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VHVE.L vs. ETLX.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VHVE.L vs. ETLX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Developed World UCITS ETF USD Acc (VHVE.L) and L&G Gold Mining UCITS ETF (ETLX.DE). The values are adjusted to include any dividend payments, if applicable.

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VHVE.L vs. ETLX.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VHVE.L
Vanguard FTSE Developed World UCITS ETF USD Acc
-2.24%22.18%17.93%24.66%-18.06%21.15%16.52%8.50%
ETLX.DE
L&G Gold Mining UCITS ETF
6.61%185.11%20.12%14.56%-12.22%-10.94%23.22%2.40%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, VHVE.L achieves a -2.24% return, which is significantly lower than ETLX.DE's 6.61% return.


VHVE.L

1D
-0.50%
1M
-2.40%
YTD
-2.24%
6M
1.46%
1Y
21.00%
3Y*
17.60%
5Y*
10.43%
10Y*

ETLX.DE

1D
-2.60%
1M
-11.37%
YTD
6.61%
6M
29.00%
1Y
114.21%
3Y*
53.75%
5Y*
28.01%
10Y*
19.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VHVE.L vs. ETLX.DE - Expense Ratio Comparison

VHVE.L has a 0.12% expense ratio, which is lower than ETLX.DE's 0.65% expense ratio.


Return for Risk

VHVE.L vs. ETLX.DE — Risk / Return Rank

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

VHVE.L
VHVE.L Risk / Return Rank: 7878
Overall Rank
VHVE.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VHVE.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
VHVE.L Omega Ratio Rank: 7171
Omega Ratio Rank
VHVE.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
VHVE.L Martin Ratio Rank: 8989
Martin Ratio Rank

ETLX.DE
ETLX.DE Risk / Return Rank: 8888
Overall Rank
ETLX.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ETLX.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
ETLX.DE Omega Ratio Rank: 8383
Omega Ratio Rank
ETLX.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
ETLX.DE Martin Ratio Rank: 8888
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.

VHVE.L vs. ETLX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF USD Acc (VHVE.L) and L&G Gold Mining UCITS ETF (ETLX.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.


VHVE.LETLX.DEDifference

Sharpe ratio

Return per unit of total volatility

1.37

2.33

-0.96

Sortino ratio

Return per unit of downside risk

1.93

2.61

-0.68

Omega ratio

Gain probability vs. loss probability

1.28

1.35

-0.07

Calmar ratio

Return relative to maximum drawdown

2.90

3.75

-0.85

Martin ratio

Return relative to average drawdown

12.74

12.62

+0.12

VHVE.L vs. ETLX.DE - Sharpe Ratio Comparison

The current VHVE.L Sharpe Ratio is 1.37, which is lower than the ETLX.DE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of VHVE.L and ETLX.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


VHVE.LETLX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

2.33

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.73

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.20

+0.53

Correlation

The correlation between VHVE.L and ETLX.DE is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VHVE.L vs. ETLX.DE - Dividend Comparison

Neither VHVE.L nor ETLX.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VHVE.L vs. ETLX.DE - Drawdown Comparison

The maximum VHVE.L drawdown since its inception was -33.60%, smaller than the maximum ETLX.DE drawdown of -77.98%. Use the drawdown chart below to compare losses from any high point for VHVE.L and ETLX.DE.


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Drawdown Indicators


VHVE.LETLX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.60%

-73.44%

+39.84%

Max Drawdown (1Y)

Largest decline over 1 year

-8.51%

-28.89%

+20.38%

Max Drawdown (5Y)

Largest decline over 5 years

-26.08%

-42.03%

+15.95%

Max Drawdown (10Y)

Largest decline over 10 years

-47.05%

Current Drawdown

Current decline from peak

-5.81%

-16.35%

+10.54%

Average Drawdown

Average peak-to-trough decline

-5.47%

-34.83%

+29.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

8.43%

-6.49%

Volatility

VHVE.L vs. ETLX.DE - Volatility Comparison

The current volatility for Vanguard FTSE Developed World UCITS ETF USD Acc (VHVE.L) is 5.35%, while L&G Gold Mining UCITS ETF (ETLX.DE) has a volatility of 18.39%. This indicates that VHVE.L experiences smaller price fluctuations and is considered to be less risky than ETLX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VHVE.LETLX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.35%

18.39%

-13.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.06%

39.58%

-30.52%

Volatility (1Y)

Calculated over the trailing 1-year period

15.26%

48.79%

-33.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.48%

37.83%

-22.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.57%

35.84%

-18.27%