PortfoliosLab logoPortfoliosLab logo
V80D.DE vs. VWCG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

V80D.DE vs. VWCG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing (V80D.DE) and Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, V80D.DE achieves a 9.90% return, which is significantly higher than VWCG.DE's 7.34% 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*

VWCG.DE

1D
0.57%
1M
1.01%
YTD
7.34%
6M
9.93%
1Y
16.18%
3Y*
14.09%
5Y*
9.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

V80D.DE vs. VWCG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
V80D.DE
Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing
9.90%8.03%19.69%14.94%-13.66%21.36%0.96%
VWCG.DE
Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating
7.34%20.45%8.94%16.07%-9.71%24.74%1.95%

Correlation

The correlation between V80D.DE and VWCG.DE is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.71

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

0.70

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

0.76

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2020

0.77

The correlation between V80D.DE and VWCG.DE has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

V80D.DE vs. VWCG.DE — Risk / Return Rank

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

V80D.DE
V80D.DE Risk / Return Rank: 7777
Overall Rank
V80D.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
V80D.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
V80D.DE Omega Ratio Rank: 7979
Omega Ratio Rank
V80D.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
V80D.DE Martin Ratio Rank: 7979
Martin Ratio Rank

VWCG.DE
VWCG.DE Risk / Return Rank: 3737
Overall Rank
VWCG.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VWCG.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
VWCG.DE Omega Ratio Rank: 3636
Omega Ratio Rank
VWCG.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
VWCG.DE Martin Ratio Rank: 4141
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.

V80D.DE vs. VWCG.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 Developed Europe UCITS ETF (EUR) Accumulating (VWCG.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.DEVWCG.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.12

Sortino ratioReturn per unit of downside risk

+1.57

Omega ratioGain probability vs. loss probability

1.46

1.24

+0.22

Calmar ratioReturn relative to maximum drawdown

3.73

1.70

+2.03

Martin ratioReturn relative to average drawdown

15.22

6.40

+8.82

V80D.DE vs. VWCG.DE - Sharpe Ratio Comparison

The current V80D.DE Sharpe Ratio is 2.38, which is higher than the VWCG.DE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of V80D.DE and VWCG.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.


Loading charts...

Sharpe Ratios by Period


V80D.DEVWCG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

1.26

+1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.69

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.64

+0.32

Drawdowns

V80D.DE vs. VWCG.DE - Drawdown Comparison

The maximum V80D.DE drawdown since its inception was -16.62%, smaller than the maximum VWCG.DE drawdown of -35.68%. Use the drawdown chart below to compare losses from any high point for V80D.DE and VWCG.DE.


Loading charts...

Drawdown Indicators


V80D.DEVWCG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.62%

-35.68%

+19.06%

Max Drawdown (1Y)

Largest decline over 1 year

-5.59%

-9.58%

+3.99%

Max Drawdown (3Y)

Largest decline over 3 years

-16.62%

-16.07%

-0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-16.62%

-20.10%

+3.48%

Current Drawdown

Current decline from peak

-0.42%

-1.51%

+1.09%

Average Drawdown

Average peak-to-trough decline

-3.96%

-5.10%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

2.55%

-1.18%

Volatility

V80D.DE vs. VWCG.DE - Volatility Comparison

The current volatility for Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing (V80D.DE) is 2.38%, while Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) has a volatility of 4.33%. This indicates that V80D.DE experiences smaller price fluctuations and is considered to be less risky than VWCG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


V80D.DEVWCG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.38%

4.33%

-1.95%

Volatility (6M)

Calculated over the trailing 6-month period

6.43%

10.64%

-4.21%

Volatility (1Y)

Calculated over the trailing 1-year period

8.76%

12.91%

-4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.91%

14.29%

-3.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.79%

17.09%

-6.30%

V80D.DE vs. VWCG.DE - Expense Ratio Comparison

V80D.DE has a 0.25% expense ratio, which is higher than VWCG.DE's 0.10% 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. VWCG.DE - Dividend Comparison

V80D.DE's dividend yield for the trailing twelve months is around 1.81%, while VWCG.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021
V80D.DE
Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing
1.81%1.99%1.95%2.02%2.10%1.88%
VWCG.DE
Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


V80D.DE and VWCG.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VWCG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWCG.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for V80D.DE.

V80D.DE is categorized as Global Allocation, while VWCG.DE is Europe Equities. Their fees differ too: 0.25% for V80D.DE and 0.10% for VWCG.DE.

Portfolio Optimizer

Find the right allocation for V80D.DE and VWCG.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer