VGEK.DE vs. VGWL.DE
VGEK.DE (Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating) and VGWL.DE (Vanguard FTSE All-World UCITS ETF Distributing) are both exchange-traded funds - VGEK.DE is a Asia Pacific Equities fund tracking the FTSE Developed Asia Pacific ex Japan, while VGWL.DE is a Global Equities fund tracking the FTSE All-World. Both are passively managed. Over the past 5 years, VGEK.DE returned 12.83%/yr vs 12.28%/yr for VGWL.DE. A 0.77 correlation means they provide meaningful diversification when combined. VGEK.DE charges 0.15%/yr vs 0.22%/yr for VGWL.DE.
Performance
VGEK.DE vs. VGWL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VGEK.DE achieves a 49.52% return, which is significantly higher than VGWL.DE's 12.63% return.
VGEK.DE
- 1D
- -3.21%
- 1M
- 6.68%
- YTD
- 49.52%
- 6M
- 54.00%
- 1Y
- 77.62%
- 3Y*
- 24.83%
- 5Y*
- 12.83%
- 10Y*
- —
VGWL.DE
- 1D
- -0.24%
- 1M
- 3.64%
- YTD
- 12.63%
- 6M
- 12.78%
- 1Y
- 26.26%
- 3Y*
- 17.85%
- 5Y*
- 12.28%
- 10Y*
- —
VGEK.DE vs. VGWL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VGEK.DE Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating | 49.52% | 25.03% | 1.02% | 6.43% | -7.37% | 9.39% | 8.22% | 6.27% |
VGWL.DE Vanguard FTSE All-World UCITS ETF Distributing | 12.63% | 9.18% | 24.40% | 18.17% | -13.48% | 28.60% | 5.38% | 6.89% |
Correlation
The correlation between VGEK.DE and VGWL.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019 | 0.77 |
The correlation between VGEK.DE and VGWL.DE has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.
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Return for Risk
VGEK.DE vs. VGWL.DE — Risk / Return Rank
VGEK.DE
VGWL.DE
VGEK.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 (USD) Accumulating (VGEK.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.
| VGEK.DE | VGWL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.45 | ||
| Sortino ratioReturn per unit of downside risk | +1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.66 | 1.44 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 6.17 | 3.99 | +2.18 |
| Martin ratioReturn relative to average drawdown | 24.03 | 16.38 | +7.65 |
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
| VGEK.DE | VGWL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.77 | 2.32 | +1.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.88 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.77 | -0.08 |
Drawdowns
VGEK.DE vs. VGWL.DE - Drawdown Comparison
The maximum VGEK.DE drawdown since its inception was -36.64%, 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 VGEK.DE and VGWL.DE.
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Drawdown Indicators
| VGEK.DE | VGWL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.64% | -33.40% | -3.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.88% | -6.57% | -6.31% |
Max Drawdown (3Y)Largest decline over 3 years | -19.68% | -21.04% | +1.36% |
Max Drawdown (5Y)Largest decline over 5 years | -19.68% | -21.04% | +1.36% |
Current DrawdownCurrent decline from peak | -3.76% | -0.64% | -3.12% |
Average DrawdownAverage peak-to-trough decline | -6.08% | -4.34% | -1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 1.61% | +1.71% |
Volatility
VGEK.DE vs. VGWL.DE - Volatility Comparison
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) has a higher volatility of 10.20% compared to Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE) at 3.02%. This indicates that VGEK.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
| VGEK.DE | VGWL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.20% | 3.02% | +7.18% |
Volatility (6M)Calculated over the trailing 6-month period | 18.52% | 8.13% | +10.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.09% | 11.29% | +9.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 13.76% | +2.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.60% | 15.51% | +4.09% |
VGEK.DE vs. VGWL.DE - Expense Ratio Comparison
VGEK.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
VGEK.DE vs. VGWL.DE - Dividend Comparison
VGEK.DE has not paid dividends to shareholders, while VGWL.DE's dividend yield for the trailing twelve months is around 1.24%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
VGEK.DE Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Frequently Asked Questions
VGEK.DE and VGWL.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGEK.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGEK.DE is cheaper with a 0.15% expense ratio, compared with 0.22% for VGWL.DE.
VGEK.DE is categorized as Asia Pacific Equities, while VGWL.DE is Global Equities. VGEK.DE tracks FTSE Developed Asia Pacific ex Japan, while VGWL.DE tracks FTSE All-World. Their fees differ too: 0.15% for VGEK.DE and 0.22% for VGWL.DE.
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