VWCE.DE vs. O
VWCE.DE (Vanguard FTSE All-World UCITS ETF) is Global Equities fund tracking the FTSE All-World Index, while O (Realty Income Corporation) is a stock. Over the past 5 years, VWCE.DE returned 11.89%/yr vs 4.44%/yr for O. At a 0.17 correlation, their price movements are largely independent.
Performance
VWCE.DE vs. O - Performance Comparison
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Different Trading Currencies
VWCE.DE is traded in EUR, while O is traded in USD. To make them comparable, the O 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 lower than O's 15.45% 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*
- —
O
- 1D
- 1.39%
- 1M
- 2.57%
- YTD
- 15.45%
- 6M
- 13.22%
- 1Y
- 14.71%
- 3Y*
- 4.14%
- 5Y*
- 4.44%
- 10Y*
- 4.55%
VWCE.DE vs. O - 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% |
O Realty Income Corporation | 15.45% | -1.11% | 4.35% | -7.41% | -1.63% | 33.22% | -18.88% | 7.52% |
Correlation
The correlation between VWCE.DE and O is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019 | 0.17 |
The correlation between VWCE.DE and O shifts across timeframes, from -0.07 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VWCE.DE vs. O — Risk / Return Rank
VWCE.DE
O
VWCE.DE vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWCE.DE) and Realty Income Corporation (O). 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 | O | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.32 | ||
| Sortino ratioReturn per unit of downside risk | +1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.16 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.92 | 1.41 | +2.50 |
| Martin ratioReturn relative to average drawdown | 16.07 | 3.27 | +12.80 |
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Drawdowns
VWCE.DE vs. O - Drawdown Comparison
The maximum VWCE.DE drawdown since its inception was -33.43%, smaller than the maximum O drawdown of -48.59%. Use the drawdown chart below to compare losses from any high point for VWCE.DE and O.
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Drawdown Indicators
| VWCE.DE | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.43% | -48.59% | +15.16% |
Max Drawdown (1Y)Largest decline over 1 year | -6.55% | -10.26% | +3.71% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -23.22% | +2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -21.07% | -37.26% | +16.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.59% | — |
Current DrawdownCurrent decline from peak | -1.47% | -9.36% | +7.89% |
Average DrawdownAverage peak-to-trough decline | -4.68% | -14.59% | +9.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 4.43% | -2.83% |
Volatility
VWCE.DE vs. O - Volatility Comparison
The current volatility for Vanguard FTSE All-World UCITS ETF (VWCE.DE) is 3.40%, while Realty Income Corporation (O) has a volatility of 5.60%. This indicates that VWCE.DE experiences smaller price fluctuations and is considered to be less risky than O 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 | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 5.60% | -2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 8.51% | 12.25% | -3.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.63% | 16.19% | -4.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.79% | 18.89% | -5.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 25.95% | -9.79% |
Dividends
VWCE.DE vs. O - Dividend Comparison
VWCE.DE has not paid dividends to shareholders, while O's dividend yield for the trailing twelve months is around 5.16%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 5.16% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
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 O have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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