VWCE.DE vs. ISRG
VWCE.DE (Vanguard FTSE All-World UCITS ETF) is Global Equities fund tracking the FTSE All-World Index, while ISRG (Intuitive Surgical, Inc.) is a stock. Over the past 5 years, VWCE.DE returned 11.89%/yr vs 8.35%/yr for ISRG. At a 0.38 correlation, their price movements are largely independent.
Performance
VWCE.DE vs. ISRG - Performance Comparison
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Different Trading Currencies
VWCE.DE is traded in EUR, while ISRG is traded in USD. To make them comparable, the ISRG values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, VWCE.DE achieves a 11.72% return, which is significantly higher than ISRG's -26.30% 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*
- —
ISRG
- 1D
- -0.36%
- 1M
- -3.12%
- YTD
- -26.30%
- 6M
- -23.08%
- 1Y
- -19.86%
- 3Y*
- 6.72%
- 5Y*
- 8.35%
- 10Y*
- 18.71%
VWCE.DE vs. ISRG - 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% |
ISRG Intuitive Surgical, Inc. | -26.30% | -4.37% | 64.93% | 23.33% | -21.57% | 41.61% | 26.98% | 8.19% |
Correlation
The correlation between VWCE.DE and ISRG is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019 | 0.38 |
The correlation between VWCE.DE and ISRG shifts across timeframes, from 0.22 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VWCE.DE vs. ISRG — Risk / Return Rank
VWCE.DE
ISRG
VWCE.DE vs. ISRG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWCE.DE) and Intuitive Surgical, Inc. (ISRG). 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 | ISRG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.86 | ||
| Sortino ratioReturn per unit of downside risk | +3.96 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.90 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 3.92 | -0.62 | +4.54 |
| Martin ratioReturn relative to average drawdown | 16.07 | -1.25 | +17.32 |
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Drawdowns
VWCE.DE vs. ISRG - Drawdown Comparison
The maximum VWCE.DE drawdown since its inception was -33.43%, smaller than the maximum ISRG drawdown of -71.84%. Use the drawdown chart below to compare losses from any high point for VWCE.DE and ISRG.
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Drawdown Indicators
| VWCE.DE | ISRG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -71.84% | +38.41% |
Max Drawdown (1Y)Largest decline over 1 year | -6.55% | -31.81% | +25.26% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -41.01% | +19.94% |
Max Drawdown (5Y)Largest decline over 5 years | -21.07% | -43.94% | +22.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.94% | — |
Current DrawdownCurrent decline from peak | -1.47% | -39.41% | +37.94% |
Average DrawdownAverage peak-to-trough decline | -4.68% | -14.96% | +10.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 15.86% | -14.26% |
Volatility
VWCE.DE vs. ISRG - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF (VWCE.DE) is 3.40%, while Intuitive Surgical, Inc. (ISRG) has a volatility of 9.52%. This indicates that VWCE.DE experiences smaller price fluctuations and is considered to be less risky than ISRG 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 | ISRG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 9.52% | -6.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.51% | 20.51% | -12.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.63% | 30.57% | -18.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.79% | 32.78% | -18.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 32.38% | -16.22% |
Dividends
VWCE.DE vs. ISRG - Dividend Comparison
Neither VWCE.DE nor ISRG has paid dividends to shareholders.
Frequently Asked Questions
VWCE.DE and ISRG have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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