VGVE.DE vs. DBK.DE
VGVE.DE (Vanguard FTSE Developed World UCITS ETF Distributing) is Global Equities fund tracking the FTSE Developed, while DBK.DE (Deutsche Bank Aktiengesellschaft) is a stock. Over the past 5 years, VGVE.DE returned 12.20%/yr vs 28.22%/yr for DBK.DE. At a 0.47 correlation, their price movements are largely independent.
Performance
VGVE.DE vs. DBK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VGVE.DE achieves a 12.76% return, which is significantly higher than DBK.DE's -3.46% return.
VGVE.DE
- 1D
- -1.09%
- 1M
- -0.36%
- 6M
- 9.63%
- YTD
- 12.76%
- 1Y
- 23.39%
- 3Y*
- 18.05%
- 5Y*
- 12.20%
- 10Y*
- —
DBK.DE
- 1D
- -2.65%
- 1M
- -0.32%
- 6M
- -4.86%
- YTD
- -3.46%
- 1Y
- 23.13%
- 3Y*
- 50.40%
- 5Y*
- 28.22%
- 10Y*
- 13.68%
VGVE.DE vs. DBK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGVE.DE Vanguard FTSE Developed World UCITS ETF Distributing | 12.76% | 8.99% | 25.06% | 20.08% | -13.63% | 31.69% | 5.68% | 30.97% | -5.56% | 0.79% |
DBK.DE Deutsche Bank Aktiengesellschaft | -3.46% | 104.51% | 38.00% | 19.91% | -1.83% | 23.13% | 29.34% | 1.00% | -55.64% | 9.22% |
Correlation
The correlation between VGVE.DE and DBK.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2017 | 0.47 |
The correlation between VGVE.DE and DBK.DE has been stable across timeframes, ranging from 0.44 to 0.54 - a consistent structural relationship.
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Return for Risk
VGVE.DE vs. DBK.DE — Risk / Return Rank
VGVE.DE
DBK.DE
VGVE.DE vs. DBK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF Distributing (VGVE.DE) and Deutsche Bank Aktiengesellschaft (DBK.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VGVE.DE | DBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.35 | ||
| Sortino ratioReturn per unit of downside risk | +1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.15 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 0.86 | +2.87 |
| Martin ratioReturn relative to average drawdown | 15.16 | 1.99 | +13.17 |
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Drawdowns
VGVE.DE vs. DBK.DE - Drawdown Comparison
The maximum VGVE.DE drawdown since its inception was -33.63%, smaller than the maximum DBK.DE drawdown of -89.32%. Use the drawdown chart below to compare losses from any high point for VGVE.DE and DBK.DE.
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Drawdown Indicators
| VGVE.DE | DBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.63% | -89.32% | +55.69% |
Max Drawdown (1Y)Largest decline over 1 year | -6.24% | -26.81% | +20.57% |
Max Drawdown (3Y)Largest decline over 3 years | -21.24% | -26.81% | +5.57% |
Max Drawdown (5Y)Largest decline over 5 years | -21.24% | -46.38% | +25.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -71.22% | — |
Current DrawdownCurrent decline from peak | -1.66% | -22.47% | +20.81% |
Average DrawdownAverage peak-to-trough decline | -4.25% | -59.20% | +54.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 11.61% | -10.07% |
Volatility
VGVE.DE vs. DBK.DE - Volatility Comparison
The current volatility for Vanguard FTSE Developed World UCITS ETF Distributing (VGVE.DE) is 2.95%, while Deutsche Bank Aktiengesellschaft (DBK.DE) has a volatility of 9.91%. This indicates that VGVE.DE experiences smaller price fluctuations and is considered to be less risky than DBK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGVE.DE | DBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.95% | 9.91% | -6.96% |
Volatility (6M)Calculated over the trailing 6-month period | 8.31% | 25.64% | -17.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.48% | 32.79% | -21.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.04% | 35.63% | -21.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.55% | 38.30% | -22.75% |
Dividends
VGVE.DE vs. DBK.DE - Dividend Comparison
VGVE.DE's dividend yield for the trailing twelve months is around 1.26%, less than DBK.DE's 3.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBK.DE Deutsche Bank Aktiengesellschaft | 3.24% | 2.05% | 2.33% | 2.09% | 1.89% | 0.00% | 0.00% | 1.59% | 1.58% | 1.03% | 0.00% | 3.73% |
VGVE.DE Vanguard FTSE Developed World UCITS ETF Distributing | 1.26% | 1.40% | 1.47% | 1.72% | 2.04% | 1.43% | 1.61% | 1.87% | 2.28% | 0.40% | 0.00% | 0.00% |
Frequently Asked Questions
VGVE.DE and DBK.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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