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VGVE.DE vs. WINC.AS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGVE.DE vs. WINC.AS - 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 iShares World Equity High Income UCITS ETF USD Inc (WINC.AS). The values are adjusted to include any dividend payments, if applicable.

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VGVE.DE vs. WINC.AS - Yearly Performance Comparison


Different Trading Currencies

VGVE.DE is traded in EUR, while WINC.AS is traded in USD. To make them comparable, the WINC.AS values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VGVE.DE achieves a -0.70% return, which is significantly lower than WINC.AS's 0.97% return.


VGVE.DE

1D
2.18%
1M
-3.42%
YTD
-0.70%
6M
3.07%
1Y
13.40%
3Y*
15.28%
5Y*
10.66%
10Y*

WINC.AS

1D
2.06%
1M
-2.04%
YTD
0.97%
6M
5.27%
1Y
12.61%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGVE.DE vs. WINC.AS - Expense Ratio Comparison

VGVE.DE has a 0.12% expense ratio, which is lower than WINC.AS's 0.35% expense ratio.


Return for Risk

VGVE.DE vs. WINC.AS — 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: 5050
Overall Rank
VGVE.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VGVE.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
VGVE.DE Omega Ratio Rank: 4545
Omega Ratio Rank
VGVE.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
VGVE.DE Martin Ratio Rank: 6666
Martin Ratio Rank

WINC.AS
WINC.AS Risk / Return Rank: 7979
Overall Rank
WINC.AS Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
WINC.AS Sortino Ratio Rank: 7878
Sortino Ratio Rank
WINC.AS Omega Ratio Rank: 7878
Omega Ratio Rank
WINC.AS Calmar Ratio Rank: 7474
Calmar Ratio Rank
WINC.AS Martin Ratio Rank: 8585
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. WINC.AS - 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 iShares World Equity High Income UCITS ETF USD Inc (WINC.AS). 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.DEWINC.ASDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.88

-0.04

Sortino ratio

Return per unit of downside risk

1.20

1.23

-0.02

Omega ratio

Gain probability vs. loss probability

1.18

1.18

0.00

Calmar ratio

Return relative to maximum drawdown

1.57

1.18

+0.39

Martin ratio

Return relative to average drawdown

7.21

5.32

+1.89

VGVE.DE vs. WINC.AS - Sharpe Ratio Comparison

The current VGVE.DE Sharpe Ratio is 0.84, which is comparable to the WINC.AS Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of VGVE.DE and WINC.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VGVE.DEWINC.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.88

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.90

-0.20

Correlation

The correlation between VGVE.DE and WINC.AS is 0.71, 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.


Dividends

VGVE.DE vs. WINC.AS - Dividend Comparison

VGVE.DE's dividend yield for the trailing twelve months is around 1.20%, less than WINC.AS's 9.52% yield.


TTM202520242023202220212020201920182017
VGVE.DE
Vanguard FTSE Developed World UCITS ETF Distributing
1.20%1.22%1.36%1.59%1.93%1.22%1.40%1.67%1.95%0.34%
WINC.AS
iShares World Equity High Income UCITS ETF USD Inc
9.52%9.38%4.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VGVE.DE vs. WINC.AS - Drawdown Comparison

The maximum VGVE.DE drawdown since its inception was -33.63%, which is greater than WINC.AS's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for VGVE.DE and WINC.AS.


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Drawdown Indicators


VGVE.DEWINC.ASDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-14.81%

-18.82%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-10.81%

-2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-21.26%

Current Drawdown

Current decline from peak

-3.75%

-4.09%

+0.34%

Average Drawdown

Average peak-to-trough decline

-4.43%

-1.61%

-2.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

2.09%

-0.22%

Volatility

VGVE.DE vs. WINC.AS - Volatility Comparison

Vanguard FTSE Developed World UCITS ETF Distributing (VGVE.DE) and iShares World Equity High Income UCITS ETF USD Inc (WINC.AS) have volatilities of 4.49% and 4.69%, 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.


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Volatility by Period


VGVE.DEWINC.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

4.69%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

8.43%

7.98%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

15.89%

14.44%

+1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

14.65%

-0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.71%

14.65%

+1.06%