VGWD.DE vs. TTWO

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 TTWO (Take-Two Interactive Software, Inc.) is a stock. Over the past 5 years, VGWD.DE returned 11.74%/yr vs 3.52%/yr for TTWO. At a 0.17 correlation, their price movements are largely independent.

Performance

VGWD.DE vs. TTWO - 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 Take-Two Interactive Software, Inc. (TTWO). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

VGWD.DE is traded in EUR, while TTWO is traded in USD. To make them comparable, the TTWO 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 13.99% return, which is significantly higher than TTWO's -16.02% 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*: —

TTWO

• 1D: -0.07%
• 1M: -11.87%
• YTD: -16.02%
• 6M: -11.01%
• 1Y: -8.16%
• 3Y*: 13.11%
• 5Y*: 3.52%
• 10Y*: 18.25%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VGWD.DE vs. TTWO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
TTWO Take-Two Interactive Software, Inc.	-16.02%	22.58%	21.92%	49.93%	-37.78%	-8.07%	55.73%	21.62%	-1.83%	3.06%

Correlation

The correlation between VGWD.DE and TTWO is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (All Time) Calculated using the full available price history since Oct 26, 2017	0.17

The correlation between VGWD.DE and TTWO shifts across timeframes, from 0.03 (1 year) to 0.18 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

VGWD.DE vs. TTWO — 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: 91
VGWD.DE Sharpe Ratio Rank: 92
VGWD.DE Sortino Ratio Rank: 92
VGWD.DE Omega Ratio Rank: 91
VGWD.DE Calmar Ratio Rank: 89
VGWD.DE Martin Ratio Rank: 90

TTWO

TTWO Risk / Return Rank: 28
TTWO Sharpe Ratio Rank: 29
TTWO Sortino Ratio Rank: 26
TTWO Omega Ratio Rank: 26
TTWO Calmar Ratio Rank: 32
TTWO Martin Ratio Rank: 29

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. TTWO - 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 Take-Two Interactive Software, Inc. (TTWO). 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	TTWO	Difference
Sharpe ratio: Return per unit of total volatility	2.86	-0.32	+3.18
Sortino ratio: Return per unit of downside risk	3.99	-0.26	+4.25
Omega ratio: Gain probability vs. loss probability	1.53	0.97	+0.56
Calmar ratio: Return relative to maximum drawdown	4.60	-0.33	+4.93
Martin ratio: Return relative to average drawdown	17.98	-0.74	+18.72

VGWD.DE vs. TTWO - Sharpe Ratio Comparison

The current VGWD.DE Sharpe Ratio is 2.86, which is higher than the TTWO Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of VGWD.DE and TTWO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VGWD.DE vs. TTWO - Drawdown Comparison

The maximum VGWD.DE drawdown since its inception was -34.57%, smaller than the maximum TTWO drawdown of -75.32%. Use the drawdown chart below to compare losses from any high point for VGWD.DE and TTWO.

Drawdown Indicators

	VGWD.DE	TTWO	Difference
Max Drawdown Largest peak-to-trough decline	-34.57%	-75.32%	+40.75%
Max Drawdown (1Y) Largest decline over 1 year	-5.82%	-28.81%	+22.99%
Max Drawdown (3Y) Largest decline over 3 years	-16.86%	-28.81%	+11.95%
Max Drawdown (5Y) Largest decline over 5 years	-16.86%	-44.69%	+27.83%
Max Drawdown (10Y) Largest decline over 10 years	—	-47.84%	—
Current Drawdown Current decline from peak	0.00%	-18.74%	+18.74%
Average Drawdown Average peak-to-trough decline	-4.04%	-23.25%	+19.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.49%	12.98%	-11.49%

Volatility

VGWD.DE vs. TTWO - Volatility Comparison

The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) is 2.55%, while Take-Two Interactive Software, Inc. (TTWO) has a volatility of 10.45%. This indicates that VGWD.DE experiences smaller price fluctuations and is considered to be less risky than TTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VGWD.DE	TTWO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.55%	10.45%	-7.90%
Volatility (6M) Calculated over the trailing 6-month period	7.20%	23.80%	-16.60%
Volatility (1Y) Calculated over the trailing 1-year period	9.40%	29.51%	-20.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.55%	32.17%	-20.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.22%	34.34%	-20.12%

Dividends

VGWD.DE vs. TTWO - Dividend Comparison

VGWD.DE's dividend yield for the trailing twelve months is around 2.46%, while TTWO has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
TTWO Take-Two Interactive Software, Inc.	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	2.46%	2.84%	3.05%	3.40%	3.78%	3.02%	3.08%	3.21%	3.70%	0.58%

Frequently Asked Questions

Can I hold both VGWD.DE and TTWO in my portfolio?

VGWD.DE and TTWO have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.