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VDIV.DE vs. PSWD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDIV.DE vs. PSWD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE) and Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VDIV.DE achieves a 10.63% return, which is significantly lower than PSWD.DE's 17.33% return.


VDIV.DE

1D
0.25%
1M
-0.40%
YTD
10.63%
6M
10.86%
1Y
28.67%
3Y*
20.75%
5Y*
17.69%
10Y*

PSWD.DE

1D
0.14%
1M
1.29%
YTD
17.33%
6M
17.92%
1Y
34.49%
3Y*
19.55%
5Y*
13.47%
10Y*
12.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VDIV.DE vs. PSWD.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VDIV.DE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
10.63%24.58%15.66%11.45%15.47%27.94%-11.00%23.04%-2.35%
PSWD.DE
Invesco FTSE RAFI All World 3000 UCITS ETF
17.33%14.61%17.71%12.73%-3.65%31.90%-3.86%26.31%-3.62%

Correlation

The correlation between VDIV.DE and PSWD.DE is 0.59, 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

0.59

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

0.73

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

0.79

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2018

0.82

Over the past year, the correlation between VDIV.DE and PSWD.DE has dropped to 0.59 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.

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Return for Risk

VDIV.DE vs. PSWD.DE — Risk / Return Rank

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

VDIV.DE
VDIV.DE Risk / Return Rank: 9494
Overall Rank
VDIV.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
VDIV.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
VDIV.DE Omega Ratio Rank: 9393
Omega Ratio Rank
VDIV.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
VDIV.DE Martin Ratio Rank: 9494
Martin Ratio Rank

PSWD.DE
PSWD.DE Risk / Return Rank: 9494
Overall Rank
PSWD.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
PSWD.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
PSWD.DE Omega Ratio Rank: 9494
Omega Ratio Rank
PSWD.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
PSWD.DE Martin Ratio Rank: 9494
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.

VDIV.DE vs. PSWD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE) and Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VDIV.DEPSWD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.57

1.58

-0.02

Calmar ratioReturn relative to maximum drawdown

7.75

5.83

+1.92

Martin ratioReturn relative to average drawdown

23.02

23.39

-0.37

VDIV.DE vs. PSWD.DE - Sharpe Ratio Comparison

The current VDIV.DE Sharpe Ratio is 3.01, which is comparable to the PSWD.DE Sharpe Ratio of 3.14. The chart below compares the historical Sharpe Ratios of VDIV.DE and PSWD.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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Drawdowns

VDIV.DE vs. PSWD.DE - Drawdown Comparison

The maximum VDIV.DE drawdown since its inception was -36.13%, roughly equal to the maximum PSWD.DE drawdown of -36.38%. Use the drawdown chart below to compare losses from any high point for VDIV.DE and PSWD.DE.


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Drawdown Indicators


VDIV.DEPSWD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.13%

-36.38%

+0.25%

Max Drawdown (1Y)

Largest decline over 1 year

-3.68%

-5.88%

+2.20%

Max Drawdown (3Y)

Largest decline over 3 years

-15.13%

-18.19%

+3.06%

Max Drawdown (5Y)

Largest decline over 5 years

-15.13%

-18.19%

+3.06%

Max Drawdown (10Y)

Largest decline over 10 years

-36.38%

Current Drawdown

Current decline from peak

-1.64%

-0.74%

-0.90%

Average Drawdown

Average peak-to-trough decline

-4.20%

-4.65%

+0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

1.47%

-0.23%

Volatility

VDIV.DE vs. PSWD.DE - Volatility Comparison

The current volatility for VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE) is 2.32%, while Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE) has a volatility of 3.35%. This indicates that VDIV.DE experiences smaller price fluctuations and is considered to be less risky than PSWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VDIV.DEPSWD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

3.35%

-1.03%

Volatility (6M)

Calculated over the trailing 6-month period

7.08%

8.34%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

9.49%

10.95%

-1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.94%

13.23%

-1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.33%

15.17%

+0.16%

VDIV.DE vs. PSWD.DE - Expense Ratio Comparison

VDIV.DE has a 0.38% expense ratio, which is lower than PSWD.DE's 0.39% expense ratio.


Dividends

VDIV.DE vs. PSWD.DE - Dividend Comparison

VDIV.DE's dividend yield for the trailing twelve months is around 3.17%, more than PSWD.DE's 1.68% yield.


PositionTTM20252024202320222021202020192018201720162015
PSWD.DE
Invesco FTSE RAFI All World 3000 UCITS ETF
1.68%2.03%2.27%2.48%2.66%1.92%1.98%2.37%2.56%2.06%1.97%2.02%
VDIV.DE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.17%3.58%4.19%4.97%4.56%3.97%4.11%4.35%0.91%0.00%0.00%0.00%

Frequently Asked Questions


VDIV.DE and PSWD.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VDIV.DE is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VDIV.DE is cheaper with a 0.38% expense ratio, compared with 0.39% for PSWD.DE.

VDIV.DE tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index, while PSWD.DE tracks FTSE RAFI All-World 3000. They also come from different issuers: VanEck and Invesco. Their fees differ too: 0.38% for VDIV.DE and 0.39% for PSWD.DE.

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