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VGER.DE vs. EXS2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGER.DE vs. EXS2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard Germany All Cap UCITS ETF Dist (VGER.DE) and iShares TecDAX UCITS ETF (DE) (EXS2.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, VGER.DE achieves a 2.83% return, which is significantly lower than EXS2.DE's 15.70% return.


VGER.DE

1D
0.30%
1M
2.57%
YTD
2.83%
6M
5.80%
1Y
2.42%
3Y*
14.77%
5Y*
7.30%
10Y*

EXS2.DE

1D
0.52%
1M
10.51%
YTD
15.70%
6M
16.91%
1Y
6.46%
3Y*
8.54%
5Y*
3.72%
10Y*
9.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGER.DE vs. EXS2.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist
2.83%21.13%16.18%19.26%-17.51%12.84%3.89%23.04%-15.57%
EXS2.DE
iShares TecDAX UCITS ETF (DE)
15.70%5.33%1.63%13.54%-26.00%21.07%6.12%22.25%-14.65%

Correlation

The correlation between VGER.DE and EXS2.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

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

0.83

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2018

0.77

The correlation between VGER.DE and EXS2.DE has been stable across timeframes, ranging from 0.77 to 0.84 - a consistent structural relationship.

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Return for Risk

VGER.DE vs. EXS2.DE — Risk / Return Rank

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

VGER.DE
VGER.DE Risk / Return Rank: 1111
Overall Rank
VGER.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
VGER.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
VGER.DE Omega Ratio Rank: 1111
Omega Ratio Rank
VGER.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
VGER.DE Martin Ratio Rank: 1212
Martin Ratio Rank

EXS2.DE
EXS2.DE Risk / Return Rank: 1414
Overall Rank
EXS2.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EXS2.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
EXS2.DE Omega Ratio Rank: 1414
Omega Ratio Rank
EXS2.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
EXS2.DE Martin Ratio Rank: 1313
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.

VGER.DE vs. EXS2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Germany All Cap UCITS ETF Dist (VGER.DE) and iShares TecDAX UCITS ETF (DE) (EXS2.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.


VGER.DEEXS2.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.04

1.07

-0.04

Calmar ratioReturn relative to maximum drawdown

0.21

0.40

-0.19

Martin ratioReturn relative to average drawdown

0.59

0.80

-0.21

VGER.DE vs. EXS2.DE - Sharpe Ratio Comparison

The current VGER.DE Sharpe Ratio is 0.15, which is lower than the EXS2.DE Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of VGER.DE and EXS2.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


VGER.DEEXS2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

0.36

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.20

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.14

+0.25

Drawdowns

VGER.DE vs. EXS2.DE - Drawdown Comparison

The maximum VGER.DE drawdown since its inception was -38.64%, smaller than the maximum EXS2.DE drawdown of -84.49%. Use the drawdown chart below to compare losses from any high point for VGER.DE and EXS2.DE.


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Drawdown Indicators


VGER.DEEXS2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.64%

-84.49%

+45.85%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-16.12%

+4.38%

Max Drawdown (3Y)

Largest decline over 3 years

-15.63%

-17.93%

+2.30%

Max Drawdown (5Y)

Largest decline over 5 years

-31.17%

-34.97%

+3.80%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

Current Drawdown

Current decline from peak

-1.75%

-0.81%

-0.94%

Average Drawdown

Average peak-to-trough decline

-7.16%

-39.46%

+32.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

8.07%

-3.99%

Volatility

VGER.DE vs. EXS2.DE - Volatility Comparison

The current volatility for Vanguard Germany All Cap UCITS ETF Dist (VGER.DE) is 4.79%, while iShares TecDAX UCITS ETF (DE) (EXS2.DE) has a volatility of 5.29%. This indicates that VGER.DE experiences smaller price fluctuations and is considered to be less risky than EXS2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGER.DEEXS2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

5.29%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

12.70%

14.25%

-1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

15.77%

17.83%

-2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.01%

18.80%

-1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.57%

19.47%

+0.10%

VGER.DE vs. EXS2.DE - Expense Ratio Comparison

VGER.DE has a 0.10% expense ratio, which is lower than EXS2.DE's 0.51% expense ratio.


Dividends

VGER.DE vs. EXS2.DE - Dividend Comparison

VGER.DE's dividend yield for the trailing twelve months is around 2.13%, while EXS2.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXS2.DE
iShares TecDAX UCITS ETF (DE)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%0.15%0.25%0.36%
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist
2.13%2.12%2.40%2.96%4.07%1.86%2.93%2.55%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VGER.DE and EXS2.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGER.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGER.DE is cheaper with a 0.10% expense ratio, compared with 0.51% for EXS2.DE.

VGER.DE tracks FTSE Germany All Cap, while EXS2.DE tracks TecDAX®. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.10% for VGER.DE and 0.51% for EXS2.DE.

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