SOF.BR vs. VWCE.DE
Compare and contrast key facts about Sofina Société Anonyme (SOF.BR) 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
SOF.BR vs. VWCE.DE - Performance Comparison
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SOF.BR vs. VWCE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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*
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Return for Risk
SOF.BR vs. VWCE.DE — Risk / Return Rank
SOF.BR
VWCE.DE
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.BR | VWCE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.31 | 0.86 | -1.17 |
Sortino ratioReturn per unit of downside risk | -0.25 | 1.23 | -1.48 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.19 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.12 | 2.95 | -2.83 |
Martin ratioReturn relative to average drawdown | 0.27 | 11.73 | -11.46 |
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
| SOF.BR | VWCE.DE | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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Drawdown Indicators
| SOF.BR | VWCE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -47.89% | -4.06% | -43.83% |
Average DrawdownAverage peak-to-trough decline | -17.10% | -4.80% | -12.30% |
Ulcer IndexDepth 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.
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Volatility by Period
| SOF.BR | VWCE.DE | Difference | |
|---|---|---|---|
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% |