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VVMX.DE vs. BWEB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VVMX.DE vs. BWEB - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Rare Earth and Strategic Metals UCITS ETF A (VVMX.DE) and Bitwise Web3 ETF (BWEB). The values are adjusted to include any dividend payments, if applicable.

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VVMX.DE vs. BWEB - Yearly Performance Comparison


2026 (YTD)2025202420232022
VVMX.DE
VanEck Rare Earth and Strategic Metals UCITS ETF A
21.11%68.45%-30.81%-21.17%-20.20%
BWEB
Bitwise Web3 ETF
-8.35%12.47%35.78%92.23%-23.67%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, VVMX.DE achieves a 21.11% return, which is significantly higher than BWEB's -8.35% return.


VVMX.DE

1D
2.48%
1M
-10.99%
YTD
21.11%
6M
37.54%
1Y
114.04%
3Y*
1.74%
5Y*
10Y*

BWEB

1D
0.48%
1M
-4.00%
YTD
-8.35%
6M
-20.32%
1Y
20.68%
3Y*
26.49%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VVMX.DE vs. BWEB - Expense Ratio Comparison

VVMX.DE has a 0.59% expense ratio, which is lower than BWEB's 0.85% expense ratio.


Return for Risk

VVMX.DE vs. BWEB — Risk / Return Rank

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

VVMX.DE
VVMX.DE Risk / Return Rank: 9494
Overall Rank
VVMX.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VVMX.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
VVMX.DE Omega Ratio Rank: 8787
Omega Ratio Rank
VVMX.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
VVMX.DE Martin Ratio Rank: 9494
Martin Ratio Rank

BWEB
BWEB Risk / Return Rank: 3737
Overall Rank
BWEB Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
BWEB Sortino Ratio Rank: 4545
Sortino Ratio Rank
BWEB Omega Ratio Rank: 3838
Omega Ratio Rank
BWEB Calmar Ratio Rank: 3636
Calmar Ratio Rank
BWEB Martin Ratio Rank: 2727
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.

VVMX.DE vs. BWEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Rare Earth and Strategic Metals UCITS ETF A (VVMX.DE) and Bitwise Web3 ETF (BWEB). 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.


VVMX.DEBWEBDifference

Sharpe ratio

Return per unit of total volatility

2.50

0.54

+1.96

Sortino ratio

Return per unit of downside risk

3.00

0.98

+2.01

Omega ratio

Gain probability vs. loss probability

1.37

1.13

+0.24

Calmar ratio

Return relative to maximum drawdown

5.76

0.73

+5.03

Martin ratio

Return relative to average drawdown

15.33

1.72

+13.61

VVMX.DE vs. BWEB - Sharpe Ratio Comparison

The current VVMX.DE Sharpe Ratio is 2.50, which is higher than the BWEB Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of VVMX.DE and BWEB, 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


VVMX.DEBWEBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

0.54

+1.96

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.65

-0.67

Correlation

The correlation between VVMX.DE and BWEB is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VVMX.DE vs. BWEB - Dividend Comparison

Neither VVMX.DE nor BWEB has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VVMX.DE vs. BWEB - Drawdown Comparison

The maximum VVMX.DE drawdown since its inception was -73.26%, which is greater than BWEB's maximum drawdown of -36.10%. Use the drawdown chart below to compare losses from any high point for VVMX.DE and BWEB.


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Drawdown Indicators


VVMX.DEBWEBDifference

Max Drawdown

Largest peak-to-trough decline

-73.26%

-33.74%

-39.52%

Max Drawdown (1Y)

Largest decline over 1 year

-20.40%

-31.61%

+11.21%

Current Drawdown

Current decline from peak

-30.73%

-27.47%

-3.26%

Average Drawdown

Average peak-to-trough decline

-41.88%

-9.44%

-32.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.67%

13.37%

-5.70%

Volatility

VVMX.DE vs. BWEB - Volatility Comparison

VanEck Rare Earth and Strategic Metals UCITS ETF A (VVMX.DE) has a higher volatility of 15.68% compared to Bitwise Web3 ETF (BWEB) at 11.25%. This indicates that VVMX.DE's price experiences larger fluctuations and is considered to be riskier than BWEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VVMX.DEBWEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.68%

11.25%

+4.43%

Volatility (6M)

Calculated over the trailing 6-month period

37.34%

27.27%

+10.07%

Volatility (1Y)

Calculated over the trailing 1-year period

45.44%

38.84%

+6.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.25%

35.72%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.25%

35.72%

+0.53%