SHEL vs. VWELX
SHEL (Shell plc) is a stock, while VWELX (Vanguard Wellington Fund Investor Shares) is Diversified Portfolio fund actively managed by Vanguard. Over the past 10 years, SHEL returned 10.03%/yr vs 9.87%/yr for VWELX. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
SHEL vs. VWELX - Performance Comparison
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Returns By Period
In the year-to-date period, SHEL achieves a 20.10% return, which is significantly higher than VWELX's 4.55% return. Both investments have delivered pretty close results over the past 10 years, with SHEL having a 10.03% annualized return and VWELX not far behind at 9.87%.
SHEL
- 1D
- 1.46%
- 1M
- 4.13%
- YTD
- 20.10%
- 6M
- 21.39%
- 1Y
- 32.28%
- 3Y*
- 18.69%
- 5Y*
- 23.01%
- 10Y*
- 10.03%
VWELX
- 1D
- -2.02%
- 1M
- -0.51%
- YTD
- 4.55%
- 6M
- 4.96%
- 1Y
- 17.46%
- 3Y*
- 14.67%
- 5Y*
- 8.31%
- 10Y*
- 9.87%
SHEL vs. VWELX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHEL Shell plc | 20.10% | 22.16% | -0.87% | 20.19% | 36.18% | 34.27% | -41.08% | 6.38% | -7.23% | 21.67% |
VWELX Vanguard Wellington Fund Investor Shares | 4.55% | 16.54% | 14.73% | 14.29% | -14.36% | 18.99% | 10.57% | 22.51% | -3.43% | 13.98% |
Correlation
The correlation between SHEL and VWELX is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2005 | 0.53 |
Over the past year, the correlation between SHEL and VWELX has dropped to 0.00 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.
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Return for Risk
SHEL vs. VWELX — Risk / Return Rank
SHEL
VWELX
SHEL vs. VWELX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shell plc (SHEL) and Vanguard Wellington Fund Investor Shares (VWELX). 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.
| SHEL | VWELX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.39 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 2.67 | +0.33 |
| Martin ratioReturn relative to average drawdown | 8.40 | 12.31 | -3.91 |
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
| SHEL | VWELX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 2.09 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.75 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.86 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.84 | -0.62 |
Drawdowns
SHEL vs. VWELX - Drawdown Comparison
The maximum SHEL drawdown since its inception was -71.57%, which is greater than VWELX's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for SHEL and VWELX.
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Drawdown Indicators
| SHEL | VWELX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.57% | -36.12% | -35.45% |
Max Drawdown (1Y)Largest decline over 1 year | -10.81% | -6.78% | -4.03% |
Max Drawdown (3Y)Largest decline over 3 years | -18.47% | -11.98% | -6.49% |
Max Drawdown (5Y)Largest decline over 5 years | -25.04% | -20.88% | -4.16% |
Max Drawdown (10Y)Largest decline over 10 years | -71.57% | -25.33% | -46.24% |
Current DrawdownCurrent decline from peak | -7.13% | -2.39% | -4.74% |
Average DrawdownAverage peak-to-trough decline | -16.74% | -3.92% | -12.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 1.47% | +2.38% |
Volatility
SHEL vs. VWELX - Volatility Comparison
Shell plc (SHEL) has a higher volatility of 5.98% compared to Vanguard Wellington Fund Investor Shares (VWELX) at 3.12%. This indicates that SHEL's price experiences larger fluctuations and is considered to be riskier than VWELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHEL | VWELX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | 3.12% | +2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 17.50% | 7.00% | +10.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.15% | 8.67% | +12.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.22% | 11.17% | +14.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.84% | 11.55% | +19.29% |
Dividends
SHEL vs. VWELX - Dividend Comparison
SHEL's dividend yield for the trailing twelve months is around 3.41%, less than VWELX's 11.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHEL Shell plc | 3.41% | 3.90% | 4.39% | 3.76% | 3.48% | 3.78% | 5.69% | 6.27% | 6.27% | 2.75% | 6.49% | 8.17% |
VWELX Vanguard Wellington Fund Investor Shares | 11.02% | 11.46% | 10.76% | 6.01% | 8.19% | 8.64% | 7.77% | 4.67% | 9.49% | 5.82% | 4.44% | 7.03% |
Frequently Asked Questions
SHEL and VWELX have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHEL has higher volatility (5.98%) compared to VWELX (3.12%). In terms of maximum drawdown, SHEL dropped -71.57% vs VWELX's -36.12%.
VWELX currently has the higher Sharpe Ratio (2.09 vs 1.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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