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VGWD.DE vs. F50A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGWD.DE vs. F50A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) and Amundi Prime Global UCITS ETF Accumulating (F50A.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGWD.DE achieves a 12.49% return, which is significantly higher than F50A.DE's 10.81% return.


VGWD.DE

1D
0.19%
1M
3.35%
YTD
12.49%
6M
14.15%
1Y
25.00%
3Y*
15.87%
5Y*
11.49%
10Y*

F50A.DE

1D
-0.04%
1M
4.86%
YTD
10.81%
6M
11.34%
1Y
24.34%
3Y*
17.70%
5Y*
12.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGWD.DE vs. F50A.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VGWD.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
12.49%13.16%15.75%7.29%0.08%27.90%-10.22%
F50A.DE
Amundi Prime Global UCITS ETF Accumulating
10.81%8.58%25.85%19.91%-13.61%32.73%-0.41%

Correlation

The correlation between VGWD.DE and F50A.DE is 0.75, 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

0.75

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2020

0.75

The correlation between VGWD.DE and F50A.DE has been stable across timeframes, ranging from 0.75 to 0.78 - a consistent structural relationship.

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Return for Risk

VGWD.DE vs. F50A.DE — Risk / Return Rank

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

VGWD.DE
VGWD.DE Risk / Return Rank: 8383
Overall Rank
VGWD.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VGWD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
VGWD.DE Omega Ratio Rank: 8484
Omega Ratio Rank
VGWD.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
VGWD.DE Martin Ratio Rank: 8282
Martin Ratio Rank

F50A.DE
F50A.DE Risk / Return Rank: 7070
Overall Rank
F50A.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
F50A.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
F50A.DE Omega Ratio Rank: 6868
Omega Ratio Rank
F50A.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
F50A.DE Martin Ratio Rank: 7777
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.

VGWD.DE vs. F50A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) and Amundi Prime Global UCITS ETF Accumulating (F50A.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.


VGWD.DEF50A.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

1.50

1.40

+0.10

Calmar ratioReturn relative to maximum drawdown

4.28

3.66

+0.62

Martin ratioReturn relative to average drawdown

16.37

14.61

+1.75

VGWD.DE vs. F50A.DE - Sharpe Ratio Comparison

The current VGWD.DE Sharpe Ratio is 2.70, which is comparable to the F50A.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of VGWD.DE and F50A.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.


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Sharpe Ratios by Period


VGWD.DEF50A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.70

2.17

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.88

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.71

-0.07

Drawdowns

VGWD.DE vs. F50A.DE - Drawdown Comparison

The maximum VGWD.DE drawdown since its inception was -34.57%, which is greater than F50A.DE's maximum drawdown of -32.88%. Use the drawdown chart below to compare losses from any high point for VGWD.DE and F50A.DE.


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Drawdown Indicators


VGWD.DEF50A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.57%

-32.88%

-1.69%

Max Drawdown (1Y)

Largest decline over 1 year

-5.82%

-6.62%

+0.80%

Max Drawdown (3Y)

Largest decline over 3 years

-16.86%

-21.49%

+4.63%

Max Drawdown (5Y)

Largest decline over 5 years

-16.86%

-21.49%

+4.63%

Current Drawdown

Current decline from peak

-0.32%

-0.39%

+0.07%

Average Drawdown

Average peak-to-trough decline

-4.05%

-4.72%

+0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

1.66%

-0.14%

Volatility

VGWD.DE vs. F50A.DE - Volatility Comparison

The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) is 2.33%, while Amundi Prime Global UCITS ETF Accumulating (F50A.DE) has a volatility of 2.63%. This indicates that VGWD.DE experiences smaller price fluctuations and is considered to be less risky than F50A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGWD.DEF50A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.33%

2.63%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

6.95%

7.95%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

9.21%

11.18%

-1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.52%

14.60%

-3.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.23%

17.70%

-3.47%

VGWD.DE vs. F50A.DE - Expense Ratio Comparison

VGWD.DE has a 0.29% expense ratio, which is higher than F50A.DE's 0.05% expense ratio.


Dividends

VGWD.DE vs. F50A.DE - Dividend Comparison

VGWD.DE's dividend yield for the trailing twelve months is around 2.49%, while F50A.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
F50A.DE
Amundi Prime Global UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGWD.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
2.49%2.84%3.05%3.39%3.78%3.03%3.08%3.21%3.70%0.58%

Frequently Asked Questions


VGWD.DE and F50A.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, F50A.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

F50A.DE is cheaper with a 0.05% expense ratio, compared with 0.29% for VGWD.DE.

VGWD.DE tracks FTSE All-World High Dividend Yield index, while F50A.DE tracks Solactive GBS Developed Markets Large & Mid Cap Index. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.29% for VGWD.DE and 0.05% for F50A.DE.

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