VGWE.DE vs. FFEB

Last updated Jun 4, 2026

VGWE.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc) and FFEB (FT Vest U.S. Equity Buffer ETF - February) are both exchange-traded funds - VGWE.DE is a Dividend fund tracking the FTSE All-World High Dividend Yield Index, while FFEB is a Defined Outcome fund actively managed by FT Vest. VGWE.DE is passively managed, while FFEB is actively managed. Over the past 5 years, VGWE.DE returned 11.42%/yr vs 12.13%/yr for FFEB. At a 0.42 correlation, their price movements are largely independent. VGWE.DE charges 0.29%/yr vs 0.85%/yr for FFEB.

Performance

VGWE.DE vs. FFEB - 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 Acc (VGWE.DE) and FT Vest U.S. Equity Buffer ETF - February (FFEB). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, VGWE.DE achieves a 12.17% return, which is significantly higher than FFEB's 8.94% return.

VGWE.DE

• 1D: -0.11%
• 1M: 3.73%
• YTD: 12.17%
• 6M: 14.40%
• 1Y: 24.37%
• 3Y*: 15.78%
• 5Y*: 11.42%
• 10Y*: —

FFEB

• 1D: -0.09%
• 1M: 3.18%
• YTD: 8.94%
• 6M: 9.14%
• 1Y: 16.95%
• 3Y*: 13.26%
• 5Y*: 12.13%
• 10Y*: —

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

VGWE.DE vs. FFEB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
VGWE.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc	12.17%	12.81%	15.59%	7.89%	0.02%	27.83%	6.23%
FFEB FT Vest U.S. Equity Buffer ETF - February	8.94%	0.26%	24.34%	16.35%	-1.77%	24.96%	3.36%

Correlation

The correlation between VGWE.DE and FFEB is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020	0.42

Return for Risk

VGWE.DE vs. FFEB — Risk / Return Rank

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

VGWE.DE

VGWE.DE Risk / Return Rank: 78
VGWE.DE Sharpe Ratio Rank: 78
VGWE.DE Sortino Ratio Rank: 79
VGWE.DE Omega Ratio Rank: 76
VGWE.DE Calmar Ratio Rank: 78
VGWE.DE Martin Ratio Rank: 79

FFEB

FFEB Risk / Return Rank: 82
FFEB Sharpe Ratio Rank: 83
FFEB Sortino Ratio Rank: 87
FFEB Omega Ratio Rank: 88
FFEB Calmar Ratio Rank: 68
FFEB Martin Ratio Rank: 86

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.

VGWE.DE vs. FFEB - 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 Acc (VGWE.DE) and FT Vest U.S. Equity Buffer ETF - February (FFEB). 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.

	VGWE.DE	FFEB	Difference
Sharpe ratio: Return per unit of total volatility	2.56	2.02	+0.55
Sortino ratio: Return per unit of downside risk	3.60	2.70	+0.90
Omega ratio: Gain probability vs. loss probability	1.46	1.38	+0.07
Calmar ratio: Return relative to maximum drawdown	4.05	4.49	-0.45
Martin ratio: Return relative to average drawdown	15.58	15.53	+0.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VGWE.DE vs. FFEB - Sharpe Ratio Comparison

The current VGWE.DE Sharpe Ratio is 2.56, which is comparable to the FFEB Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of VGWE.DE and FFEB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VGWE.DE	FFEB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.56	2.02	+0.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.98	1.04	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	1.10	0.73	+0.37

Drawdowns

VGWE.DE vs. FFEB - Drawdown Comparison

The maximum VGWE.DE drawdown since its inception was -16.43%, smaller than the maximum FFEB drawdown of -22.68%. Use the drawdown chart below to compare losses from any high point for VGWE.DE and FFEB.

Drawdown Indicators

	VGWE.DE	FFEB	Difference
Max Drawdown Largest peak-to-trough decline	-16.43%	-22.68%	+6.25%
Max Drawdown (1Y) Largest decline over 1 year	-6.00%	-3.79%	-2.21%
Max Drawdown (3Y) Largest decline over 3 years	-16.43%	-18.84%	+2.41%
Max Drawdown (5Y) Largest decline over 5 years	-16.43%	-18.84%	+2.41%
Current Drawdown Current decline from peak	-0.59%	-0.09%	-0.50%
Average Drawdown Average peak-to-trough decline	-2.38%	-3.36%	+0.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.56%	1.10%	+0.46%

Volatility

VGWE.DE vs. FFEB - Volatility Comparison

Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE) has a higher volatility of 2.54% compared to FT Vest U.S. Equity Buffer ETF - February (FFEB) at 1.13%. This indicates that VGWE.DE's price experiences larger fluctuations and is considered to be riskier than FFEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VGWE.DE	FFEB	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.54%	1.13%	+1.41%
Volatility (6M) Calculated over the trailing 6-month period	7.18%	5.80%	+1.38%
Volatility (1Y) Calculated over the trailing 1-year period	9.50%	8.50%	+1.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.51%	11.75%	-0.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.23%	14.75%	-2.52%

VGWE.DE vs. FFEB - Expense Ratio Comparison

VGWE.DE has a 0.29% expense ratio, which is lower than FFEB's 0.85% expense ratio.

Dividends

VGWE.DE vs. FFEB - Dividend Comparison

Neither VGWE.DE nor FFEB has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both VGWE.DE and FFEB in my portfolio?

VGWE.DE and FFEB have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VGWE.DE or FFEB?

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

Which ETF is cheaper, VGWE.DE or FFEB?

VGWE.DE is cheaper with a 0.29% expense ratio, compared with 0.85% for FFEB.

What is the main difference between VGWE.DE and FFEB?

VGWE.DE is categorized as Dividend, while FFEB is Defined Outcome. They also come from different issuers: Vanguard and FT Vest. Their fees differ too: 0.29% for VGWE.DE and 0.85% for FFEB.