VEVE.L vs. FWRG
Compare and contrast key facts about Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) and First Watch Restaurant Group, Inc. (FWRG).
VEVE.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 30, 2014.
Performance
VEVE.L vs. FWRG - Performance Comparison
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VEVE.L vs. FWRG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | -0.66% | 13.81% | 20.22% | 17.45% | -8.34% | 8.04% |
FWRG First Watch Restaurant Group, Inc. | -26.26% | -24.74% | -5.80% | 41.13% | -9.67% | -24.21% |
Different Trading Currencies
VEVE.L is traded in GBP, while FWRG is traded in USD. To make them comparable, the FWRG values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, VEVE.L achieves a -0.66% return, which is significantly higher than FWRG's -26.26% return.
VEVE.L
- 1D
- 2.03%
- 1M
- -3.61%
- YTD
- -0.66%
- 6M
- 3.27%
- 1Y
- 18.32%
- 3Y*
- 15.10%
- 5Y*
- 11.36%
- 10Y*
- 12.88%
FWRG
- 1D
- 4.15%
- 1M
- -11.20%
- YTD
- -26.26%
- 6M
- -29.23%
- 1Y
- -40.45%
- 3Y*
- -14.10%
- 5Y*
- —
- 10Y*
- —
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Return for Risk
VEVE.L vs. FWRG — Risk / Return Rank
VEVE.L
FWRG
VEVE.L vs. FWRG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) and First Watch Restaurant Group, Inc. (FWRG). 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.
| VEVE.L | FWRG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | -0.71 | +2.00 |
Sortino ratioReturn per unit of downside risk | 1.80 | -0.84 | +2.64 |
Omega ratioGain probability vs. loss probability | 1.27 | 0.89 | +0.38 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | -0.73 | +3.37 |
Martin ratioReturn relative to average drawdown | 10.06 | -1.71 | +11.76 |
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
| VEVE.L | FWRG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | -0.71 | +2.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | -0.30 | +1.15 |
Correlation
The correlation between VEVE.L and FWRG is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
VEVE.L vs. FWRG - Dividend Comparison
VEVE.L's dividend yield for the trailing twelve months is around 1.39%, while FWRG has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | 1.39% | 1.38% | 1.48% | 1.71% | 1.98% | 1.46% | 1.62% | 1.95% | 2.24% | 1.93% | 1.88% | 2.03% |
FWRG First Watch Restaurant Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VEVE.L vs. FWRG - Drawdown Comparison
The maximum VEVE.L drawdown since its inception was -25.52%, smaller than the maximum FWRG drawdown of -62.45%. Use the drawdown chart below to compare losses from any high point for VEVE.L and FWRG.
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Drawdown Indicators
| VEVE.L | FWRG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.52% | -60.38% | +34.86% |
Max Drawdown (1Y)Largest decline over 1 year | -10.28% | -49.68% | +39.40% |
Max Drawdown (5Y)Largest decline over 5 years | -18.34% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -25.52% | — | — |
Current DrawdownCurrent decline from peak | -3.97% | -57.13% | +53.16% |
Average DrawdownAverage peak-to-trough decline | -3.45% | -27.96% | +24.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 20.56% | -18.74% |
Volatility
VEVE.L vs. FWRG - Volatility Comparison
The current volatility for Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) is 4.49%, while First Watch Restaurant Group, Inc. (FWRG) has a volatility of 16.92%. This indicates that VEVE.L experiences smaller price fluctuations and is considered to be less risky than FWRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEVE.L | FWRG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 16.92% | -12.43% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 42.04% | -33.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.19% | 57.45% | -43.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.14% | 46.94% | -33.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.34% | 46.94% | -32.60% |