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

Performance

VWCE.DE vs. VGEK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE All-World UCITS ETF (VWCE.DE) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VWCE.DE achieves a 13.19% return, which is significantly lower than VGEK.DE's 52.92% return.


VWCE.DE

1D
1.32%
1M
3.24%
YTD
13.19%
6M
14.70%
1Y
28.01%
3Y*
17.53%
5Y*
12.15%
10Y*

VGEK.DE

1D
2.51%
1M
9.47%
YTD
52.92%
6M
59.20%
1Y
82.62%
3Y*
25.05%
5Y*
13.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWCE.DE vs. VGEK.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VWCE.DE
Vanguard FTSE All-World UCITS ETF
13.19%9.16%24.41%18.18%-13.47%28.62%5.36%6.78%
VGEK.DE
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating
52.92%25.01%1.00%6.45%-7.38%9.39%8.24%-4.36%

Correlation

The correlation between VWCE.DE and VGEK.DE is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

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

0.72

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

0.74

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2019

0.77

The correlation between VWCE.DE and VGEK.DE has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.

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Return for Risk

VWCE.DE vs. VGEK.DE — 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: 8585
Overall Rank
VWCE.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 8484
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 8989
Martin Ratio Rank

VGEK.DE
VGEK.DE Risk / Return Rank: 9494
Overall Rank
VGEK.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VGEK.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
VGEK.DE Omega Ratio Rank: 9494
Omega Ratio Rank
VGEK.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
VGEK.DE Martin Ratio Rank: 9393
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. VGEK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWCE.DE) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE). 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.DEVGEK.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.29

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

1.44

1.64

-0.20

Calmar ratioReturn relative to maximum drawdown

4.26

6.38

-2.12

Martin ratioReturn relative to average drawdown

17.48

23.21

-5.74

VWCE.DE vs. VGEK.DE - Sharpe Ratio Comparison

The current VWCE.DE Sharpe Ratio is 2.40, which is lower than the VGEK.DE Sharpe Ratio of 3.68. The chart below compares the historical Sharpe Ratios of VWCE.DE and VGEK.DE, 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. VGEK.DE - Drawdown Comparison

The maximum VWCE.DE drawdown since its inception was -33.43%, smaller than the maximum VGEK.DE drawdown of -36.88%. Use the drawdown chart below to compare losses from any high point for VWCE.DE and VGEK.DE.


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Drawdown Indicators


VWCE.DEVGEK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.43%

-36.88%

+3.45%

Max Drawdown (1Y)

Largest decline over 1 year

-6.55%

-12.88%

+6.33%

Max Drawdown (3Y)

Largest decline over 3 years

-21.07%

-19.67%

-1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-21.07%

-19.67%

-1.40%

Current Drawdown

Current decline from peak

-0.17%

-1.59%

+1.42%

Average Drawdown

Average peak-to-trough decline

-4.68%

-6.40%

+1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

3.55%

-1.95%

Volatility

VWCE.DE vs. VGEK.DE - Volatility Comparison

The current volatility for Vanguard FTSE All-World UCITS ETF (VWCE.DE) is 3.44%, while Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating (VGEK.DE) has a volatility of 10.22%. This indicates that VWCE.DE experiences smaller price fluctuations and is considered to be less risky than VGEK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWCE.DEVGEK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

10.22%

-6.78%

Volatility (6M)

Calculated over the trailing 6-month period

8.60%

19.99%

-11.39%

Volatility (1Y)

Calculated over the trailing 1-year period

11.66%

22.36%

-10.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.80%

16.93%

-3.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.16%

20.06%

-3.90%

VWCE.DE vs. VGEK.DE - Expense Ratio Comparison

VWCE.DE has a 0.19% expense ratio, which is higher than VGEK.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VWCE.DE vs. VGEK.DE - Dividend Comparison

Neither VWCE.DE nor VGEK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VWCE.DE and VGEK.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGEK.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGEK.DE is cheaper with a 0.15% expense ratio, compared with 0.19% for VWCE.DE.

VWCE.DE is categorized as Global Equities, while VGEK.DE is Asia Pacific Equities. VWCE.DE tracks FTSE All-World Index, while VGEK.DE tracks FTSE Developed Asia Pacific ex Japan. Their fees differ too: 0.19% for VWCE.DE and 0.15% for VGEK.DE.

Portfolio Optimizer

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