VGWE.DE vs. VGVF.DE
VGWE.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc) and VGVF.DE (Vanguard FTSE Developed World UCITS ETF Acc) are both exchange-traded funds - VGWE.DE is a Dividend fund tracking the FTSE All-World High Dividend Yield Index, while VGVF.DE is a Global Equities fund tracking the FTSE Developed. Both are passively managed. Over the past 5 years, VGWE.DE returned 11.47%/yr vs 13.14%/yr for VGVF.DE. Their correlation of 0.80 suggests significant overlap in exposure. VGWE.DE charges 0.29%/yr vs 0.12%/yr for VGVF.DE.
Performance
VGWE.DE vs. VGVF.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with VGWE.DE having a 12.43% return and VGVF.DE slightly higher at 12.58%.
VGWE.DE
- 1D
- 0.23%
- 1M
- 3.30%
- YTD
- 12.43%
- 6M
- 14.13%
- 1Y
- 24.76%
- 3Y*
- 15.83%
- 5Y*
- 11.47%
- 10Y*
- —
VGVF.DE
- 1D
- -0.15%
- 1M
- 5.21%
- YTD
- 12.58%
- 6M
- 13.33%
- 1Y
- 26.41%
- 3Y*
- 18.25%
- 5Y*
- 13.14%
- 10Y*
- —
VGWE.DE vs. VGVF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VGWE.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc | 12.43% | 12.81% | 15.59% | 7.89% | 0.02% | 27.83% | 6.23% |
VGVF.DE Vanguard FTSE Developed World UCITS ETF Acc | 12.58% | 8.99% | 24.73% | 20.35% | -13.58% | 31.62% | 11.92% |
Correlation
The correlation between VGWE.DE and VGVF.DE is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020 | 0.80 |
The correlation between VGWE.DE and VGVF.DE has been stable across timeframes, ranging from 0.71 to 0.80 - a consistent structural relationship.
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Return for Risk
VGWE.DE vs. VGVF.DE — Risk / Return Rank
VGWE.DE
VGVF.DE
VGWE.DE vs. VGVF.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 Acc (VGWE.DE) and Vanguard FTSE Developed World UCITS ETF Acc (VGVF.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.
| VGWE.DE | VGVF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.44 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.11 | 4.19 | -0.08 |
| Martin ratioReturn relative to average drawdown | 15.82 | 17.27 | -1.45 |
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 | VGVF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.60 | 2.34 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | 0.93 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.79 | +0.31 |
Drawdowns
VGWE.DE vs. VGVF.DE - Drawdown Comparison
The maximum VGWE.DE drawdown since its inception was -16.43%, smaller than the maximum VGVF.DE drawdown of -33.54%. Use the drawdown chart below to compare losses from any high point for VGWE.DE and VGVF.DE.
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Drawdown Indicators
| VGWE.DE | VGVF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.43% | -33.54% | +17.11% |
Max Drawdown (1Y)Largest decline over 1 year | -6.00% | -6.28% | +0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -16.43% | -21.17% | +4.74% |
Max Drawdown (5Y)Largest decline over 5 years | -16.43% | -21.17% | +4.74% |
Current DrawdownCurrent decline from peak | -0.37% | -0.55% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -2.37% | -4.91% | +2.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 1.53% | +0.03% |
Volatility
VGWE.DE vs. VGVF.DE - Volatility Comparison
The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE) is 2.38%, while Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) has a volatility of 2.86%. This indicates that VGWE.DE experiences smaller price fluctuations and is considered to be less risky than VGVF.DE 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 | VGVF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.38% | 2.86% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 7.18% | 8.02% | -0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.47% | 11.22% | -1.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.51% | 13.96% | -2.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.23% | 16.23% | -4.00% |
VGWE.DE vs. VGVF.DE - Expense Ratio Comparison
VGWE.DE has a 0.29% expense ratio, which is higher than VGVF.DE's 0.12% expense ratio.
Dividends
VGWE.DE vs. VGVF.DE - Dividend Comparison
Neither VGWE.DE nor VGVF.DE has paid dividends to shareholders.
Frequently Asked Questions
VGWE.DE and VGVF.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGVF.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGVF.DE is cheaper with a 0.12% expense ratio, compared with 0.29% for VGWE.DE.
VGWE.DE is categorized as Dividend, while VGVF.DE is Global Equities. VGWE.DE tracks FTSE All-World High Dividend Yield Index, while VGVF.DE tracks FTSE Developed. Their fees differ too: 0.29% for VGWE.DE and 0.12% for VGVF.DE.
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