VGWL.DE vs. LORA.F
VGWL.DE (Vanguard FTSE All-World UCITS ETF Distributing) is Global Equities fund tracking the FTSE All-World, while LORA.F (L'Oréal S.A.) is a stock. Over the past 5 years, VGWL.DE returned 12.28%/yr vs 1.03%/yr for LORA.F. At a 0.25 correlation, their price movements are largely independent.
Performance
VGWL.DE vs. LORA.F - Performance Comparison
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Returns By Period
In the year-to-date period, VGWL.DE achieves a 12.63% return, which is significantly higher than LORA.F's 2.74% return.
VGWL.DE
- 1D
- -0.24%
- 1M
- 3.64%
- YTD
- 12.63%
- 6M
- 12.78%
- 1Y
- 26.26%
- 3Y*
- 17.85%
- 5Y*
- 12.28%
- 10Y*
- —
LORA.F
- 1D
- -0.69%
- 1M
- -0.69%
- YTD
- 2.74%
- 6M
- 2.74%
- 1Y
- -7.07%
- 3Y*
- -2.57%
- 5Y*
- 1.03%
- 10Y*
- —
VGWL.DE vs. LORA.F - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VGWL.DE Vanguard FTSE All-World UCITS ETF Distributing | 12.63% | 9.18% | 24.40% | 18.17% | -13.48% | 28.60% | 5.38% | 20.63% |
LORA.F L'Oréal S.A. | 2.74% | 7.94% | -22.77% | 35.14% | -19.95% | 35.24% | 19.52% | 35.42% |
Correlation
The correlation between VGWL.DE and LORA.F is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2019 | 0.25 |
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Return for Risk
VGWL.DE vs. LORA.F — Risk / Return Rank
VGWL.DE
LORA.F
VGWL.DE vs. LORA.F - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE) and L'Oréal S.A. (LORA.F). 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.
| VGWL.DE | LORA.F | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.35 | ||
| Sortino ratioReturn per unit of downside risk | +3.04 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.03 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 3.99 | -0.04 | +4.04 |
| Martin ratioReturn relative to average drawdown | 16.38 | -0.08 | +16.46 |
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
| VGWL.DE | LORA.F | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | -0.02 | +2.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.03 | +0.85 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.30 | +0.47 |
Drawdowns
VGWL.DE vs. LORA.F - Drawdown Comparison
The maximum VGWL.DE drawdown since its inception was -33.40%, which is greater than LORA.F's maximum drawdown of -29.67%. Use the drawdown chart below to compare losses from any high point for VGWL.DE and LORA.F.
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Drawdown Indicators
| VGWL.DE | LORA.F | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.40% | -29.67% | -3.73% |
Max Drawdown (1Y)Largest decline over 1 year | -6.57% | -17.90% | +11.33% |
Max Drawdown (3Y)Largest decline over 3 years | -21.04% | -29.67% | +8.63% |
Max Drawdown (5Y)Largest decline over 5 years | -21.04% | -29.67% | +8.63% |
Current DrawdownCurrent decline from peak | -0.64% | -18.35% | +17.71% |
Average DrawdownAverage peak-to-trough decline | -4.34% | -11.28% | +6.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 9.07% | -7.46% |
Volatility
VGWL.DE vs. LORA.F - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE) is 3.02%, while L'Oréal S.A. (LORA.F) has a volatility of 8.30%. This indicates that VGWL.DE experiences smaller price fluctuations and is considered to be less risky than LORA.F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGWL.DE | LORA.F | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.02% | 8.30% | -5.28% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 25.35% | -17.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.29% | 32.89% | -21.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.76% | 32.80% | -19.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.51% | 33.19% | -17.68% |
Dividends
VGWL.DE vs. LORA.F - Dividend Comparison
VGWL.DE's dividend yield for the trailing twelve months is around 1.24%, less than LORA.F's 2.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
LORA.F L'Oréal S.A. | 2.03% | 1.92% | 1.81% | 1.29% | 1.31% | 1.00% | 1.19% | 1.40% | 0.00% | 0.00% |
VGWL.DE Vanguard FTSE All-World UCITS ETF Distributing | 1.24% | 1.42% | 1.48% | 1.73% | 2.09% | 1.43% | 1.56% | 1.87% | 2.26% | 0.37% |
Frequently Asked Questions
VGWL.DE and LORA.F have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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