PortfoliosLab logoPortfoliosLab logo
SOF.BR vs. VWCE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SOF.BR vs. VWCE.DE - Performance Comparison

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

Loading graphics...

SOF.BR vs. VWCE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SOF.BR
Sofina Société Anonyme
-13.28%14.69%-1.67%11.35%-51.87%57.46%45.69%8.81%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
-0.47%9.16%24.41%18.18%-13.47%28.62%5.36%8.01%

Returns By Period

In the year-to-date period, SOF.BR achieves a -13.28% return, which is significantly lower than VWCE.DE's -0.47% return.


SOF.BR

1D
-0.28%
1M
-10.82%
YTD
-13.28%
6M
-17.04%
1Y
-8.19%
3Y*
1.62%
5Y*
-4.80%
10Y*
8.98%

VWCE.DE

1D
-0.11%
1M
-1.99%
YTD
-0.47%
6M
2.61%
1Y
13.70%
3Y*
14.86%
5Y*
9.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SOF.BR vs. VWCE.DE — Risk / Return Rank

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

SOF.BR
SOF.BR Risk / Return Rank: 3131
Overall Rank
SOF.BR Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SOF.BR Sortino Ratio Rank: 2222
Sortino Ratio Rank
SOF.BR Omega Ratio Rank: 2323
Omega Ratio Rank
SOF.BR Calmar Ratio Rank: 4242
Calmar Ratio Rank
SOF.BR Martin Ratio Rank: 4242
Martin Ratio Rank

VWCE.DE
VWCE.DE Risk / Return Rank: 6060
Overall Rank
VWCE.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 4444
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 8787
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.

SOF.BR vs. VWCE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sofina Société Anonyme (SOF.BR) 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.


SOF.BRVWCE.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.31

0.86

-1.17

Sortino ratio

Return per unit of downside risk

-0.25

1.23

-1.48

Omega ratio

Gain probability vs. loss probability

0.97

1.19

-0.22

Calmar ratio

Return relative to maximum drawdown

0.12

2.95

-2.83

Martin ratio

Return relative to average drawdown

0.27

11.73

-11.46

SOF.BR vs. VWCE.DE - Sharpe Ratio Comparison

The current SOF.BR Sharpe Ratio is -0.31, which is lower than the VWCE.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of SOF.BR 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.


Loading graphics...

Sharpe Ratios by Period


SOF.BRVWCE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.31

0.86

-1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.72

-0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.68

-0.28

Correlation

The correlation between SOF.BR and VWCE.DE is 0.50, 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

SOF.BR vs. VWCE.DE - Dividend Comparison

SOF.BR's dividend yield for the trailing twelve months is around 1.62%, while VWCE.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
SOF.BR
Sofina Société Anonyme
1.62%1.41%1.52%1.43%1.51%0.69%1.04%1.44%1.60%1.94%1.94%2.19%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SOF.BR vs. VWCE.DE - Drawdown Comparison

The maximum SOF.BR drawdown since its inception was -59.53%, 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 SOF.BR and VWCE.DE.


Loading graphics...

Drawdown Indicators


SOF.BRVWCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.53%

-33.43%

-26.10%

Max Drawdown (1Y)

Largest decline over 1 year

-26.62%

-8.90%

-17.72%

Max Drawdown (5Y)

Largest decline over 5 years

-59.53%

-21.07%

-38.46%

Max Drawdown (10Y)

Largest decline over 10 years

-59.53%

Current Drawdown

Current decline from peak

-47.89%

-4.06%

-43.83%

Average Drawdown

Average peak-to-trough decline

-17.10%

-4.80%

-12.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.54%

1.65%

+9.89%

Volatility

SOF.BR vs. VWCE.DE - Volatility Comparison

Sofina Société Anonyme (SOF.BR) has a higher volatility of 10.08% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 4.40%. This indicates that SOF.BR'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.


Loading graphics...

Volatility by Period


SOF.BRVWCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.08%

4.40%

+5.68%

Volatility (6M)

Calculated over the trailing 6-month period

15.83%

8.53%

+7.30%

Volatility (1Y)

Calculated over the trailing 1-year period

26.51%

15.78%

+10.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.45%

13.72%

+14.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.80%

16.25%

+8.55%