VWCE.DE vs. ASME.DE
VWCE.DE (Vanguard FTSE All-World UCITS ETF) is Global Equities fund tracking the FTSE All-World Index, while ASME.DE (ASML Holding NV) is a stock. Over the past 5 years, VWCE.DE returned 11.89%/yr vs 24.52%/yr for ASME.DE. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
VWCE.DE vs. ASME.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VWCE.DE achieves a 11.72% return, which is significantly lower than ASME.DE's 77.51% return.
VWCE.DE
- 1D
- 1.82%
- 1M
- 0.89%
- YTD
- 11.72%
- 6M
- 13.39%
- 1Y
- 26.35%
- 3Y*
- 17.02%
- 5Y*
- 11.89%
- 10Y*
- —
ASME.DE
- 1D
- 3.40%
- 1M
- 19.29%
- YTD
- 77.51%
- 6M
- 76.86%
- 1Y
- 147.00%
- 3Y*
- 34.93%
- 5Y*
- 24.52%
- 10Y*
- 35.85%
VWCE.DE vs. ASME.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VWCE.DE Vanguard FTSE All-World UCITS ETF | 11.72% | 9.16% | 24.41% | 18.18% | -13.47% | 28.62% | 5.36% | 7.08% |
ASME.DE ASML Holding NV | 77.51% | 37.42% | -0.38% | 36.52% | -28.25% | 81.30% | 51.01% | 27.08% |
Correlation
The correlation between VWCE.DE and ASME.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019 | 0.67 |
The correlation between VWCE.DE and ASME.DE has been stable across timeframes, ranging from 0.63 to 0.67 - a consistent structural relationship.
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Return for Risk
VWCE.DE vs. ASME.DE — Risk / Return Rank
VWCE.DE
ASME.DE
VWCE.DE vs. ASME.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 ASML Holding NV (ASME.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VWCE.DE | ASME.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.50 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.92 | 8.97 | -5.06 |
| Martin ratioReturn relative to average drawdown | 16.07 | 23.23 | -7.16 |
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Drawdowns
VWCE.DE vs. ASME.DE - Drawdown Comparison
The maximum VWCE.DE drawdown since its inception was -33.43%, smaller than the maximum ASME.DE drawdown of -51.21%. Use the drawdown chart below to compare losses from any high point for VWCE.DE and ASME.DE.
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Drawdown Indicators
| VWCE.DE | ASME.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -51.21% | +17.78% |
Max Drawdown (1Y)Largest decline over 1 year | -6.55% | -15.76% | +9.21% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -44.67% | +23.60% |
Max Drawdown (5Y)Largest decline over 5 years | -21.07% | -47.94% | +26.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.94% | — |
Current DrawdownCurrent decline from peak | -1.47% | 0.00% | -1.47% |
Average DrawdownAverage peak-to-trough decline | -4.68% | -13.30% | +8.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 6.10% | -4.50% |
Volatility
VWCE.DE vs. ASME.DE - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF (VWCE.DE) is 3.40%, while ASML Holding NV (ASME.DE) has a volatility of 13.30%. This indicates that VWCE.DE experiences smaller price fluctuations and is considered to be less risky than ASME.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 | ASME.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 13.30% | -9.90% |
Volatility (6M)Calculated over the trailing 6-month period | 8.51% | 30.78% | -22.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.63% | 40.20% | -28.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.79% | 38.24% | -24.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 35.44% | -19.28% |
Dividends
VWCE.DE vs. ASME.DE - Dividend Comparison
VWCE.DE has not paid dividends to shareholders, while ASME.DE's dividend yield for the trailing twelve months is around 0.46%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASME.DE ASML Holding NV | 0.46% | 0.71% | 0.92% | 0.87% | 1.27% | 0.47% | 0.64% | 1.19% | 1.02% | 0.82% | 0.99% | 0.84% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
VWCE.DE and ASME.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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