VWCE.DE vs. IMOEX
Compare and contrast key facts about Vanguard FTSE All-World UCITS ETF (VWCE.DE) and MOEX Russia Index (IMOEX).
VWCE.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World Index. It was launched on Jul 23, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VWCE.DE or IMOEX.
Key characteristics
| VWCE.DE | IMOEX | |
|---|---|---|
| YTD Return | 10.80% | 11.32% |
| 1Y Return | 23.67% | 32.94% |
| 3Y Return (Ann) | 9.75% | -1.91% |
| Sharpe Ratio | 2.45 | 2.79 |
| Daily Std Dev | 9.36% | 11.36% |
| Max Drawdown | -33.43% | -83.89% |
| Current Drawdown | 0.00% | -19.54% |
Correlation
The correlation between VWCE.DE and IMOEX is 0.36, 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.
Performance
VWCE.DE vs. IMOEX - Performance Comparison
The year-to-date returns for both investments are quite close, with VWCE.DE having a 10.80% return and IMOEX slightly higher at 11.32%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VWCE.DE vs. IMOEX - Risk-Adjusted Performance Comparison
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.
Drawdowns
VWCE.DE vs. IMOEX - Drawdown Comparison
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.
Volatility
VWCE.DE vs. IMOEX - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF (VWCE.DE) is 3.43%, while MOEX Russia Index (IMOEX) has a volatility of 4.52%. This indicates that VWCE.DE experiences smaller price fluctuations and is considered to be less risky than IMOEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.