VWCE.DE vs. 5MVW.DE
VWCE.DE (Vanguard FTSE All-World UCITS ETF) and 5MVW.DE (iShares MSCI World Energy Sector UCITS ETF USD (Dist)) are both exchange-traded funds - VWCE.DE is a Global Equities fund tracking the FTSE All-World Index, while 5MVW.DE is a Energy Equities fund tracking the MSCI World Energy. Both are passively managed. Over the past 5 years, VWCE.DE returned 12.28%/yr vs 20.31%/yr for 5MVW.DE. At a 0.42 correlation, their price movements are largely independent. VWCE.DE charges 0.19%/yr vs 0.18%/yr for 5MVW.DE.
Performance
VWCE.DE vs. 5MVW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VWCE.DE achieves a 12.64% return, which is significantly lower than 5MVW.DE's 32.79% return.
VWCE.DE
- 1D
- -0.21%
- 1M
- 5.01%
- YTD
- 12.64%
- 6M
- 13.33%
- 1Y
- 26.41%
- 3Y*
- 17.85%
- 5Y*
- 12.28%
- 10Y*
- —
5MVW.DE
- 1D
- -0.61%
- 1M
- -0.86%
- YTD
- 32.79%
- 6M
- 29.07%
- 1Y
- 44.87%
- 3Y*
- 15.65%
- 5Y*
- 20.31%
- 10Y*
- —
VWCE.DE vs. 5MVW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VWCE.DE Vanguard FTSE All-World UCITS ETF | 12.64% | 9.16% | 24.41% | 18.18% | -13.47% | 28.62% | 5.36% | 6.92% |
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 32.79% | 2.17% | 7.57% | 0.01% | 54.20% | 52.29% | -36.78% | 4.54% |
Correlation
The correlation between VWCE.DE and 5MVW.DE is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2019 | 0.42 |
The correlation between VWCE.DE and 5MVW.DE shifts across timeframes, from -0.04 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VWCE.DE vs. 5MVW.DE — Risk / Return Rank
VWCE.DE
5MVW.DE
VWCE.DE vs. 5MVW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWCE.DE) and iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.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.
| VWCE.DE | 5MVW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.37 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.01 | 2.97 | +1.05 |
| Martin ratioReturn relative to average drawdown | 16.55 | 9.81 | +6.74 |
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
| VWCE.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | 2.10 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.84 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.45 | +0.34 |
Drawdowns
VWCE.DE vs. 5MVW.DE - Drawdown Comparison
The maximum VWCE.DE drawdown since its inception was -33.43%, smaller than the maximum 5MVW.DE drawdown of -56.87%. Use the drawdown chart below to compare losses from any high point for VWCE.DE and 5MVW.DE.
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Drawdown Indicators
| VWCE.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -56.87% | +23.44% |
Max Drawdown (1Y)Largest decline over 1 year | -6.55% | -15.05% | +8.50% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -23.76% | +2.69% |
Max Drawdown (5Y)Largest decline over 5 years | -21.07% | -23.76% | +2.69% |
Current DrawdownCurrent decline from peak | -0.66% | -7.49% | +6.83% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -13.53% | +8.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 4.56% | -2.97% |
Volatility
VWCE.DE vs. 5MVW.DE - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF (VWCE.DE) is 3.06%, while iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) has a volatility of 6.76%. This indicates that VWCE.DE experiences smaller price fluctuations and is considered to be less risky than 5MVW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWCE.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 6.76% | -3.70% |
Volatility (6M)Calculated over the trailing 6-month period | 8.18% | 18.33% | -10.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.37% | 21.33% | -9.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.75% | 23.99% | -10.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 29.20% | -13.04% |
VWCE.DE vs. 5MVW.DE - Expense Ratio Comparison
VWCE.DE has a 0.19% expense ratio, which is higher than 5MVW.DE's 0.18% 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
VWCE.DE vs. 5MVW.DE - Dividend Comparison
VWCE.DE has not paid dividends to shareholders, while 5MVW.DE's dividend yield for the trailing twelve months is around 2.48%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
5MVW.DE iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 2.48% | 3.29% | 3.54% | 3.64% | 3.41% | 3.49% | 5.08% | 0.63% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VWCE.DE and 5MVW.DE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 5MVW.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
5MVW.DE is cheaper with a 0.18% expense ratio, compared with 0.19% for VWCE.DE.
VWCE.DE is categorized as Global Equities, while 5MVW.DE is Energy Equities. VWCE.DE tracks FTSE All-World Index, while 5MVW.DE tracks MSCI World Energy. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.19% for VWCE.DE and 0.18% for 5MVW.DE.
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