51%, which is greater than VDIV.DE's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for RHM.DE and VDIV.DE.


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Drawdown Indicators


RHM.DEVDIV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-76.51%

-36.12%

-40.39%

Max Drawdown (1Y)

Largest decline over 1 year

-43.11%

-3.68%

-39.43%

Max Drawdown (3Y)

Largest decline over 3 years

-43.11%

-15.12%

-27.99%

Max Drawdown (5Y)

Largest decline over 5 years

-43.11%

-15.12%

-27.99%

Max Drawdown (10Y)

Largest decline over 10 years

-62.18%

Current Drawdown

Current decline from peak

-39.55%

-2.39%

-37.16%

Average Drawdown

Average peak-to-trough decline

-23.08%

-4.22%

-18.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.88%

1.25%

+17.63%

Volatility

RHM.DE vs. VDIV.DE - Volatility Comparison

Rheinmetall AG (RHM.DE) has a higher volatility of 16.69% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE) at 2.82%. This indicates that RHM.DE's price experiences larger fluctuations and is considered to be riskier than VDIV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RHM.DEVDIV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.69%

2.82%

+13.87%

Volatility (6M)

Calculated over the trailing 6-month period

33.84%

6.79%

+27.05%

Volatility (1Y)

Calculated over the trailing 1-year period

45.11%

9.36%

+35.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.92%

11.92%

+30.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.85%

15.36%

+22.49%

Dividends

RHM.DE vs. VDIV.DE - Dividend Comparison

RHM.DE's dividend yield for the trailing twelve months is around 0.97%, less than VDIV.DE's 3.19% yield.


PositionTTM20252024202320222021202020192018201720162015
RHM.DE
Rheinmetall AG
0.97%0.52%0.93%1.50%1.77%2.41%5.54%2.05%2.20%1.37%1.72%0.49%
VDIV.DE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.19%3.58%4.19%4.97%4.56%3.97%4.11%4.35%0.91%0.00%0.00%0.00%

Frequently Asked Questions


RHM.DE and VDIV.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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