SPT vs. VWCE.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Sprout Social, Inc. (SPT) 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

SPT vs. VWCE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprout Social, Inc. (SPT) and Vanguard FTSE All-World UCITS ETF (VWCE.DE). The values are adjusted to include any dividend payments, if applicable.

SPT vs. VWCE.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SPT Sprout Social, Inc.	-50.31%	-63.30%	-50.02%	8.82%	-37.74%	99.71%	182.93%	-3.31%
VWCE.DE Vanguard FTSE All-World UCITS ETF	-1.65%	23.23%	17.30%	21.91%	-18.24%	18.47%	15.65%	2.61%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, SPT achieves a -50.31% return, which is significantly lower than VWCE.DE's -1.65% return.

SPT

• 1D: -1.75%
• 1M: -13.98%
• YTD: -50.31%
• 6M: -55.09%
• 1Y: -74.55%
• 3Y*: -54.86%
• 5Y*: -37.41%
• 10Y*: —

VWCE.DE

• 1D: 2.54%
• 1M: -4.19%
• YTD: -1.65%
• 6M: 1.94%
• 1Y: 22.08%
• 3Y*: 17.58%
• 5Y*: 9.65%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SPT vs. VWCE.DE — Risk / Return Rank

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

SPT

SPT Risk / Return Rank: 3
SPT Sharpe Ratio Rank: 0
SPT Sortino Ratio Rank: 0
SPT Omega Ratio Rank: 1
SPT Calmar Ratio Rank: 4
SPT Martin Ratio Rank: 8

VWCE.DE

VWCE.DE Risk / Return Rank: 52
VWCE.DE Sharpe Ratio Rank: 45
VWCE.DE Sortino Ratio Rank: 42
VWCE.DE Omega Ratio Rank: 46
VWCE.DE Calmar Ratio Rank: 59
VWCE.DE Martin Ratio Rank: 68

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.

SPT vs. VWCE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprout Social, Inc. (SPT) 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.

	SPT	VWCE.DE	Difference
Sharpe ratio Return per unit of total volatility	-1.42	1.34	-2.76
Sortino ratio Return per unit of downside risk	-2.87	1.89	-4.76
Omega ratio Gain probability vs. loss probability	0.68	1.28	-0.60
Calmar ratio Return relative to maximum drawdown	-0.96	2.21	-3.18
Martin ratio Return relative to average drawdown	-1.55	9.79	-11.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SPT vs. VWCE.DE - Sharpe Ratio Comparison

The current SPT Sharpe Ratio is -1.42, which is lower than the VWCE.DE Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of SPT 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.

Sharpe Ratios by Period

	SPT	VWCE.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.42	1.34	-2.76
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.56	0.62	-1.18
Sharpe Ratio (All Time) Calculated using the full available price history	-0.23	0.67	-0.90

Correlation

The correlation between SPT and VWCE.DE is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SPT vs. VWCE.DE - Dividend Comparison

Neither SPT nor VWCE.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

SPT vs. VWCE.DE - Drawdown Comparison

The maximum SPT drawdown since its inception was -96.19%, which is greater than VWCE.DE's maximum drawdown of -33.91%. Use the drawdown chart below to compare losses from any high point for SPT and VWCE.DE.

Drawdown Indicators

	SPT	VWCE.DE	Difference
Max Drawdown Largest peak-to-trough decline	-96.19%	-33.43%	-62.76%
Max Drawdown (1Y) Largest decline over 1 year	-77.54%	-13.20%	-64.34%
Max Drawdown (5Y) Largest decline over 5 years	-96.19%	-21.07%	-75.12%
Current Drawdown Current decline from peak	-96.12%	-3.95%	-92.17%
Average Drawdown Average peak-to-trough decline	-52.10%	-4.80%	-47.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	48.05%	1.94%	+46.11%

Volatility

SPT vs. VWCE.DE - Volatility Comparison

Sprout Social, Inc. (SPT) has a higher volatility of 15.38% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 5.19%. This indicates that SPT'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.

Volatility by Period

	SPT	VWCE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.38%	5.19%	+10.19%
Volatility (6M) Calculated over the trailing 6-month period	39.80%	9.12%	+30.68%
Volatility (1Y) Calculated over the trailing 1-year period	52.75%	16.40%	+36.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	67.12%	15.28%	+51.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	69.49%	17.40%	+52.09%