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VGWL.DE vs. UETW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGWL.DE vs. UETW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE) and UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGWL.DE achieves a 12.46% return, which is significantly higher than UETW.DE's 11.82% return.


VGWL.DE

1D
-1.19%
1M
-0.67%
6M
8.99%
YTD
12.46%
1Y
22.90%
3Y*
17.59%
5Y*
11.41%
10Y*

UETW.DE

1D
-1.09%
1M
0.52%
6M
8.75%
YTD
11.82%
1Y
21.95%
3Y*
17.67%
5Y*
12.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGWL.DE vs. UETW.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VGWL.DE
Vanguard FTSE All-World UCITS ETF Distributing
12.46%9.18%24.40%18.17%-13.48%28.60%5.38%14.60%
UETW.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Acc
11.82%8.05%26.48%19.71%-13.72%32.19%5.49%0.11%

Correlation

The correlation between VGWL.DE and UETW.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Jun 7, 2019

0.98

The correlation between VGWL.DE and UETW.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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Return for Risk

VGWL.DE vs. UETW.DE — Risk / Return Rank

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

VGWL.DE
VGWL.DE Risk / Return Rank: 8181
Overall Rank
VGWL.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
VGWL.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
VGWL.DE Omega Ratio Rank: 7878
Omega Ratio Rank
VGWL.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
VGWL.DE Martin Ratio Rank: 8686
Martin Ratio Rank

UETW.DE
UETW.DE Risk / Return Rank: 8080
Overall Rank
UETW.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
UETW.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
UETW.DE Omega Ratio Rank: 7979
Omega Ratio Rank
UETW.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
UETW.DE Martin Ratio Rank: 8383
Martin Ratio Rank
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.

VGWL.DE vs. UETW.DE - 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 UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VGWL.DEUETW.DEDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.36

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

3.47

3.28

+0.19

Martin ratioReturn relative to average drawdown

14.01

12.82

+1.19

VGWL.DE vs. UETW.DE - Sharpe Ratio Comparison

The current VGWL.DE Sharpe Ratio is 1.99, which is comparable to the UETW.DE Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of VGWL.DE and UETW.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VGWL.DE vs. UETW.DE - Drawdown Comparison

The maximum VGWL.DE drawdown since its inception was -33.40%, roughly equal to the maximum UETW.DE drawdown of -33.74%. Use the drawdown chart below to compare losses from any high point for VGWL.DE and UETW.DE.


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Drawdown Indicators


VGWL.DEUETW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.40%

-33.74%

+0.34%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

-6.67%

+0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-21.04%

-21.32%

+0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-21.04%

-21.32%

+0.28%

Current Drawdown

Current decline from peak

-1.87%

-1.17%

-0.70%

Average Drawdown

Average peak-to-trough decline

-4.29%

-4.97%

+0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

1.71%

-0.08%

Volatility

VGWL.DE vs. UETW.DE - Volatility Comparison

Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE) has a higher volatility of 3.16% compared to UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.DE) at 2.64%. This indicates that VGWL.DE's price experiences larger fluctuations and is considered to be riskier than UETW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGWL.DEUETW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

2.64%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

8.65%

7.83%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

11.63%

11.17%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.81%

14.06%

-0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.46%

16.55%

-1.09%

VGWL.DE vs. UETW.DE - Expense Ratio Comparison

VGWL.DE has a 0.22% expense ratio, which is higher than UETW.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VGWL.DE vs. UETW.DE - Dividend Comparison

VGWL.DE's dividend yield for the trailing twelve months is around 1.27%, while UETW.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
UETW.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGWL.DE
Vanguard FTSE All-World UCITS ETF Distributing
1.27%1.42%1.48%1.73%2.09%1.43%1.56%1.87%2.26%0.37%

Frequently Asked Questions


With a correlation of 0.96, VGWL.DE and UETW.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, UETW.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UETW.DE is cheaper with a 0.10% expense ratio, compared with 0.22% for VGWL.DE.

VGWL.DE tracks FTSE All-World, while UETW.DE tracks MSCI World. They also come from different issuers: Vanguard and UBS. Their fees differ too: 0.22% for VGWL.DE and 0.10% for UETW.DE.

Portfolio Optimizer

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