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VGWE.DE vs. FFEB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VGWE.DE and FFEB is 0.53, 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.


-0.50.00.51.0
Correlation: 0.5

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 Cboe Vest U.S. Equity Buffer ETF - February (FFEB). The values are adjusted to include any dividend payments, if applicable.

50.00%55.00%60.00%65.00%70.00%NovemberDecember2025FebruaryMarchApril
62.00%
58.96%
VGWE.DE
FFEB

Key characteristics

Sharpe Ratio

VGWE.DE:

0.21

FFEB:

0.47

Sortino Ratio

VGWE.DE:

0.34

FFEB:

0.74

Omega Ratio

VGWE.DE:

1.05

FFEB:

1.13

Calmar Ratio

VGWE.DE:

0.17

FFEB:

0.48

Martin Ratio

VGWE.DE:

0.86

FFEB:

2.54

Ulcer Index

VGWE.DE:

3.31%

FFEB:

2.26%

Daily Std Dev

VGWE.DE:

13.55%

FFEB:

12.29%

Max Drawdown

VGWE.DE:

-16.43%

FFEB:

-22.81%

Current Drawdown

VGWE.DE:

-11.76%

FFEB:

-8.20%

Returns By Period

In the year-to-date period, VGWE.DE achieves a -5.45% return, which is significantly higher than FFEB's -5.99% return.


VGWE.DE

YTD

-5.45%

1M

-8.48%

6M

-6.39%

1Y

3.55%

5Y*

N/A

10Y*

N/A

FFEB

YTD

-5.99%

1M

-4.88%

6M

-4.49%

1Y

6.20%

5Y*

11.02%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


FFEB
FT Cboe Vest U.S. Equity Buffer ETF - February
Expense ratio chart for FFEB: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FFEB: 0.85%
Expense ratio chart for VGWE.DE: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGWE.DE: 0.29%

Risk-Adjusted Performance

VGWE.DE vs. FFEB — Risk-Adjusted Performance Rank

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

VGWE.DE
The Risk-Adjusted Performance Rank of VGWE.DE is 4646
Overall Rank
The Sharpe Ratio Rank of VGWE.DE is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of VGWE.DE is 4242
Sortino Ratio Rank
The Omega Ratio Rank of VGWE.DE is 4545
Omega Ratio Rank
The Calmar Ratio Rank of VGWE.DE is 4646
Calmar Ratio Rank
The Martin Ratio Rank of VGWE.DE is 4949
Martin Ratio Rank

FFEB
The Risk-Adjusted Performance Rank of FFEB is 6767
Overall Rank
The Sharpe Ratio Rank of FFEB is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of FFEB is 6363
Sortino Ratio Rank
The Omega Ratio Rank of FFEB is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FFEB is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FFEB is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VGWE.DE vs. FFEB - Risk-Adjusted Performance 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 Cboe 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.


Sharpe ratio
The chart of Sharpe ratio for VGWE.DE, currently valued at 0.59, compared to the broader market-1.000.001.002.003.004.00
VGWE.DE: 0.59
FFEB: 0.39
The chart of Sortino ratio for VGWE.DE, currently valued at 0.84, compared to the broader market-2.000.002.004.006.008.00
VGWE.DE: 0.84
FFEB: 0.64
The chart of Omega ratio for VGWE.DE, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
VGWE.DE: 1.12
FFEB: 1.11
The chart of Calmar ratio for VGWE.DE, currently valued at 0.66, compared to the broader market0.002.004.006.008.0010.0012.00
VGWE.DE: 0.66
FFEB: 0.41
The chart of Martin ratio for VGWE.DE, currently valued at 2.98, compared to the broader market0.0020.0040.0060.00
VGWE.DE: 2.98
FFEB: 2.14

The current VGWE.DE Sharpe Ratio is 0.21, which is lower than the FFEB Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of VGWE.DE and FFEB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.59
0.39
VGWE.DE
FFEB

Dividends

VGWE.DE vs. FFEB - Dividend Comparison

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


Tickers have no history of dividend payments

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 -22.81%. Use the drawdown chart below to compare losses from any high point for VGWE.DE and FFEB. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.61%
-8.20%
VGWE.DE
FFEB

Volatility

VGWE.DE vs. FFEB - Volatility Comparison

Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE) and FT Cboe Vest U.S. Equity Buffer ETF - February (FFEB) have volatilities of 10.21% and 9.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.21%
9.85%
VGWE.DE
FFEB
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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