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VWCE.DE vs. V
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWCE.DE vs. V - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE All-World UCITS ETF (VWCE.DE) and Visa Inc. (V). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VWCE.DE is traded in EUR, while V is traded in USD. To make them comparable, the V 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 V's -6.27% 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*

V

1D
1.13%
1M
0.85%
YTD
-6.27%
6M
-5.55%
1Y
-8.05%
3Y*
11.25%
5Y*
8.31%
10Y*
15.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWCE.DE vs. V - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VWCE.DE
Vanguard FTSE All-World UCITS ETF
11.72%9.16%24.41%18.18%-13.47%28.62%5.36%7.08%
V
Visa Inc.
-6.27%-1.50%30.39%22.52%2.58%7.14%7.47%2.18%

Correlation

The correlation between VWCE.DE and V is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2019

0.39

Over the past year, the correlation between VWCE.DE and V has dropped to 0.15 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

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Return for Risk

VWCE.DE vs. V — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VWCE.DE
VWCE.DE Risk / Return Rank: 8282
Overall Rank
VWCE.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 8080
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 8787
Martin Ratio Rank

V
V Risk / Return Rank: 1515
Overall Rank
V Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
V Sortino Ratio Rank: 1717
Sortino Ratio Rank
V Omega Ratio Rank: 1818
Omega Ratio Rank
V Calmar Ratio Rank: 1515
Calmar Ratio Rank
V Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VWCE.DE vs. V - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWCE.DE) and Visa Inc. (V). 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.DEVDifference
Sharpe ratioReturn per unit of total volatility

+2.75

Sortino ratioReturn per unit of downside risk

+3.74

Omega ratioGain probability vs. loss probability

1.41

0.92

+0.49

Calmar ratioReturn relative to maximum drawdown

3.92

-0.72

+4.64

Martin ratioReturn relative to average drawdown

16.07

-1.37

+17.44

VWCE.DE vs. V - Sharpe Ratio Comparison

The current VWCE.DE Sharpe Ratio is 2.21, which is higher than the V Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of VWCE.DE and V, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VWCE.DE vs. V - Drawdown Comparison

The maximum VWCE.DE drawdown since its inception was -33.43%, smaller than the maximum V drawdown of -43.60%. Use the drawdown chart below to compare losses from any high point for VWCE.DE and V.


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Drawdown Indicators


VWCE.DEVDifference

Max Drawdown

Largest peak-to-trough decline

-33.43%

-43.60%

+10.17%

Max Drawdown (1Y)

Largest decline over 1 year

-6.55%

-17.13%

+10.58%

Max Drawdown (3Y)

Largest decline over 3 years

-21.07%

-26.00%

+4.93%

Max Drawdown (5Y)

Largest decline over 5 years

-21.07%

-26.00%

+4.93%

Max Drawdown (10Y)

Largest decline over 10 years

-35.88%

Current Drawdown

Current decline from peak

-1.47%

-19.52%

+18.05%

Average Drawdown

Average peak-to-trough decline

-4.68%

-8.02%

+3.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

11.31%

-9.71%

Volatility

VWCE.DE vs. V - Volatility Comparison

The current volatility for Vanguard FTSE All-World UCITS ETF (VWCE.DE) is 3.40%, while Visa Inc. (V) has a volatility of 5.77%. This indicates that VWCE.DE experiences smaller price fluctuations and is considered to be less risky than V based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWCE.DEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

5.77%

-2.37%

Volatility (6M)

Calculated over the trailing 6-month period

8.51%

18.02%

-9.51%

Volatility (1Y)

Calculated over the trailing 1-year period

11.63%

22.96%

-11.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.79%

23.04%

-9.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.16%

24.94%

-8.78%

Dividends

VWCE.DE vs. V - Dividend Comparison

VWCE.DE has not paid dividends to shareholders, while V's dividend yield for the trailing twelve months is around 0.81%.


PositionTTM20252024202320222021202020192018201720162015
V
Visa Inc.
0.81%0.70%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%
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 V have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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