PortfoliosLab logoPortfoliosLab logo
VOOM.DE vs. UETW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VOOM.DE vs. UETW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE) and UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VOOM.DE achieves a 4.22% return, which is significantly lower than UETW.DE's 10.95% return.


VOOM.DE

1D
-0.16%
1M
-0.12%
YTD
4.22%
6M
5.06%
1Y
11.74%
3Y*
11.60%
5Y*
7.08%
10Y*

UETW.DE

1D
-0.01%
1M
3.72%
YTD
10.95%
6M
10.99%
1Y
23.94%
3Y*
17.68%
5Y*
12.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
VOOM.DE
Lyxor Global Gender Equality (DR) UCITS ETF - Acc
4.22%9.47%13.86%13.15%-10.99%25.76%0.40%11.49%
UETW.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Acc
10.95%8.06%26.50%19.68%-13.72%32.17%5.50%12.54%

Correlation

The correlation between VOOM.DE and UETW.DE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

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

0.66

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

0.79

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2019

0.83

Over the past year, the correlation between VOOM.DE and UETW.DE has dropped to 0.58 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

VOOM.DE
VOOM.DE Risk / Return Rank: 3232
Overall Rank
VOOM.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
VOOM.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
VOOM.DE Omega Ratio Rank: 2525
Omega Ratio Rank
VOOM.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
VOOM.DE Martin Ratio Rank: 4040
Martin Ratio Rank

UETW.DE
UETW.DE Risk / Return Rank: 7171
Overall Rank
UETW.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
UETW.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
UETW.DE Omega Ratio Rank: 6969
Omega Ratio Rank
UETW.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
UETW.DE Martin Ratio Rank: 7777
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.

VOOM.DE vs. UETW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.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.


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

-1.17

Sortino ratioReturn per unit of downside risk

-1.60

Omega ratioGain probability vs. loss probability

1.17

1.40

-0.24

Calmar ratioReturn relative to maximum drawdown

1.88

3.67

-1.79

Martin ratioReturn relative to average drawdown

6.21

14.61

-8.40

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

The current VOOM.DE Sharpe Ratio is 1.00, which is lower than the UETW.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of VOOM.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.


Loading charts...

Sharpe Ratios by Period


VOOM.DEUETW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

2.17

-1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.91

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.85

-0.27

Drawdowns

VOOM.DE vs. UETW.DE - Drawdown Comparison

The maximum VOOM.DE drawdown since its inception was -36.78%, which is greater than UETW.DE's maximum drawdown of -33.72%. Use the drawdown chart below to compare losses from any high point for VOOM.DE and UETW.DE.


Loading charts...

Drawdown Indicators


VOOM.DEUETW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.78%

-33.72%

-3.06%

Max Drawdown (1Y)

Largest decline over 1 year

-6.54%

-6.47%

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-18.04%

-21.30%

+3.26%

Max Drawdown (5Y)

Largest decline over 5 years

-18.04%

-21.30%

+3.26%

Current Drawdown

Current decline from peak

-1.45%

-0.30%

-1.15%

Average Drawdown

Average peak-to-trough decline

-5.32%

-4.63%

-0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.63%

+0.36%

Volatility

VOOM.DE vs. UETW.DE - Volatility Comparison

Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE) and UBS ETF (IE) MSCI World UCITS ETF (USD) Acc (UETW.DE) have volatilities of 2.54% and 2.60%, 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.


Loading charts...

Volatility by Period


VOOM.DEUETW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

2.60%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

7.34%

7.63%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

12.37%

10.97%

+1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.79%

14.03%

-0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

16.11%

-0.07%

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

VOOM.DE has a 0.20% 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

VOOM.DE vs. UETW.DE - Dividend Comparison

Neither VOOM.DE nor UETW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VOOM.DE and UETW.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.20% for VOOM.DE.

VOOM.DE tracks Solactive Equileap Global Gender Equality, while UETW.DE tracks MSCI World. They also come from different issuers: Amundi and UBS. Their fees differ too: 0.20% for VOOM.DE and 0.10% for UETW.DE.

Portfolio Optimizer

Find the right allocation for VOOM.DE and UETW.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer