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RHM.DE vs. VWRD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

RHM.DE vs. VWRD.L

Last updated Jun 13, 2026

RHM.DE (Rheinmetall AG) is a stock, while VWRD.L (Vanguard FTSE All-World UCITS ETF) is Global Equities fund tracking the FTSE All-World Index. Over the past 10 years, RHM.DE returned 38.55%/yr vs 12.58%/yr for VWRD.L. At a 0.40 correlation, their price movements are largely independent.

Performance

RHM.DE vs. VWRD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Rheinmetall AG (RHM.DE) and Vanguard FTSE All-World UCITS ETF (VWRD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

RHM.DE is traded in EUR, while VWRD.L is traded in USD. To make them comparable, the VWRD.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, RHM.DE achieves a -22.00% return, which is significantly lower than VWRD.L's 11.97% return. Over the past 10 years, RHM.DE has outperformed VWRD.L with an annualized return of 38.55%, while VWRD.L has yielded a comparatively lower 12.58% annualized return.

RHM.DE

1D
-1.18%
1M
7.49%
YTD
-22.00%
6M
-24.77%
1Y
-30.34%
3Y*
70.90%
5Y*
71.68%
10Y*
38.55%

VWRD.L

1D
2.47%
1M
2.15%
YTD
11.97%
6M
13.56%
1Y
25.95%
3Y*
17.03%
5Y*
11.92%
10Y*
12.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RHM.DE vs. VWRD.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
RHM.DE
Rheinmetall AG		-22.00%155.27%116.51%56.82%128.13%-1.77%-12.43%35.55%-26.03%68.49%
VWRD.L
Vanguard FTSE All-World UCITS ETF		11.97%7.86%25.42%18.64%-13.12%27.38%6.56%28.51%-5.46%9.07%

Correlation

The correlation between RHM.DE and VWRD.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.16

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

0.22

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

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since May 22, 2012

0.40

Over the past year, the correlation between RHM.DE and VWRD.L has dropped to 0.16 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

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Rheinmetall AG

Vanguard FTSE All-World UCITS ETF

Often compared with RHM.DE:
RHM.DE vs. RNMBYRHM.DE vs. SAABYRHM.DE vs. NVDARHM.DE vs. HAG.DERHM.DE vs. LOM.DERHM.DE vs. RYCEYRHM.DE vs. KBGGY
Often compared with VWRD.L:
VWRD.L vs. VWRP.LVWRD.L vs. IWDA.LVWRD.L vs. VOOVWRD.L vs. JEPQVWRD.L vs. JEPG.LVWRD.L vs. EGLN.LVWRD.L vs. SPY

Return for Risk

RHM.DE vs. VWRD.L — 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: 1414
Overall Rank
RHM.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
RHM.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
RHM.DE Omega Ratio Rank: 1717
Omega Ratio Rank
RHM.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
RHM.DE Martin Ratio Rank: 66
Martin Ratio Rank
VWRD.L
VWRD.L Risk / Return Rank: 7272
Overall Rank
VWRD.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VWRD.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
VWRD.L Omega Ratio Rank: 7272
Omega Ratio Rank
VWRD.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
VWRD.L Martin Ratio Rank: 7373
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. VWRD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rheinmetall AG (RHM.DE) and Vanguard FTSE All-World UCITS ETF (VWRD.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

RHM.DEVWRD.LDifference
Sharpe ratioReturn per unit of total volatility
-0.68
2.04

-2.71

Sortino ratioReturn per unit of downside risk
-0.77
2.92

-3.69

Omega ratioGain probability vs. loss probability

0.91

1.38

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.70

4.03

-4.74

Martin ratioReturn relative to average drawdown

-1.53

15.16

-16.69

RHM.DE vs. VWRD.L - Sharpe Ratio Comparison

The current RHM.DE Sharpe Ratio is -0.68, which is lower than the VWRD.L Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of RHM.DE and VWRD.L, 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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Drawdowns

RHM.DE vs. VWRD.L - Drawdown Comparison

The maximum RHM.DE drawdown since its inception was -76.51%, which is greater than VWRD.L's maximum drawdown of -33.28%. Use the drawdown chart below to compare losses from any high point for RHM.DE and VWRD.L.

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Drawdown Indicators

RHM.DEVWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-76.51%

-33.28%

-43.23%

Max Drawdown (1Y)

Largest decline over 1 year

-43.11%

-6.40%

-36.71%

Max Drawdown (3Y)

Largest decline over 3 years

-43.11%

-20.08%

-23.03%

Max Drawdown (5Y)

Largest decline over 5 years

-43.11%

-20.08%

-23.03%

Max Drawdown (10Y)

Largest decline over 10 years

-62.18%

-33.28%

-28.90%

Current Drawdown

Current decline from peak

-38.77%

-1.46%

-37.31%

Average Drawdown

Average peak-to-trough decline

-21.20%

-4.30%

-16.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.80%

1.71%

+18.09%

Volatility

RHM.DE vs. VWRD.L - Volatility Comparison

Rheinmetall AG (RHM.DE) has a higher volatility of 11.36% compared to Vanguard FTSE All-World UCITS ETF (VWRD.L) at 4.14%. This indicates that RHM.DE's price experiences larger fluctuations and is considered to be riskier than VWRD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

RHM.DEVWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.36%

4.14%

+7.22%

Volatility (6M)

Calculated over the trailing 6-month period

33.58%

9.78%

+23.80%

Volatility (1Y)

Calculated over the trailing 1-year period

44.66%

12.73%

+31.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.96%

14.64%

+27.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.77%

15.60%

+22.17%

Dividends

RHM.DE vs. VWRD.L - Dividend Comparison

RHM.DE's dividend yield for the trailing twelve months is around 0.95%, less than VWRD.L's 1.25% yield.

PositionTTM20252024202320222021202020192018201720162015
RHM.DE
Rheinmetall AG		0.95%0.52%0.93%1.50%1.77%2.41%2.77%2.05%2.20%1.37%1.72%0.49%
VWRD.L
Vanguard FTSE All-World UCITS ETF		1.25%1.38%1.52%1.69%2.05%1.48%1.47%1.88%2.29%1.82%2.04%2.07%

Frequently Asked Questions

RHM.DE and VWRD.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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