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

Performance

VGWL.DE vs. WEBN.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 Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with VGWL.DE having a 12.63% return and WEBN.DE slightly lower at 12.37%.


VGWL.DE

1D
-0.24%
1M
3.64%
YTD
12.63%
6M
12.78%
1Y
26.26%
3Y*
17.85%
5Y*
12.28%
10Y*

WEBN.DE

1D
-0.24%
1M
3.63%
YTD
12.37%
6M
12.73%
1Y
26.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
VGWL.DE
Vanguard FTSE All-World UCITS ETF Distributing
12.63%9.18%8.47%
WEBN.DE
Amundi Prime All Country World UCITS ETF Acc EUR
12.37%9.70%8.26%

Correlation

The correlation between VGWL.DE and WEBN.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2024

0.94

The correlation between VGWL.DE and WEBN.DE has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

VGWL.DE vs. WEBN.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: 7676
Overall Rank
VGWL.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VGWL.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
VGWL.DE Omega Ratio Rank: 7575
Omega Ratio Rank
VGWL.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
VGWL.DE Martin Ratio Rank: 8282
Martin Ratio Rank

WEBN.DE
WEBN.DE Risk / Return Rank: 7575
Overall Rank
WEBN.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
WEBN.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
WEBN.DE Omega Ratio Rank: 7070
Omega Ratio Rank
WEBN.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
WEBN.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. WEBN.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 Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.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.


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

+0.05

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.44

1.41

+0.02

Calmar ratioReturn relative to maximum drawdown

3.99

4.03

-0.04

Martin ratioReturn relative to average drawdown

16.38

16.67

-0.29

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

The current VGWL.DE Sharpe Ratio is 2.32, which is comparable to the WEBN.DE Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of VGWL.DE and WEBN.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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Sharpe Ratios by Period


VGWL.DEWEBN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

2.28

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

1.08

-0.31

Drawdowns

VGWL.DE vs. WEBN.DE - Drawdown Comparison

The maximum VGWL.DE drawdown since its inception was -33.40%, which is greater than WEBN.DE's maximum drawdown of -21.22%. Use the drawdown chart below to compare losses from any high point for VGWL.DE and WEBN.DE.


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Drawdown Indicators


VGWL.DEWEBN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.40%

-21.22%

-12.18%

Max Drawdown (1Y)

Largest decline over 1 year

-6.57%

-6.63%

+0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-21.04%

Max Drawdown (5Y)

Largest decline over 5 years

-21.04%

Current Drawdown

Current decline from peak

-0.64%

-0.65%

+0.01%

Average Drawdown

Average peak-to-trough decline

-4.34%

-3.11%

-1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

1.61%

0.00%

Volatility

VGWL.DE vs. WEBN.DE - Volatility Comparison

Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE) and Amundi Prime All Country World UCITS ETF Acc EUR (WEBN.DE) have volatilities of 3.02% and 3.05%, 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.


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Volatility by Period


VGWL.DEWEBN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.02%

3.05%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

8.13%

8.43%

-0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

11.29%

11.74%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.76%

14.90%

-1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.51%

14.90%

+0.61%

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

VGWL.DE has a 0.22% expense ratio, which is higher than WEBN.DE's 0.07% 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. WEBN.DE - Dividend Comparison

VGWL.DE's dividend yield for the trailing twelve months is around 1.24%, while WEBN.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
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%
WEBN.DE
Amundi Prime All Country World UCITS ETF Acc EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, VGWL.DE and WEBN.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, WEBN.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBN.DE is cheaper with a 0.07% expense ratio, compared with 0.22% for VGWL.DE.

VGWL.DE tracks FTSE All-World, while WEBN.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.22% for VGWL.DE and 0.07% for WEBN.DE.

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