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VGEJ.DE vs. VGWL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGEJ.DE vs. VGWL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VGEJ.DE) and Vanguard FTSE All-World UCITS ETF Distributing (VGWL.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, VGEJ.DE achieves a 50.18% return, which is significantly higher than VGWL.DE's 12.63% return.


VGEJ.DE

1D
-3.08%
1M
7.14%
YTD
50.18%
6M
54.46%
1Y
78.68%
3Y*
26.79%
5Y*
15.69%
10Y*
15.36%

VGWL.DE

1D
-0.24%
1M
3.64%
YTD
12.63%
6M
12.78%
1Y
26.26%
3Y*
17.85%
5Y*
12.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGEJ.DE vs. VGWL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGEJ.DE
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing
50.18%24.74%3.34%10.27%-4.11%14.06%11.18%25.07%-6.90%6.33%
VGWL.DE
Vanguard FTSE All-World UCITS ETF Distributing
12.63%9.18%24.40%18.17%-13.48%28.60%5.38%30.12%-6.03%2.20%

Correlation

The correlation between VGEJ.DE and VGWL.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

0.72

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

0.73

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.77

The correlation between VGEJ.DE and VGWL.DE has been stable across timeframes, ranging from 0.71 to 0.77 - a consistent structural relationship.

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Return for Risk

VGEJ.DE vs. VGWL.DE — Risk / Return Rank

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

VGEJ.DE
VGEJ.DE Risk / Return Rank: 9494
Overall Rank
VGEJ.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VGEJ.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
VGEJ.DE Omega Ratio Rank: 9595
Omega Ratio Rank
VGEJ.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
VGEJ.DE Martin Ratio Rank: 9393
Martin Ratio Rank

VGWL.DE
VGWL.DE Risk / Return Rank: 7676
Overall Rank
VGWL.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VGWL.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
VGWL.DE Omega Ratio Rank: 7575
Omega Ratio Rank
VGWL.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
VGWL.DE Martin Ratio Rank: 8282
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.

VGEJ.DE vs. VGWL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VGEJ.DE) and Vanguard FTSE All-World UCITS ETF Distributing (VGWL.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.


VGEJ.DEVGWL.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.48

Sortino ratioReturn per unit of downside risk

+1.40

Omega ratioGain probability vs. loss probability

1.69

1.44

+0.26

Calmar ratioReturn relative to maximum drawdown

6.17

3.99

+2.17

Martin ratioReturn relative to average drawdown

24.13

16.38

+7.75

VGEJ.DE vs. VGWL.DE - Sharpe Ratio Comparison

The current VGEJ.DE Sharpe Ratio is 3.80, which is higher than the VGWL.DE Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of VGEJ.DE and VGWL.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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Sharpe Ratios by Period


VGEJ.DEVGWL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.80

2.32

+1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.88

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.77

+0.02

Drawdowns

VGEJ.DE vs. VGWL.DE - Drawdown Comparison

The maximum VGEJ.DE drawdown since its inception was -36.78%, which is greater than VGWL.DE's maximum drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for VGEJ.DE and VGWL.DE.


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Drawdown Indicators


VGEJ.DEVGWL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.78%

-33.40%

-3.38%

Max Drawdown (1Y)

Largest decline over 1 year

-12.94%

-6.57%

-6.37%

Max Drawdown (3Y)

Largest decline over 3 years

-19.66%

-21.04%

+1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-19.66%

-21.04%

+1.38%

Max Drawdown (10Y)

Largest decline over 10 years

-36.78%

Current Drawdown

Current decline from peak

-3.88%

-0.64%

-3.24%

Average Drawdown

Average peak-to-trough decline

-4.86%

-4.34%

-0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

1.61%

+1.70%

Volatility

VGEJ.DE vs. VGWL.DE - Volatility Comparison

Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VGEJ.DE) has a higher volatility of 10.63% compared to Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE) at 3.02%. This indicates that VGEJ.DE's price experiences larger fluctuations and is considered to be riskier than VGWL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGEJ.DEVGWL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.63%

3.02%

+7.61%

Volatility (6M)

Calculated over the trailing 6-month period

18.75%

8.13%

+10.62%

Volatility (1Y)

Calculated over the trailing 1-year period

20.99%

11.29%

+9.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.70%

13.76%

+2.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.29%

15.51%

+3.78%

VGEJ.DE vs. VGWL.DE - Expense Ratio Comparison

VGEJ.DE has a 0.15% expense ratio, which is lower than VGWL.DE's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VGEJ.DE vs. VGWL.DE - Dividend Comparison

VGEJ.DE's dividend yield for the trailing twelve months is around 1.80%, more than VGWL.DE's 1.24% yield.


PositionTTM20252024202320222021202020192018201720162015
VGEJ.DE
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing
1.80%2.75%5.36%7.33%7.98%7.49%4.34%6.92%7.83%4.28%3.08%2.78%
VGWL.DE
Vanguard FTSE All-World UCITS ETF Distributing
1.24%1.42%1.48%1.73%2.09%1.43%1.56%1.87%2.26%0.37%0.00%0.00%

Frequently Asked Questions


VGEJ.DE and VGWL.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, VGEJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGEJ.DE is cheaper with a 0.15% expense ratio, compared with 0.22% for VGWL.DE.

VGEJ.DE is categorized as Asia Pacific Equities, while VGWL.DE is Global Equities. VGEJ.DE tracks FTSE Developed Asia Pacific ex Japan, while VGWL.DE tracks FTSE All-World. Their fees differ too: 0.15% for VGEJ.DE and 0.22% for VGWL.DE.

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