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VGWD.DE vs. SAF.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VGWD.DE vs. SAF.PA

Last updated Jun 13, 2026

VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) is Dividend fund tracking the FTSE All-World High Dividend Yield Index, while SAF.PA (Safran SA) is a stock. Over the past 5 years, VGWD.DE returned 11.74%/yr vs 21.02%/yr for SAF.PA. A 0.52 correlation means they provide meaningful diversification when combined.

Performance

VGWD.DE vs. SAF.PA - 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 Safran SA (SAF.PA). 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 13.99% return, which is significantly higher than SAF.PA's 4.08% return.

VGWD.DE

1D
1.59%
1M
2.99%
YTD
13.99%
6M
15.47%
1Y
27.18%
3Y*
15.88%
5Y*
11.74%
10Y*
—

SAF.PA

1D
3.66%
1M
9.30%
YTD
4.08%
6M
6.26%
1Y
22.25%
3Y*
31.43%
5Y*
21.02%
10Y*
19.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGWD.DE vs. SAF.PA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VGWD.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing		13.99%13.16%15.75%7.29%0.08%27.89%-9.60%25.03%-8.03%1.24%
SAF.PA
Safran SA		4.08%41.80%34.36%37.72%9.15%-6.83%-15.76%32.58%24.66%-2.07%

Correlation

The correlation between VGWD.DE and SAF.PA is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.37

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

0.42

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

0.48

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2017

0.52

The correlation between VGWD.DE and SAF.PA shifts across timeframes, from 0.37 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.

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Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing

Safran SA

Often compared with VGWD.DE:
VGWD.DE vs. VHYL.ASVGWD.DE vs. VGWE.DEVGWD.DE vs. SCHDVGWD.DE vs. ISPA.DEVGWD.DE vs. SPYVGWD.DE vs. SPYW.DEVGWD.DE vs. SPYD
Often compared with SAF.PA:
SAF.PA vs. SAFRYSAF.PA vs. RTXSAF.PA vs. SWBISAF.PA vs. HWMSAF.PA vs. GDSAF.PA vs. GESAF.PA vs. voo

Return for Risk

VGWD.DE vs. SAF.PA — 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: 9191
Overall Rank
VGWD.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VGWD.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
VGWD.DE Omega Ratio Rank: 9191
Omega Ratio Rank
VGWD.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
VGWD.DE Martin Ratio Rank: 9090
Martin Ratio Rank
SAF.PA
SAF.PA Risk / Return Rank: 6161
Overall Rank
SAF.PA Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SAF.PA Sortino Ratio Rank: 6060
Sortino Ratio Rank
SAF.PA Omega Ratio Rank: 5858
Omega Ratio Rank
SAF.PA Calmar Ratio Rank: 6161
Calmar Ratio Rank
SAF.PA Martin Ratio Rank: 6464
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. SAF.PA - 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 Safran SA (SAF.PA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

VGWD.DESAF.PADifference
Sharpe ratioReturn per unit of total volatility
2.86
0.62

+2.23

Sortino ratioReturn per unit of downside risk
3.99
1.15

+2.85

Omega ratioGain probability vs. loss probability

1.53

1.14

+0.39

Calmar ratioReturn relative to maximum drawdown

4.60

0.83

+3.77

Martin ratioReturn relative to average drawdown

17.98

2.22

+15.76

VGWD.DE vs. SAF.PA - Sharpe Ratio Comparison

The current VGWD.DE Sharpe Ratio is 2.86, which is higher than the SAF.PA Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of VGWD.DE and SAF.PA, 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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Drawdowns

VGWD.DE vs. SAF.PA - Drawdown Comparison

The maximum VGWD.DE drawdown since its inception was -34.57%, smaller than the maximum SAF.PA drawdown of -64.89%. Use the drawdown chart below to compare losses from any high point for VGWD.DE and SAF.PA.

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Drawdown Indicators

VGWD.DESAF.PADifference

Max Drawdown

Largest peak-to-trough decline

-34.57%

-64.89%

+30.32%

Max Drawdown (1Y)

Largest decline over 1 year

-5.82%

-23.62%

+17.80%

Max Drawdown (3Y)

Largest decline over 3 years

-16.86%

-23.62%

+6.76%

Max Drawdown (5Y)

Largest decline over 5 years

-16.86%

-29.84%

+12.98%

Max Drawdown (10Y)

Largest decline over 10 years

—

-64.63%

—

Current Drawdown

Current decline from peak

0.00%

-10.85%

+10.85%

Average Drawdown

Average peak-to-trough decline

-4.04%

-13.50%

+9.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

8.90%

-7.41%

Volatility

VGWD.DE vs. SAF.PA - Volatility Comparison

The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) is 2.55%, while Safran SA (SAF.PA) has a volatility of 10.23%. This indicates that VGWD.DE experiences smaller price fluctuations and is considered to be less risky than SAF.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VGWD.DESAF.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.55%

10.23%

-7.68%

Volatility (6M)

Calculated over the trailing 6-month period

7.20%

27.80%

-20.60%

Volatility (1Y)

Calculated over the trailing 1-year period

9.40%

31.51%

-22.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.55%

28.37%

-16.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.22%

33.13%

-18.91%

Dividends

VGWD.DE vs. SAF.PA - Dividend Comparison

VGWD.DE's dividend yield for the trailing twelve months is around 2.46%, more than SAF.PA's 1.09% yield.

PositionTTM20252024202320222021202020192018201720162015
SAF.PA
Safran SA		1.09%0.98%1.04%0.85%0.43%0.40%0.00%1.32%1.52%0.97%2.15%1.96%
VGWD.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing		2.46%2.84%3.05%3.40%3.78%3.02%3.08%3.21%3.70%0.58%0.00%0.00%

Frequently Asked Questions

VGWD.DE and SAF.PA have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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