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

Performance

VOOM.DE vs. VGWD.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.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 VGWD.DE's 12.49% 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*

VGWD.DE

1D
0.19%
1M
2.31%
YTD
12.49%
6M
13.87%
1Y
25.22%
3Y*
15.87%
5Y*
11.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOOM.DE vs. VGWD.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%15.14%
VGWD.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
12.49%13.16%15.75%7.29%0.08%27.90%-9.60%12.09%

Correlation

The correlation between VOOM.DE and VGWD.DE is 0.68, 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

0.68

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

0.75

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

0.81

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2019

0.85

The correlation between VOOM.DE and VGWD.DE shifts across timeframes, from 0.68 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.

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. VGWD.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

VGWD.DE
VGWD.DE Risk / Return Rank: 8383
Overall Rank
VGWD.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VGWD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
VGWD.DE Omega Ratio Rank: 8484
Omega Ratio Rank
VGWD.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
VGWD.DE Martin Ratio Rank: 8282
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. VGWD.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.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.DEVGWD.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.71

Sortino ratioReturn per unit of downside risk

-2.36

Omega ratioGain probability vs. loss probability

1.17

1.50

-0.33

Calmar ratioReturn relative to maximum drawdown

1.88

4.28

-2.39

Martin ratioReturn relative to average drawdown

6.21

16.37

-10.15

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

The current VOOM.DE Sharpe Ratio is 1.00, which is lower than the VGWD.DE Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of VOOM.DE and VGWD.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.DEVGWD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

2.70

-1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.99

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.64

-0.06

Drawdowns

VOOM.DE vs. VGWD.DE - Drawdown Comparison

The maximum VOOM.DE drawdown since its inception was -36.78%, which is greater than VGWD.DE's maximum drawdown of -34.57%. Use the drawdown chart below to compare losses from any high point for VOOM.DE and VGWD.DE.


Loading charts...

Drawdown Indicators


VOOM.DEVGWD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.78%

-34.57%

-2.21%

Max Drawdown (1Y)

Largest decline over 1 year

-6.54%

-5.82%

-0.72%

Max Drawdown (3Y)

Largest decline over 3 years

-18.04%

-16.86%

-1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-18.04%

-16.86%

-1.18%

Current Drawdown

Current decline from peak

-1.45%

-0.32%

-1.13%

Average Drawdown

Average peak-to-trough decline

-5.32%

-4.05%

-1.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.52%

+0.47%

Volatility

VOOM.DE vs. VGWD.DE - Volatility Comparison

Lyxor Global Gender Equality (DR) UCITS ETF - Acc (VOOM.DE) has a higher volatility of 2.54% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) at 2.33%. This indicates that VOOM.DE's price experiences larger fluctuations and is considered to be riskier than VGWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VOOM.DEVGWD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.54%

2.33%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

7.34%

6.95%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

12.37%

9.21%

+3.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.79%

11.52%

+2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

14.23%

+1.81%

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

VOOM.DE has a 0.20% expense ratio, which is lower than VGWD.DE's 0.29% expense ratio.


Dividends

VOOM.DE vs. VGWD.DE - Dividend Comparison

VOOM.DE has not paid dividends to shareholders, while VGWD.DE's dividend yield for the trailing twelve months is around 2.49%.


PositionTTM202520242023202220212020201920182017
VGWD.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
2.49%2.84%3.05%3.39%3.78%3.03%3.08%3.21%3.70%0.58%
VOOM.DE
Lyxor Global Gender Equality (DR) UCITS ETF - Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VOOM.DE and VGWD.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VOOM.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VOOM.DE is cheaper with a 0.20% expense ratio, compared with 0.29% for VGWD.DE.

VOOM.DE tracks Solactive Equileap Global Gender Equality, while VGWD.DE tracks FTSE All-World High Dividend Yield index. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.20% for VOOM.DE and 0.29% for VGWD.DE.

Portfolio Optimizer

Find the right allocation for VOOM.DE and VGWD.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