PortfoliosLab logoPortfoliosLab logo
VGVE.DE vs. WEBN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGVE.DE vs. WEBN.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 Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with VGVE.DE having a 12.54% return and WEBN.DE slightly lower at 12.37%.


VGVE.DE

1D
-0.18%
1M
5.25%
YTD
12.54%
6M
13.19%
1Y
26.14%
3Y*
18.04%
5Y*
12.95%
10Y*

WEBN.DE

1D
-0.24%
1M
3.95%
YTD
12.37%
6M
13.19%
1Y
26.84%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGVE.DE vs. WEBN.DE - Yearly Performance Comparison


Correlation

The correlation between VGVE.DE and WEBN.DE is 0.91, 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

0.91

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2024

0.93

The correlation between VGVE.DE and WEBN.DE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

VGVE.DE vs. WEBN.DE — Risk / Return Rank

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

VGVE.DE
VGVE.DE Risk / Return Rank: 7777
Overall Rank
VGVE.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VGVE.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
VGVE.DE Omega Ratio Rank: 7575
Omega Ratio Rank
VGVE.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
VGVE.DE Martin Ratio Rank: 8484
Martin Ratio Rank

WEBN.DE
WEBN.DE Risk / Return Rank: 7575
Overall Rank
WEBN.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
WEBN.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
WEBN.DE Omega Ratio Rank: 7070
Omega Ratio Rank
WEBN.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
WEBN.DE Martin Ratio Rank: 8383
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.

VGVE.DE vs. WEBN.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 Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.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.


VGVE.DEWEBN.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.44

1.41

+0.02

Calmar ratioReturn relative to maximum drawdown

4.15

4.03

+0.11

Martin ratioReturn relative to average drawdown

17.12

16.67

+0.45

VGVE.DE vs. WEBN.DE - Sharpe Ratio Comparison

The current VGVE.DE Sharpe Ratio is 2.32, which is comparable to the WEBN.DE Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of VGVE.DE and WEBN.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.


Loading charts...

Sharpe Ratios by Period


VGVE.DEWEBN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

2.28

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

1.08

-0.28

Drawdowns

VGVE.DE vs. WEBN.DE - Drawdown Comparison

The maximum VGVE.DE drawdown since its inception was -33.63%, which is greater than WEBN.DE's maximum drawdown of -21.22%. Use the drawdown chart below to compare losses from any high point for VGVE.DE and WEBN.DE.


Loading charts...

Drawdown Indicators


VGVE.DEWEBN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-21.22%

-12.41%

Max Drawdown (1Y)

Largest decline over 1 year

-6.27%

-6.63%

+0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-21.26%

Max Drawdown (5Y)

Largest decline over 5 years

-21.26%

Current Drawdown

Current decline from peak

-0.58%

-0.65%

+0.07%

Average Drawdown

Average peak-to-trough decline

-4.35%

-3.11%

-1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

1.61%

-0.09%

Volatility

VGVE.DE vs. WEBN.DE - Volatility Comparison

The current volatility for Vanguard FTSE Developed World UCITS ETF Distributing (VGVE.DE) is 2.88%, while Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.DE) has a volatility of 3.05%. This indicates that VGVE.DE experiences smaller price fluctuations and is considered to be less risky than WEBN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VGVE.DEWEBN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

3.05%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

7.93%

8.43%

-0.50%

Volatility (1Y)

Calculated over the trailing 1-year period

11.23%

11.74%

-0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

14.90%

-0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.63%

14.90%

+0.73%

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

VGVE.DE has a 0.12% expense ratio, which is higher than WEBN.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VGVE.DE vs. WEBN.DE - Dividend Comparison

VGVE.DE's dividend yield for the trailing twelve months is around 1.06%, while WEBN.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
VGVE.DE
Vanguard FTSE Developed World UCITS ETF Distributing
1.06%1.22%1.36%1.59%1.93%1.22%1.40%1.67%1.95%0.34%
WEBN.DE
Amundi Prime All Country World UCITS ETF Acc EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, VGVE.DE and WEBN.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, WEBN.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBN.DE is cheaper with a 0.07% expense ratio, compared with 0.12% for VGVE.DE.

VGVE.DE tracks FTSE Developed, while WEBN.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.12% for VGVE.DE and 0.07% for WEBN.DE.

Portfolio Optimizer

Find the right allocation for VGVE.DE and WEBN.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer