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V3AA.DE vs. VGWL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

V3AA.DE vs. VGWL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard ESG Global All Cap UCITS ETF (USD) Acc (V3AA.DE) and Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with V3AA.DE having a 12.77% return and VGWL.DE slightly lower at 12.63%.


V3AA.DE

1D
-0.11%
1M
4.35%
YTD
12.77%
6M
13.07%
1Y
26.49%
3Y*
17.62%
5Y*
11.33%
10Y*

VGWL.DE

1D
-0.24%
1M
3.64%
YTD
12.63%
6M
12.78%
1Y
26.26%
3Y*
17.85%
5Y*
12.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

V3AA.DE vs. VGWL.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
V3AA.DE
Vanguard ESG Global All Cap UCITS ETF (USD) Acc
12.77%7.60%24.41%20.63%-18.04%20.19%
VGWL.DE
Vanguard FTSE All-World UCITS ETF Distributing
12.63%9.18%24.40%18.17%-13.48%19.63%

Correlation

The correlation between V3AA.DE and VGWL.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.97

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

0.98

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2021

0.98

The correlation between V3AA.DE and VGWL.DE has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

V3AA.DE vs. VGWL.DE — Risk / Return Rank

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

V3AA.DE
V3AA.DE Risk / Return Rank: 6868
Overall Rank
V3AA.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
V3AA.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
V3AA.DE Omega Ratio Rank: 6767
Omega Ratio Rank
V3AA.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
V3AA.DE Martin Ratio Rank: 7272
Martin Ratio Rank

VGWL.DE
VGWL.DE Risk / Return Rank: 7676
Overall Rank
VGWL.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VGWL.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
VGWL.DE Omega Ratio Rank: 7575
Omega Ratio Rank
VGWL.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
VGWL.DE Martin Ratio Rank: 8282
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.

V3AA.DE vs. VGWL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Global All Cap UCITS ETF (USD) Acc (V3AA.DE) and Vanguard FTSE All-World UCITS ETF Distributing (VGWL.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.


V3AA.DEVGWL.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.40

1.44

-0.04

Calmar ratioReturn relative to maximum drawdown

3.30

3.99

-0.69

Martin ratioReturn relative to average drawdown

13.32

16.38

-3.06

V3AA.DE vs. VGWL.DE - Sharpe Ratio Comparison

The current V3AA.DE Sharpe Ratio is 2.17, which is comparable to the VGWL.DE Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of V3AA.DE and VGWL.DE, 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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Sharpe Ratios by Period


V3AA.DEVGWL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

2.32

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.88

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.77

+0.05

Drawdowns

V3AA.DE vs. VGWL.DE - Drawdown Comparison

The maximum V3AA.DE drawdown since its inception was -22.30%, smaller than the maximum VGWL.DE drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for V3AA.DE and VGWL.DE.


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Drawdown Indicators


V3AA.DEVGWL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.30%

-33.40%

+11.10%

Max Drawdown (1Y)

Largest decline over 1 year

-8.16%

-6.57%

-1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-22.30%

-21.04%

-1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-22.30%

-21.04%

-1.26%

Current Drawdown

Current decline from peak

-0.75%

-0.64%

-0.11%

Average Drawdown

Average peak-to-trough decline

-5.91%

-4.34%

-1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

1.61%

+0.42%

Volatility

V3AA.DE vs. VGWL.DE - Volatility Comparison

Vanguard ESG Global All Cap UCITS ETF (USD) Acc (V3AA.DE) has a higher volatility of 3.38% compared to Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE) at 3.02%. This indicates that V3AA.DE's price experiences larger fluctuations and is considered to be riskier than VGWL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


V3AA.DEVGWL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

3.02%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.13%

8.13%

+1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

12.42%

11.29%

+1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.42%

13.76%

+0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.33%

15.51%

-1.18%

V3AA.DE vs. VGWL.DE - Expense Ratio Comparison

V3AA.DE has a 0.24% expense ratio, which is higher than VGWL.DE's 0.22% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

V3AA.DE vs. VGWL.DE - Dividend Comparison

V3AA.DE has not paid dividends to shareholders, while VGWL.DE's dividend yield for the trailing twelve months is around 1.24%.


PositionTTM202520242023202220212020201920182017
V3AA.DE
Vanguard ESG Global All Cap UCITS ETF (USD) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGWL.DE
Vanguard FTSE All-World UCITS ETF Distributing
1.24%1.42%1.48%1.73%2.09%1.43%1.56%1.87%2.26%0.37%

Frequently Asked Questions


With a correlation of 0.97, V3AA.DE and VGWL.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VGWL.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGWL.DE is cheaper with a 0.22% expense ratio, compared with 0.24% for V3AA.DE.

V3AA.DE tracks FTSE Global All Cap Choice Index, while VGWL.DE tracks FTSE All-World. Their fees differ too: 0.24% for V3AA.DE and 0.22% for VGWL.DE.

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