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VGVE.DE vs. VWCE.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VGVE.DE and VWCE.DE is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

VGVE.DE vs. VWCE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Developed World UCITS ETF Distributing (VGVE.DE) and Vanguard FTSE All-World UCITS ETF (VWCE.DE). The values are adjusted to include any dividend payments, if applicable.

60.00%65.00%70.00%75.00%80.00%85.00%90.00%SeptemberOctoberNovemberDecember2025February
89.15%
80.60%
VGVE.DE
VWCE.DE

Key characteristics

Sharpe Ratio

VGVE.DE:

2.04

VWCE.DE:

2.07

Sortino Ratio

VGVE.DE:

2.79

VWCE.DE:

2.82

Omega Ratio

VGVE.DE:

1.41

VWCE.DE:

1.41

Calmar Ratio

VGVE.DE:

2.87

VWCE.DE:

2.87

Martin Ratio

VGVE.DE:

13.49

VWCE.DE:

13.43

Ulcer Index

VGVE.DE:

1.75%

VWCE.DE:

1.72%

Daily Std Dev

VGVE.DE:

11.48%

VWCE.DE:

11.14%

Max Drawdown

VGVE.DE:

-33.63%

VWCE.DE:

-33.43%

Current Drawdown

VGVE.DE:

-0.24%

VWCE.DE:

-0.14%

Returns By Period

The year-to-date returns for both stocks are quite close, with VGVE.DE having a 4.26% return and VWCE.DE slightly lower at 4.08%.


VGVE.DE

YTD

4.26%

1M

2.73%

6M

18.17%

1Y

23.75%

5Y*

12.40%

10Y*

N/A

VWCE.DE

YTD

4.08%

1M

2.71%

6M

17.47%

1Y

23.30%

5Y*

11.50%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VGVE.DE vs. VWCE.DE - Expense Ratio Comparison

VGVE.DE has a 0.12% expense ratio, which is lower than VWCE.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%.


VWCE.DE
Vanguard FTSE All-World UCITS ETF
Expense ratio chart for VWCE.DE: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
Expense ratio chart for VGVE.DE: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

VGVE.DE vs. VWCE.DE — Risk-Adjusted Performance Rank

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

VGVE.DE
The Risk-Adjusted Performance Rank of VGVE.DE is 8484
Overall Rank
The Sharpe Ratio Rank of VGVE.DE is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VGVE.DE is 8282
Sortino Ratio Rank
The Omega Ratio Rank of VGVE.DE is 8686
Omega Ratio Rank
The Calmar Ratio Rank of VGVE.DE is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VGVE.DE is 8787
Martin Ratio Rank

VWCE.DE
The Risk-Adjusted Performance Rank of VWCE.DE is 8484
Overall Rank
The Sharpe Ratio Rank of VWCE.DE is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of VWCE.DE is 8383
Sortino Ratio Rank
The Omega Ratio Rank of VWCE.DE is 8686
Omega Ratio Rank
The Calmar Ratio Rank of VWCE.DE is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VWCE.DE is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VGVE.DE vs. VWCE.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF Distributing (VGVE.DE) and Vanguard FTSE All-World UCITS ETF (VWCE.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.


Sharpe ratio
The chart of Sharpe ratio for VGVE.DE, currently valued at 1.63, compared to the broader market0.002.004.001.631.62
The chart of Sortino ratio for VGVE.DE, currently valued at 2.26, compared to the broader market0.005.0010.002.262.27
The chart of Omega ratio for VGVE.DE, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.29
The chart of Calmar ratio for VGVE.DE, currently valued at 2.46, compared to the broader market0.005.0010.0015.0020.002.462.44
The chart of Martin ratio for VGVE.DE, currently valued at 9.63, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.639.62
VGVE.DE
VWCE.DE

The current VGVE.DE Sharpe Ratio is 2.04, which is comparable to the VWCE.DE Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of VGVE.DE and VWCE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.63
1.62
VGVE.DE
VWCE.DE

Dividends

VGVE.DE vs. VWCE.DE - Dividend Comparison

VGVE.DE's dividend yield for the trailing twelve months is around 1.31%, while VWCE.DE has not paid dividends to shareholders.


TTM20242023202220212020201920182017
VGVE.DE
Vanguard FTSE Developed World UCITS ETF Distributing
1.31%1.36%1.59%1.94%1.22%1.40%1.67%1.95%0.34%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VGVE.DE vs. VWCE.DE - Drawdown Comparison

The maximum VGVE.DE drawdown since its inception was -33.63%, roughly equal to the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for VGVE.DE and VWCE.DE. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.39%
-0.29%
VGVE.DE
VWCE.DE

Volatility

VGVE.DE vs. VWCE.DE - Volatility Comparison

Vanguard FTSE Developed World UCITS ETF Distributing (VGVE.DE) and Vanguard FTSE All-World UCITS ETF (VWCE.DE) have volatilities of 4.42% and 4.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.42%
4.28%
VGVE.DE
VWCE.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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