VHVE.L vs. WVALX

Last updated Jun 5, 2026

VHVE.L (Vanguard FTSE Developed World UCITS ETF USD Acc) and WVALX (Weitz Value Fund) are both funds - VHVE.L is a Global Equities fund tracking the FTSE Developed, while WVALX is a Large Cap Blend Equities fund managed by Weitz. Over the past 5 years, VHVE.L returned 12.10%/yr vs 3.39%/yr for WVALX. A 0.54 correlation means they provide meaningful diversification when combined. VHVE.L charges 0.12%/yr vs 1.04%/yr for WVALX.

Performance

VHVE.L vs. WVALX - 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 Weitz Value Fund (WVALX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VHVE.L achieves a 11.59% return, which is significantly higher than WVALX's -4.84% return.

VHVE.L

• 1D: -0.07%
• 1M: 2.78%
• YTD: 11.59%
• 6M: 12.77%
• 1Y: 28.16%
• 3Y*: 21.52%
• 5Y*: 12.10%
• 10Y*: —

WVALX

• 1D: 1.44%
• 1M: 1.09%
• YTD: -4.84%
• 6M: -4.62%
• 1Y: -2.63%
• 3Y*: 7.18%
• 5Y*: 3.39%
• 10Y*: 9.11%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VHVE.L vs. WVALX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
VHVE.L Vanguard FTSE Developed World UCITS ETF USD Acc	11.59%	22.18%	17.93%	24.66%	-18.06%	21.15%	16.52%	8.50%
WVALX Weitz Value Fund	-4.84%	-0.21%	12.76%	29.72%	-22.89%	26.86%	18.41%	6.73%

Correlation

The correlation between VHVE.L and WVALX is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (3Y) Calculated over the trailing 3-year period	0.48
Correlation (5Y) Calculated over the trailing 5-year period	0.52
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019	0.54

The correlation between VHVE.L and WVALX has been stable across timeframes, ranging from 0.48 to 0.54 - a consistent structural relationship.

Return for Risk

VHVE.L vs. WVALX — 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: 74
VHVE.L Sharpe Ratio Rank: 73
VHVE.L Sortino Ratio Rank: 78
VHVE.L Omega Ratio Rank: 74
VHVE.L Calmar Ratio Rank: 68
VHVE.L Martin Ratio Rank: 76

WVALX

WVALX Risk / Return Rank: 2
WVALX Sharpe Ratio Rank: 2
WVALX Sortino Ratio Rank: 2
WVALX Omega Ratio Rank: 2
WVALX Calmar Ratio Rank: 2
WVALX Martin Ratio Rank: 2

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. WVALX - 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 Weitz Value Fund (WVALX). 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.L	WVALX	Difference
Sharpe ratio: Return per unit of total volatility	2.34	-0.20	+2.54
Sortino ratio: Return per unit of downside risk	3.47	-0.18	+3.65
Omega ratio: Gain probability vs. loss probability	1.43	0.98	+0.45
Calmar ratio: Return relative to maximum drawdown	3.35	-0.16	+3.51
Martin ratio: Return relative to average drawdown	14.41	-0.45	+14.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VHVE.L vs. WVALX - Sharpe Ratio Comparison

The current VHVE.L Sharpe Ratio is 2.34, which is higher than the WVALX Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of VHVE.L and WVALX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VHVE.L	WVALX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.34	-0.20	+2.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	0.19	+0.59
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.50	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.85	0.59	+0.25

Drawdowns

VHVE.L vs. WVALX - Drawdown Comparison

The maximum VHVE.L drawdown since its inception was -33.60%, smaller than the maximum WVALX drawdown of -61.96%. Use the drawdown chart below to compare losses from any high point for VHVE.L and WVALX.

Drawdown Indicators

	VHVE.L	WVALX	Difference
Max Drawdown Largest peak-to-trough decline	-33.60%	-61.96%	+28.36%
Max Drawdown (1Y) Largest decline over 1 year	-8.51%	-17.45%	+8.94%
Max Drawdown (3Y) Largest decline over 3 years	-16.52%	-19.92%	+3.40%
Max Drawdown (5Y) Largest decline over 5 years	-26.08%	-29.36%	+3.28%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.57%	—
Current Drawdown Current decline from peak	-0.66%	-10.21%	+9.55%
Average Drawdown Average peak-to-trough decline	-5.36%	-7.73%	+2.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.98%	6.36%	-4.38%

Volatility

VHVE.L vs. WVALX - Volatility Comparison

Vanguard FTSE Developed World UCITS ETF USD Acc (VHVE.L) and Weitz Value Fund (WVALX) have volatilities of 3.64% and 3.60%, 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.

Volatility by Period

	VHVE.L	WVALX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.64%	3.60%	+0.04%
Volatility (6M) Calculated over the trailing 6-month period	9.55%	10.96%	-1.41%
Volatility (1Y) Calculated over the trailing 1-year period	12.20%	14.26%	-2.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.56%	18.20%	-2.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.51%	18.24%	-0.73%

VHVE.L vs. WVALX - Expense Ratio Comparison

VHVE.L has a 0.12% expense ratio, which is lower than WVALX's 1.04% expense ratio.

Dividends

VHVE.L vs. WVALX - Dividend Comparison

VHVE.L has not paid dividends to shareholders, while WVALX's dividend yield for the trailing twelve months is around 22.94%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VHVE.L Vanguard FTSE Developed 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%	0.00%	0.00%
WVALX Weitz Value Fund	22.94%	21.83%	11.03%	5.38%	14.15%	3.77%	9.12%	4.70%	10.95%	7.16%	0.00%	12.93%

Frequently Asked Questions

Can I hold both VHVE.L and WVALX in my portfolio?

VHVE.L and WVALX have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.