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VEVE.AS vs. LCWL.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEVE.AS and LCWL.L is 0.92, 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.


-0.50.00.51.00.9

Performance

VEVE.AS vs. LCWL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Developed World UCITS ETF (VEVE.AS) and Lyxor Core MSCI World (DR) UCITS ETF (LCWL.L). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.12%
7.86%
VEVE.AS
LCWL.L

Key characteristics

Sharpe Ratio

VEVE.AS:

2.55

LCWL.L:

2.20

Sortino Ratio

VEVE.AS:

3.42

LCWL.L:

3.11

Omega Ratio

VEVE.AS:

1.52

LCWL.L:

1.43

Calmar Ratio

VEVE.AS:

3.37

LCWL.L:

1.30

Martin Ratio

VEVE.AS:

16.40

LCWL.L:

15.70

Ulcer Index

VEVE.AS:

1.70%

LCWL.L:

1.43%

Daily Std Dev

VEVE.AS:

10.92%

LCWL.L:

10.18%

Max Drawdown

VEVE.AS:

-33.57%

LCWL.L:

-25.69%

Current Drawdown

VEVE.AS:

-0.68%

LCWL.L:

-0.63%

Returns By Period

In the year-to-date period, VEVE.AS achieves a 28.17% return, which is significantly higher than LCWL.L's 22.13% return.


VEVE.AS

YTD

28.17%

1M

3.09%

6M

11.14%

1Y

27.88%

5Y*

12.66%

10Y*

11.66%

LCWL.L

YTD

22.13%

1M

1.98%

6M

9.11%

1Y

23.31%

5Y*

12.40%

10Y*

N/A

Compare stocks, funds, or ETFs

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


VEVE.AS vs. LCWL.L - Expense Ratio Comparison

Both VEVE.AS and LCWL.L have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VEVE.AS
Vanguard FTSE Developed World UCITS ETF
Expense ratio chart for VEVE.AS: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for LCWL.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

VEVE.AS vs. LCWL.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF (VEVE.AS) and Lyxor Core MSCI World (DR) UCITS ETF (LCWL.L). 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.


Sharpe ratio
The chart of Sharpe ratio for VEVE.AS, currently valued at 1.84, compared to the broader market0.002.004.001.841.93
The chart of Sortino ratio for VEVE.AS, currently valued at 2.58, compared to the broader market-2.000.002.004.006.008.0010.002.582.69
The chart of Omega ratio for VEVE.AS, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.35
The chart of Calmar ratio for VEVE.AS, currently valued at 2.53, compared to the broader market0.005.0010.0015.002.531.37
The chart of Martin ratio for VEVE.AS, currently valued at 11.13, compared to the broader market0.0020.0040.0060.0080.00100.0011.1311.61
VEVE.AS
LCWL.L

The current VEVE.AS Sharpe Ratio is 2.55, which is comparable to the LCWL.L Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of VEVE.AS and LCWL.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.84
1.93
VEVE.AS
LCWL.L

Dividends

VEVE.AS vs. LCWL.L - Dividend Comparison

VEVE.AS's dividend yield for the trailing twelve months is around 1.44%, while LCWL.L has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
VEVE.AS
Vanguard FTSE Developed World UCITS ETF
1.44%1.73%2.04%1.43%1.61%1.89%2.28%1.97%1.98%2.05%0.24%
LCWL.L
Lyxor Core MSCI World (DR) UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VEVE.AS vs. LCWL.L - Drawdown Comparison

The maximum VEVE.AS drawdown since its inception was -33.57%, which is greater than LCWL.L's maximum drawdown of -25.69%. Use the drawdown chart below to compare losses from any high point for VEVE.AS and LCWL.L. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.39%
-2.00%
VEVE.AS
LCWL.L

Volatility

VEVE.AS vs. LCWL.L - Volatility Comparison

Vanguard FTSE Developed World UCITS ETF (VEVE.AS) and Lyxor Core MSCI World (DR) UCITS ETF (LCWL.L) have volatilities of 2.17% and 2.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.17%
2.07%
VEVE.AS
LCWL.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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