V80A.DE vs. VWCE.DE
Compare and contrast key facts about Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE) and Vanguard FTSE All-World UCITS ETF (VWCE.DE).
V80A.DE and VWCE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. V80A.DE is an actively managed fund by Vanguard. It was launched on Dec 8, 2020. 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
V80A.DE vs. VWCE.DE - Performance Comparison
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V80A.DE vs. VWCE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
V80A.DE Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc | -0.30% | 7.94% | 19.25% | 15.10% | -13.51% | 20.55% | 1.78% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | -0.47% | 9.16% | 24.41% | 18.18% | -13.47% | 28.62% | 1.00% |
Returns By Period
In the year-to-date period, V80A.DE achieves a -0.30% return, which is significantly higher than VWCE.DE's -0.47% return.
V80A.DE
- 1D
- 0.06%
- 1M
- -1.79%
- YTD
- -0.30%
- 6M
- 2.16%
- 1Y
- 11.43%
- 3Y*
- 12.23%
- 5Y*
- 7.60%
- 10Y*
- —
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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V80A.DE vs. VWCE.DE - Expense Ratio Comparison
V80A.DE has a 0.25% expense ratio, which is higher than VWCE.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%.
Return for Risk
V80A.DE vs. VWCE.DE — Risk / Return Rank
V80A.DE
VWCE.DE
V80A.DE vs. VWCE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE) 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.
| V80A.DE | VWCE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.86 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.31 | 1.23 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.76 | 2.95 | -0.19 |
Martin ratioReturn relative to average drawdown | 10.85 | 11.73 | -0.88 |
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
| V80A.DE | VWCE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.86 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.72 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.68 | +0.13 |
Correlation
The correlation between V80A.DE and VWCE.DE is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
V80A.DE vs. VWCE.DE - Dividend Comparison
Neither V80A.DE nor VWCE.DE has paid dividends to shareholders.
Drawdowns
V80A.DE vs. VWCE.DE - Drawdown Comparison
The maximum V80A.DE drawdown since its inception was -16.79%, smaller than the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for V80A.DE and VWCE.DE.
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Drawdown Indicators
| V80A.DE | VWCE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.79% | -33.43% | +16.64% |
Max Drawdown (1Y)Largest decline over 1 year | -6.97% | -8.90% | +1.93% |
Max Drawdown (5Y)Largest decline over 5 years | -16.79% | -21.07% | +4.28% |
Current DrawdownCurrent decline from peak | -3.60% | -4.06% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -4.80% | +0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 1.65% | -0.22% |
Volatility
V80A.DE vs. VWCE.DE - Volatility Comparison
The current volatility for Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE) is 3.63%, while Vanguard FTSE All-World UCITS ETF (VWCE.DE) has a volatility of 4.40%. This indicates that V80A.DE experiences smaller price fluctuations and is considered to be less risky 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
| V80A.DE | VWCE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 4.40% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 6.77% | 8.53% | -1.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.35% | 15.78% | -3.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.91% | 13.72% | -2.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.87% | 16.25% | -5.38% |