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

Performance

VGWD.DE vs. KBWD - 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 Invesco KBW High Dividend Yield Financial ETF (KBWD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, VGWD.DE achieves a 12.49% return, which is significantly higher than KBWD's -2.42% 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*

KBWD

1D
1.97%
1M
-5.48%
YTD
-2.42%
6M
-3.60%
1Y
3.37%
3Y*
4.22%
5Y*
1.48%
10Y*
4.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGWD.DE vs. KBWD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%-9.60%25.03%-8.03%1.24%
KBWD
Invesco KBW High Dividend Yield Financial ETF
-2.42%-6.94%11.18%16.61%-14.13%41.76%-22.54%23.45%-4.41%-1.22%

Correlation

The correlation between VGWD.DE and KBWD is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

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

0.45

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

0.48

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.48

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Return for Risk

VGWD.DE vs. KBWD — 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

KBWD
KBWD Risk / Return Rank: 1414
Overall Rank
KBWD Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
KBWD Sortino Ratio Rank: 1414
Sortino Ratio Rank
KBWD Omega Ratio Rank: 1414
Omega Ratio Rank
KBWD Calmar Ratio Rank: 1313
Calmar Ratio Rank
KBWD Martin Ratio Rank: 1313
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. KBWD - 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 Invesco KBW High Dividend Yield Financial ETF (KBWD). 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.DEKBWDDifference
Sharpe ratioReturn per unit of total volatility

+2.48

Sortino ratioReturn per unit of downside risk

+3.37

Omega ratioGain probability vs. loss probability

1.50

1.05

+0.45

Calmar ratioReturn relative to maximum drawdown

4.28

0.24

+4.04

Martin ratioReturn relative to average drawdown

16.37

0.55

+15.81

VGWD.DE vs. KBWD - Sharpe Ratio Comparison

The current VGWD.DE Sharpe Ratio is 2.70, which is higher than the KBWD Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of VGWD.DE and KBWD, 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.DEKBWDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.70

0.22

+2.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.08

+0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.31

+0.33

Drawdowns

VGWD.DE vs. KBWD - Drawdown Comparison

The maximum VGWD.DE drawdown since its inception was -34.57%, smaller than the maximum KBWD drawdown of -58.74%. Use the drawdown chart below to compare losses from any high point for VGWD.DE and KBWD.


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Drawdown Indicators


VGWD.DEKBWDDifference

Max Drawdown

Largest peak-to-trough decline

-34.57%

-58.74%

+24.17%

Max Drawdown (1Y)

Largest decline over 1 year

-5.82%

-14.38%

+8.56%

Max Drawdown (3Y)

Largest decline over 3 years

-16.86%

-25.69%

+8.83%

Max Drawdown (5Y)

Largest decline over 5 years

-16.86%

-26.26%

+9.40%

Max Drawdown (10Y)

Largest decline over 10 years

-58.74%

Current Drawdown

Current decline from peak

-0.32%

-15.67%

+15.35%

Average Drawdown

Average peak-to-trough decline

-4.05%

-9.21%

+5.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

6.10%

-4.58%

Volatility

VGWD.DE vs. KBWD - Volatility Comparison

The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) is 2.33%, while Invesco KBW High Dividend Yield Financial ETF (KBWD) has a volatility of 4.23%. This indicates that VGWD.DE experiences smaller price fluctuations and is considered to be less risky than KBWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGWD.DEKBWDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.33%

4.23%

-1.90%

Volatility (6M)

Calculated over the trailing 6-month period

6.95%

12.10%

-5.15%

Volatility (1Y)

Calculated over the trailing 1-year period

9.21%

15.39%

-6.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.52%

19.45%

-7.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.23%

23.28%

-9.05%

VGWD.DE vs. KBWD - Expense Ratio Comparison

VGWD.DE has a 0.29% expense ratio, which is lower than KBWD's 1.24% expense ratio.


Dividends

VGWD.DE vs. KBWD - Dividend Comparison

VGWD.DE's dividend yield for the trailing twelve months is around 2.49%, less than KBWD's 14.11% yield.


PositionTTM20252024202320222021202020192018201720162015
KBWD
Invesco KBW High Dividend Yield Financial ETF
14.11%12.83%12.45%11.45%11.32%7.26%9.68%8.63%9.47%8.77%8.68%8.89%
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%0.00%0.00%

Frequently Asked Questions


VGWD.DE and KBWD have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGWD.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGWD.DE is cheaper with a 0.29% expense ratio, compared with 1.24% for KBWD.

VGWD.DE is categorized as Global Equities, while KBWD is Financials Equities. VGWD.DE tracks FTSE All-World High Dividend Yield index, while KBWD tracks KBW Nasdaq Financial Sector Dividend Yield Index. They also come from different issuers: Vanguard and Invesco. Their fees differ too: 0.29% for VGWD.DE and 1.24% for KBWD.

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