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VEVE.L vs. FWRG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEVE.L vs. FWRG - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) and First Watch Restaurant Group, Inc. (FWRG). The values are adjusted to include any dividend payments, if applicable.

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VEVE.L vs. FWRG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VEVE.L vs. FWRG — Risk / Return Rank

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

VEVE.L
VEVE.L Risk / Return Rank: 7676
Overall Rank
VEVE.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VEVE.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
VEVE.L Omega Ratio Rank: 7171
Omega Ratio Rank
VEVE.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
VEVE.L Martin Ratio Rank: 8484
Martin Ratio Rank

FWRG
FWRG Risk / Return Rank: 1212
Overall Rank
FWRG Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FWRG Sortino Ratio Rank: 1414
Sortino Ratio Rank
FWRG Omega Ratio Rank: 1414
Omega Ratio Rank
FWRG Calmar Ratio Rank: 1717
Calmar Ratio Rank
FWRG Martin Ratio Rank: 55
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.

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.LFWRGDifference

Sharpe ratio

Return per unit of total volatility

1.29

-0.71

+2.00

Sortino ratio

Return per unit of downside risk

1.80

-0.84

+2.64

Omega ratio

Gain probability vs. loss probability

1.27

0.89

+0.38

Calmar ratio

Return relative to maximum drawdown

2.64

-0.73

+3.37

Martin ratio

Return relative to average drawdown

10.06

-1.71

+11.76

VEVE.L vs. FWRG - Sharpe Ratio Comparison

The current VEVE.L Sharpe Ratio is 1.29, which is higher than the FWRG Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of VEVE.L and FWRG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VEVE.LFWRGDifference

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.


TTM20252024202320222021202020192018201720162015
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.LFWRGDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.97%

-57.13%

+53.16%

Average Drawdown

Average peak-to-trough decline

-3.45%

-27.96%

+24.51%

Ulcer Index

Depth 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.LFWRGDifference

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%