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VGVF.DE vs. PRAW.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VGVF.DEPRAW.DE
YTD Return14.82%14.95%
1Y Return19.55%19.12%
3Y Return (Ann)8.94%8.85%
Sharpe Ratio1.811.72
Daily Std Dev11.17%11.53%
Max Drawdown-33.54%-33.56%
Current Drawdown-1.80%-2.42%

Correlation

-0.50.00.51.01.0

The correlation between VGVF.DE and PRAW.DE is 0.96, 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.

Performance

VGVF.DE vs. PRAW.DE - Performance Comparison

The year-to-date returns for both investments are quite close, with VGVF.DE having a 14.82% return and PRAW.DE slightly higher at 14.95%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
8.63%
8.28%
VGVF.DE
PRAW.DE

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


VGVF.DE vs. PRAW.DE - Expense Ratio Comparison

VGVF.DE has a 0.12% expense ratio, which is higher than PRAW.DE's 0.05% 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%.


VGVF.DE
Vanguard FTSE Developed World UCITS ETF Acc
Expense ratio chart for VGVF.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%
Expense ratio chart for PRAW.DE: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

VGVF.DE vs. PRAW.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) and Amundi Prime Global UCITS ETF DR (C) (PRAW.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.


VGVF.DE
Sharpe ratio
The chart of Sharpe ratio for VGVF.DE, currently valued at 2.14, compared to the broader market0.002.004.006.002.14
Sortino ratio
The chart of Sortino ratio for VGVF.DE, currently valued at 2.97, compared to the broader market-2.000.002.004.006.008.0010.0012.002.97
Omega ratio
The chart of Omega ratio for VGVF.DE, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.003.501.41
Calmar ratio
The chart of Calmar ratio for VGVF.DE, currently valued at 1.95, compared to the broader market0.005.0010.0015.001.95
Martin ratio
The chart of Martin ratio for VGVF.DE, currently valued at 12.91, compared to the broader market0.0020.0040.0060.0080.00100.00120.0012.91
PRAW.DE
Sharpe ratio
The chart of Sharpe ratio for PRAW.DE, currently valued at 2.00, compared to the broader market0.002.004.006.002.00
Sortino ratio
The chart of Sortino ratio for PRAW.DE, currently valued at 2.84, compared to the broader market-2.000.002.004.006.008.0010.0012.002.84
Omega ratio
The chart of Omega ratio for PRAW.DE, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.003.501.36
Calmar ratio
The chart of Calmar ratio for PRAW.DE, currently valued at 1.89, compared to the broader market0.005.0010.0015.001.89
Martin ratio
The chart of Martin ratio for PRAW.DE, currently valued at 12.52, compared to the broader market0.0020.0040.0060.0080.00100.00120.0012.52

VGVF.DE vs. PRAW.DE - Sharpe Ratio Comparison

The current VGVF.DE Sharpe Ratio is 1.81, which roughly equals the PRAW.DE Sharpe Ratio of 1.72. The chart below compares the 12-month rolling Sharpe Ratio of VGVF.DE and PRAW.DE.


Rolling 12-month Sharpe Ratio1.502.002.50AprilMayJuneJulyAugustSeptember
2.14
2.00
VGVF.DE
PRAW.DE

Dividends

VGVF.DE vs. PRAW.DE - Dividend Comparison

Neither VGVF.DE nor PRAW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VGVF.DE vs. PRAW.DE - Drawdown Comparison

The maximum VGVF.DE drawdown since its inception was -33.54%, roughly equal to the maximum PRAW.DE drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for VGVF.DE and PRAW.DE. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.75%
-1.08%
VGVF.DE
PRAW.DE

Volatility

VGVF.DE vs. PRAW.DE - Volatility Comparison

The current volatility for Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) is 3.99%, while Amundi Prime Global UCITS ETF DR (C) (PRAW.DE) has a volatility of 4.23%. This indicates that VGVF.DE experiences smaller price fluctuations and is considered to be less risky than PRAW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.99%
4.23%
VGVF.DE
PRAW.DE