VGWE.DE vs. FFEB
Compare and contrast key facts about Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE) and FT Vest U.S. Equity Buffer ETF - February (FFEB).
VGWE.DE and FFEB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VGWE.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World High Dividend Yield Index. It was launched on Sep 24, 2019. FFEB is an actively managed fund by FT Vest. It was launched on Feb 21, 2020.
Performance
VGWE.DE vs. FFEB - Performance Comparison
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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 | 6.48% | 12.81% | 15.59% | 7.89% | 0.02% | 27.83% | 6.23% |
FFEB FT Vest U.S. Equity Buffer ETF - February | 0.89% | 0.26% | 24.34% | 16.35% | -1.77% | 24.96% | 3.36% |
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 6.48% return, which is significantly higher than FFEB's 0.89% return.
VGWE.DE
- 1D
- 1.13%
- 1M
- -2.90%
- YTD
- 6.48%
- 6M
- 11.65%
- 1Y
- 16.65%
- 3Y*
- 14.46%
- 5Y*
- 10.96%
- 10Y*
- —
FFEB
- 1D
- 0.63%
- 1M
- -1.53%
- YTD
- 0.89%
- 6M
- 3.39%
- 1Y
- 7.28%
- 3Y*
- 12.15%
- 5Y*
- 10.54%
- 10Y*
- —
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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.
Return for Risk
VGWE.DE vs. FFEB — Risk / Return Rank
VGWE.DE
FFEB
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 ratioReturn per unit of total volatility | 1.28 | 0.47 | +0.80 |
Sortino ratioReturn per unit of downside risk | 1.65 | 0.74 | +0.91 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.12 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 0.66 | +1.04 |
Martin ratioReturn relative to average drawdown | 8.20 | 2.96 | +5.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VGWE.DE | FFEB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.47 | +0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.94 | 0.90 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 0.65 | +0.39 |
Correlation
The correlation between VGWE.DE and FFEB is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VGWE.DE vs. FFEB - Dividend Comparison
Neither VGWE.DE nor FFEB has paid dividends to shareholders.
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.
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Drawdown Indicators
| VGWE.DE | FFEB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.43% | -22.81% | +6.38% |
Max Drawdown (1Y)Largest decline over 1 year | -12.80% | -8.65% | -4.15% |
Max Drawdown (5Y)Largest decline over 5 years | -16.43% | -13.85% | -2.58% |
Current DrawdownCurrent decline from peak | -3.31% | -3.17% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -2.41% | -2.46% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 1.64% | +0.43% |
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 3.98% compared to FT Vest U.S. Equity Buffer ETF - February (FFEB) at 3.06%. 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.
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Volatility by Period
| VGWE.DE | FFEB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 3.06% | +0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 7.10% | 6.57% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.01% | 15.44% | -2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.53% | 11.82% | -0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.30% | 14.93% | -2.63% |