VGWD.DE vs. TDVX.DE
VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) and TDVX.DE (VanEck Morningstar Developed Markets ex-US Dividend Leaders UCITS ETF A USD Acc) are both Dividend funds - VGWD.DE tracks the FTSE All-World High Dividend Yield Index while TDVX.DE tracks the Morningstar Developed Markets ex-US Large Cap Dividend Leaders Screened Select Index. Both are passively managed. A 0.78 correlation means they provide meaningful diversification when combined. VGWD.DE charges 0.29%/yr vs 0.38%/yr for TDVX.DE.
Performance
VGWD.DE vs. TDVX.DE - Performance Comparison
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Returns By Period
VGWD.DE
- 1D
- 0.36%
- 1M
- 2.54%
- YTD
- 15.12%
- 6M
- 15.77%
- 1Y
- 29.59%
- 3Y*
- 17.21%
- 5Y*
- 12.04%
- 10Y*
- —
TDVX.DE
- 1D
- 0.00%
- 1M
- -0.03%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VGWD.DE vs. TDVX.DE - Yearly Performance Comparison
Correlation
The correlation between VGWD.DE and TDVX.DE is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Apr 20, 2026 | 0.78 |
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Return for Risk
VGWD.DE vs. TDVX.DE — Risk / Return Rank
VGWD.DE
TDVX.DE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VGWD.DE vs. TDVX.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 VanEck Morningstar Developed Markets ex-US Dividend Leaders UCITS ETF A USD Acc (TDVX.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.
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.DE | TDVX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.59 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 5.06 | — | — |
| Martin ratioReturn relative to average drawdown | 19.89 | — | — |
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Drawdowns
VGWD.DE vs. TDVX.DE - Drawdown Comparison
The maximum VGWD.DE drawdown since its inception was -34.57%, which is greater than TDVX.DE's maximum drawdown of -16.04%. Use the drawdown chart below to compare losses from any high point for VGWD.DE and TDVX.DE.
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Drawdown Indicators
| VGWD.DE | TDVX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.57% | -16.04% | -18.53% |
Max Drawdown (1Y)Largest decline over 1 year | -5.82% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -13.53% | +13.53% |
Average DrawdownAverage peak-to-trough decline | -4.02% | -13.86% | +9.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.48% | — | — |
Volatility
VGWD.DE vs. TDVX.DE - Volatility Comparison
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Volatility by Period
| VGWD.DE | TDVX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.22% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.18% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.37% | 36.17% | -26.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.54% | 36.17% | -24.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.20% | 36.17% | -21.97% |
VGWD.DE vs. TDVX.DE - Expense Ratio Comparison
VGWD.DE has a 0.29% expense ratio, which is lower than TDVX.DE's 0.38% expense ratio.
Dividends
VGWD.DE vs. TDVX.DE - Dividend Comparison
VGWD.DE's dividend yield for the trailing twelve months is around 2.50%, while TDVX.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
TDVX.DE VanEck Morningstar Developed Markets ex-US Dividend Leaders UCITS ETF A USD Acc | 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 | 2.50% | 2.84% | 3.05% | 3.40% | 3.78% | 3.02% | 3.08% | 3.21% | 3.70% | 0.58% |
Frequently Asked Questions
VGWD.DE and TDVX.DE have a correlation of 0.78, 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 0.38% for TDVX.DE.
VGWD.DE tracks FTSE All-World High Dividend Yield Index, while TDVX.DE tracks Morningstar Developed Markets ex-US Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: Vanguard and VanEck. Their fees differ too: 0.29% for VGWD.DE and 0.38% for TDVX.DE.
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