VWCE.DE vs. IMOEX

In the year-to-date period, VWCE.DE achieves a -3.14% return, which is significantly lower than IMOEX's 1.51% return.

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This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWCE.DE) and MOEX Russia Index (IMOEX). 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.

The current VWCE.DE Sharpe Ratio is 0.52, which is higher than the IMOEX Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of VWCE.DE and IMOEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum VWCE.DE drawdown since its inception was -33.43%, smaller than the maximum IMOEX drawdown of -83.89%. Use the drawdown chart below to compare losses from any high point for VWCE.DE and IMOEX. For additional features, visit the drawdowns tool.

Vanguard FTSE All-World UCITS ETF (VWCE.DE) has a higher volatility of 8.73% compared to MOEX Russia Index (IMOEX) at 8.15%. This indicates that VWCE.DE's price experiences larger fluctuations and is considered to be riskier than IMOEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.