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VHGEX vs. PSWD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VHGEX vs. PSWD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global Equity Fund (VHGEX) and Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE). The values are adjusted to include any dividend payments, if applicable.

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VHGEX vs. PSWD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VHGEX
Vanguard Global Equity Fund
-5.64%21.22%13.41%23.52%-22.72%13.06%22.38%28.73%-9.15%27.80%
PSWD.DE
Invesco FTSE RAFI All World 3000 UCITS ETF
3.21%29.42%10.95%16.29%-8.94%21.49%5.49%23.65%-13.85%20.54%
Different Trading Currencies

VHGEX is traded in USD, while PSWD.DE is traded in EUR. To make them comparable, the PSWD.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VHGEX achieves a -5.64% return, which is significantly lower than PSWD.DE's 3.21% return. Over the past 10 years, VHGEX has underperformed PSWD.DE with an annualized return of 10.60%, while PSWD.DE has yielded a comparatively higher 11.35% annualized return.


VHGEX

1D
3.46%
1M
-5.88%
YTD
-5.64%
6M
-4.28%
1Y
17.22%
3Y*
13.60%
5Y*
5.58%
10Y*
10.60%

PSWD.DE

1D
2.11%
1M
-4.00%
YTD
3.21%
6M
9.10%
1Y
26.21%
3Y*
18.51%
5Y*
11.39%
10Y*
11.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VHGEX vs. PSWD.DE - Expense Ratio Comparison

VHGEX has a 0.45% expense ratio, which is higher than PSWD.DE's 0.39% expense ratio.


Return for Risk

VHGEX vs. PSWD.DE — Risk / Return Rank

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

VHGEX
VHGEX Risk / Return Rank: 4848
Overall Rank
VHGEX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VHGEX Sortino Ratio Rank: 4646
Sortino Ratio Rank
VHGEX Omega Ratio Rank: 4343
Omega Ratio Rank
VHGEX Calmar Ratio Rank: 5757
Calmar Ratio Rank
VHGEX Martin Ratio Rank: 5151
Martin Ratio Rank

PSWD.DE
PSWD.DE Risk / Return Rank: 6565
Overall Rank
PSWD.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PSWD.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
PSWD.DE Omega Ratio Rank: 6464
Omega Ratio Rank
PSWD.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
PSWD.DE Martin Ratio Rank: 7878
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.

VHGEX vs. PSWD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Equity Fund (VHGEX) and Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.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.


VHGEXPSWD.DEDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.66

-0.75

Sortino ratio

Return per unit of downside risk

1.40

2.17

-0.77

Omega ratio

Gain probability vs. loss probability

1.19

1.35

-0.15

Calmar ratio

Return relative to maximum drawdown

1.41

2.43

-1.02

Martin ratio

Return relative to average drawdown

5.12

11.42

-6.30

VHGEX vs. PSWD.DE - Sharpe Ratio Comparison

The current VHGEX Sharpe Ratio is 0.91, which is lower than the PSWD.DE Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of VHGEX and PSWD.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VHGEXPSWD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.66

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.75

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.70

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.54

-0.03

Correlation

The correlation between VHGEX and PSWD.DE is 0.60, 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.


Dividends

VHGEX vs. PSWD.DE - Dividend Comparison

VHGEX's dividend yield for the trailing twelve months is around 13.12%, more than PSWD.DE's 1.95% yield.


TTM20252024202320222021202020192018201720162015
VHGEX
Vanguard Global Equity Fund
13.12%12.38%4.24%1.15%11.32%10.90%2.88%6.20%8.45%1.29%1.51%1.71%
PSWD.DE
Invesco FTSE RAFI All World 3000 UCITS ETF
1.95%2.03%2.27%2.48%2.66%1.92%1.98%2.37%2.56%2.06%1.97%2.02%

Drawdowns

VHGEX vs. PSWD.DE - Drawdown Comparison

The maximum VHGEX drawdown since its inception was -64.81%, which is greater than PSWD.DE's maximum drawdown of -37.66%. Use the drawdown chart below to compare losses from any high point for VHGEX and PSWD.DE.


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Drawdown Indicators


VHGEXPSWD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-64.81%

-36.39%

-28.42%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-13.81%

+1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-33.02%

-18.19%

-14.83%

Max Drawdown (10Y)

Largest decline over 10 years

-33.23%

-36.39%

+3.16%

Current Drawdown

Current decline from peak

-8.87%

-3.51%

-5.36%

Average Drawdown

Average peak-to-trough decline

-10.00%

-4.71%

-5.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

1.97%

+1.36%

Volatility

VHGEX vs. PSWD.DE - Volatility Comparison

Vanguard Global Equity Fund (VHGEX) has a higher volatility of 6.96% compared to Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE) at 4.98%. This indicates that VHGEX's price experiences larger fluctuations and is considered to be riskier than PSWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VHGEXPSWD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

4.98%

+1.98%

Volatility (6M)

Calculated over the trailing 6-month period

11.70%

8.87%

+2.83%

Volatility (1Y)

Calculated over the trailing 1-year period

19.45%

15.74%

+3.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.25%

14.97%

+3.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

16.40%

+1.60%