VUSA.DE vs. VWCE.DE
Compare and contrast key facts about Vanguard S&P 500 UCITS ETF (VUSA.DE) and Vanguard FTSE All-World UCITS ETF (VWCE.DE).
VUSA.DE and VWCE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VUSA.DE is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Net Total Return. It was launched on May 14, 2019. VWCE.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World Index. It was launched on Jul 23, 2019. Both VUSA.DE and VWCE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
VUSA.DE vs. VWCE.DE - Performance Comparison
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VUSA.DE vs. VWCE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VUSA.DE Vanguard S&P 500 UCITS ETF | -2.82% | 4.74% | 32.32% | 22.44% | -14.26% | 40.76% | 6.77% | 8.18% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | -0.47% | 9.16% | 24.41% | 18.18% | -13.47% | 28.62% | 5.36% | 8.01% |
Returns By Period
In the year-to-date period, VUSA.DE achieves a -2.82% return, which is significantly lower than VWCE.DE's -0.47% return.
VUSA.DE
- 1D
- 0.20%
- 1M
- -2.57%
- YTD
- -2.82%
- 6M
- -0.13%
- 1Y
- 10.47%
- 3Y*
- 16.01%
- 5Y*
- 12.14%
- 10Y*
- —
VWCE.DE
- 1D
- -0.11%
- 1M
- -1.99%
- YTD
- -0.47%
- 6M
- 2.61%
- 1Y
- 13.70%
- 3Y*
- 14.86%
- 5Y*
- 9.97%
- 10Y*
- —
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VUSA.DE vs. VWCE.DE - Expense Ratio Comparison
VUSA.DE has a 0.07% expense ratio, which is lower than VWCE.DE's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
VUSA.DE vs. VWCE.DE — Risk / Return Rank
VUSA.DE
VWCE.DE
VUSA.DE vs. VWCE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (VUSA.DE) and Vanguard FTSE All-World UCITS ETF (VWCE.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.
| VUSA.DE | VWCE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 0.86 | -0.26 |
Sortino ratioReturn per unit of downside risk | 0.92 | 1.23 | -0.31 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.19 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.35 | 2.95 | -0.60 |
Martin ratioReturn relative to average drawdown | 7.97 | 11.73 | -3.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VUSA.DE | VWCE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.86 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.72 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.68 | +0.12 |
Correlation
The correlation between VUSA.DE and VWCE.DE is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VUSA.DE vs. VWCE.DE - Dividend Comparison
VUSA.DE's dividend yield for the trailing twelve months is around 0.99%, while VWCE.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VUSA.DE Vanguard S&P 500 UCITS ETF | 0.99% | 0.97% | 1.00% | 1.25% | 1.45% | 1.02% | 1.43% | 1.45% | 1.74% | 0.41% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VUSA.DE vs. VWCE.DE - Drawdown Comparison
The maximum VUSA.DE drawdown since its inception was -33.63%, roughly equal to the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for VUSA.DE and VWCE.DE.
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Drawdown Indicators
| VUSA.DE | VWCE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.63% | -33.43% | -0.20% |
Max Drawdown (1Y)Largest decline over 1 year | -8.41% | -8.90% | +0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -23.24% | -21.07% | -2.17% |
Current DrawdownCurrent decline from peak | -5.01% | -4.06% | -0.95% |
Average DrawdownAverage peak-to-trough decline | -4.48% | -4.80% | +0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 1.65% | +0.45% |
Volatility
VUSA.DE vs. VWCE.DE - Volatility Comparison
The current volatility for Vanguard S&P 500 UCITS ETF (VUSA.DE) is 3.68%, while Vanguard FTSE All-World UCITS ETF (VWCE.DE) has a volatility of 4.40%. This indicates that VUSA.DE experiences smaller price fluctuations and is considered to be less risky than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VUSA.DE | VWCE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 4.40% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 8.63% | 8.53% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.11% | 15.78% | +1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 13.72% | +1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.87% | 16.25% | +0.62% |