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VV vs. WRLD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VV vs. WRLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Large-Cap ETF (VV) and Rize Environmental Impact 100 UCITS ETF (WRLD.DE). The values are adjusted to include any dividend payments, if applicable.

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VV vs. WRLD.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VV
Vanguard Large-Cap ETF
-4.11%18.11%25.25%27.18%-19.91%7.80%
WRLD.DE
Rize Environmental Impact 100 UCITS ETF
4.85%26.11%-4.22%15.16%-21.00%3.93%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, VV achieves a -4.11% return, which is significantly lower than WRLD.DE's 4.85% return.


VV

1D
0.72%
1M
-4.28%
YTD
-4.11%
6M
-2.05%
1Y
18.00%
3Y*
18.78%
5Y*
11.47%
10Y*
14.13%

WRLD.DE

1D
3.02%
1M
-5.61%
YTD
4.85%
6M
6.45%
1Y
29.87%
3Y*
8.98%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VV vs. WRLD.DE - Expense Ratio Comparison

VV has a 0.04% expense ratio, which is lower than WRLD.DE's 0.55% expense ratio.


Return for Risk

VV vs. WRLD.DE — Risk / Return Rank

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

VV
VV Risk / Return Rank: 5858
Overall Rank
VV Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
VV Sortino Ratio Rank: 5555
Sortino Ratio Rank
VV Omega Ratio Rank: 5959
Omega Ratio Rank
VV Calmar Ratio Rank: 5858
Calmar Ratio Rank
VV Martin Ratio Rank: 6767
Martin Ratio Rank

WRLD.DE
WRLD.DE Risk / Return Rank: 6666
Overall Rank
WRLD.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
WRLD.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
WRLD.DE Omega Ratio Rank: 5858
Omega Ratio Rank
WRLD.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
WRLD.DE Martin Ratio Rank: 6969
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.

VV vs. WRLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap ETF (VV) and Rize Environmental Impact 100 UCITS ETF (WRLD.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.


VVWRLD.DEDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.61

-0.64

Sortino ratio

Return per unit of downside risk

1.49

2.22

-0.73

Omega ratio

Gain probability vs. loss probability

1.23

1.31

-0.08

Calmar ratio

Return relative to maximum drawdown

1.52

2.95

-1.43

Martin ratio

Return relative to average drawdown

7.05

9.67

-2.61

VV vs. WRLD.DE - Sharpe Ratio Comparison

The current VV Sharpe Ratio is 0.97, which is lower than the WRLD.DE Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of VV and WRLD.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


VVWRLD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.61

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.20

+0.36

Correlation

The correlation between VV and WRLD.DE is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VV vs. WRLD.DE - Dividend Comparison

VV's dividend yield for the trailing twelve months is around 1.13%, while WRLD.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
VV
Vanguard Large-Cap ETF
1.13%1.08%1.24%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%
WRLD.DE
Rize Environmental Impact 100 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VV vs. WRLD.DE - Drawdown Comparison

The maximum VV drawdown since its inception was -54.81%, which is greater than WRLD.DE's maximum drawdown of -34.68%. Use the drawdown chart below to compare losses from any high point for VV and WRLD.DE.


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Drawdown Indicators


VVWRLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.81%

-23.55%

-31.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.09%

-12.28%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-25.66%

Max Drawdown (10Y)

Largest decline over 10 years

-34.28%

Current Drawdown

Current decline from peak

-5.85%

-4.84%

-1.01%

Average Drawdown

Average peak-to-trough decline

-6.88%

-9.81%

+2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.63%

-0.02%

Volatility

VV vs. WRLD.DE - Volatility Comparison

The current volatility for Vanguard Large-Cap ETF (VV) is 5.34%, while Rize Environmental Impact 100 UCITS ETF (WRLD.DE) has a volatility of 6.45%. This indicates that VV experiences smaller price fluctuations and is considered to be less risky than WRLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VVWRLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

6.45%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.60%

11.89%

-2.29%

Volatility (1Y)

Calculated over the trailing 1-year period

18.61%

18.48%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.24%

19.27%

-2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

19.27%

-1.09%