V80D.DE vs. VGWL.DE
V80D.DE (Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing) and VGWL.DE (Vanguard FTSE All-World UCITS ETF Distributing) are both exchange-traded funds - V80D.DE is a Global Allocation fund actively managed by Vanguard, while VGWL.DE is a Global Equities fund tracking the FTSE All-World. V80D.DE is actively managed, while VGWL.DE is passively managed. Over the past 5 years, V80D.DE returned 9.40%/yr vs 12.28%/yr for VGWL.DE. With a 0.97 correlation, they move nearly in lockstep. V80D.DE charges 0.25%/yr vs 0.22%/yr for VGWL.DE.
Performance
V80D.DE vs. VGWL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, V80D.DE achieves a 9.90% return, which is significantly lower than VGWL.DE's 12.63% return.
V80D.DE
- 1D
- -0.28%
- 1M
- 4.30%
- YTD
- 9.90%
- 6M
- 10.63%
- 1Y
- 20.94%
- 3Y*
- 14.60%
- 5Y*
- 9.40%
- 10Y*
- —
VGWL.DE
- 1D
- -0.24%
- 1M
- 5.01%
- YTD
- 12.63%
- 6M
- 13.34%
- 1Y
- 26.36%
- 3Y*
- 17.85%
- 5Y*
- 12.28%
- 10Y*
- —
V80D.DE vs. VGWL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
V80D.DE Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing | 9.90% | 8.03% | 19.69% | 14.94% | -13.66% | 21.36% | 0.96% |
VGWL.DE Vanguard FTSE All-World UCITS ETF Distributing | 12.63% | 9.18% | 24.40% | 18.17% | -13.48% | 28.60% | 1.01% |
Correlation
The correlation between V80D.DE and VGWL.DE is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2020 | 0.97 |
The correlation between V80D.DE and VGWL.DE has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.
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Return for Risk
V80D.DE vs. VGWL.DE — Risk / Return Rank
V80D.DE
VGWL.DE
V80D.DE vs. VGWL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing (V80D.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.
| V80D.DE | VGWL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.44 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 3.99 | -0.26 |
| Martin ratioReturn relative to average drawdown | 15.22 | 16.38 | -1.16 |
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
| V80D.DE | VGWL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | 2.32 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.88 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.77 | +0.20 |
Drawdowns
V80D.DE vs. VGWL.DE - Drawdown Comparison
The maximum V80D.DE drawdown since its inception was -16.62%, smaller than the maximum VGWL.DE drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for V80D.DE and VGWL.DE.
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Drawdown Indicators
| V80D.DE | VGWL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.62% | -33.40% | +16.78% |
Max Drawdown (1Y)Largest decline over 1 year | -5.59% | -6.57% | +0.98% |
Max Drawdown (3Y)Largest decline over 3 years | -16.62% | -21.04% | +4.42% |
Max Drawdown (5Y)Largest decline over 5 years | -16.62% | -21.04% | +4.42% |
Current DrawdownCurrent decline from peak | -0.42% | -0.64% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -3.96% | -4.34% | +0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 1.61% | -0.24% |
Volatility
V80D.DE vs. VGWL.DE - Volatility Comparison
The current volatility for Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing (V80D.DE) is 2.38%, while Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE) has a volatility of 3.02%. This indicates that V80D.DE experiences smaller price fluctuations and is considered to be less risky 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
| V80D.DE | VGWL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.38% | 3.02% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 6.43% | 8.13% | -1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.76% | 11.29% | -2.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.91% | 13.76% | -2.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.79% | 15.51% | -4.72% |
V80D.DE vs. VGWL.DE - Expense Ratio Comparison
V80D.DE has a 0.25% 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
V80D.DE vs. VGWL.DE - Dividend Comparison
V80D.DE's dividend yield for the trailing twelve months is around 1.81%, more than VGWL.DE's 1.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
V80D.DE Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing | 1.81% | 1.99% | 1.95% | 2.02% | 2.10% | 1.88% | 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 0.95, V80D.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 0.25% for V80D.DE.
V80D.DE is categorized as Global Allocation, while VGWL.DE is Global Equities. Their fees differ too: 0.25% for V80D.DE and 0.22% for VGWL.DE.
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