VWCE.DE vs. VTI

Last updated Jun 24, 2026

VWCE.DE (Vanguard FTSE All-World UCITS ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - VWCE.DE is a Global Equities fund tracking the FTSE All-World Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 5 years, VWCE.DE returned 11.77%/yr vs 12.97%/yr for VTI. A 0.59 correlation means they provide meaningful diversification when combined. VWCE.DE charges 0.19%/yr vs 0.03%/yr for VTI.

Performance

VWCE.DE vs. VTI - 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 Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

VWCE.DE is traded in EUR, while VTI is traded in USD. To make them comparable, the VTI values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with VWCE.DE having a 12.72% return and VTI slightly lower at 12.39%.

VWCE.DE

• 1D: -1.28%
• 1M: 1.42%
• YTD: 12.72%
• 6M: 13.19%
• 1Y: 28.30%
• 3Y*: 18.20%
• 5Y*: 11.77%
• 10Y*: —

VTI

• 1D: -0.93%
• 1M: 1.14%
• YTD: 12.39%
• 6M: 11.69%
• 1Y: 26.45%
• 3Y*: 18.90%
• 5Y*: 12.97%
• 10Y*: 14.88%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VWCE.DE vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
VWCE.DE Vanguard FTSE All-World UCITS ETF	12.72%	9.16%	24.41%	18.18%	-13.47%	28.62%	5.36%	7.08%
VTI Vanguard Total Stock Market ETF	12.39%	3.20%	31.98%	22.27%	-14.54%	35.08%	11.10%	6.57%

Correlation

The correlation between VWCE.DE and VTI is 0.69, 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	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (5Y) Calculated over the trailing 5-year period	0.59
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019	0.59

The correlation between VWCE.DE and VTI shifts across timeframes, from 0.59 (5 years) to 0.69 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

VWCE.DE vs. VTI — 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: 81
VWCE.DE Sharpe Ratio Rank: 79
VWCE.DE Sortino Ratio Rank: 79
VWCE.DE Omega Ratio Rank: 79
VWCE.DE Calmar Ratio Rank: 83
VWCE.DE Martin Ratio Rank: 86

VTI

VTI Risk / Return Rank: 59
VTI Sharpe Ratio Rank: 58
VTI Sortino Ratio Rank: 56
VTI Omega Ratio Rank: 57
VTI Calmar Ratio Rank: 57
VTI Martin Ratio Rank: 68

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. VTI - 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 Total Stock Market ETF (VTI). 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	VTI	Difference
Sharpe ratio: Return per unit of total volatility	2.41	2.08	+0.33
Sortino ratio: Return per unit of downside risk	3.34	2.69	+0.65
Omega ratio: Gain probability vs. loss probability	1.45	1.38	+0.06
Calmar ratio: Return relative to maximum drawdown	4.30	3.57	+0.73
Martin ratio: Return relative to average drawdown	17.68	13.29	+4.39

VWCE.DE vs. VTI - Sharpe Ratio Comparison

The current VWCE.DE Sharpe Ratio is 2.41, which is comparable to the VTI Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of VWCE.DE and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VWCE.DE vs. VTI - Drawdown Comparison

The maximum VWCE.DE drawdown since its inception was -33.43%, smaller than the maximum VTI drawdown of -50.14%. Use the drawdown chart below to compare losses from any high point for VWCE.DE and VTI.

Drawdown Indicators

	VWCE.DE	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-33.43%	-50.14%	+16.71%
Max Drawdown (1Y) Largest decline over 1 year	-6.55%	-7.45%	+0.90%
Max Drawdown (3Y) Largest decline over 3 years	-21.07%	-24.34%	+3.27%
Max Drawdown (5Y) Largest decline over 5 years	-21.07%	-24.34%	+3.27%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.51%	—
Current Drawdown Current decline from peak	-1.28%	-0.93%	-0.35%
Average Drawdown Average peak-to-trough decline	-4.67%	-7.70%	+3.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.60%	2.00%	-0.40%

Volatility

VWCE.DE vs. VTI - Volatility Comparison

The current volatility for Vanguard FTSE All-World UCITS ETF (VWCE.DE) is 3.39%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.05%. This indicates that VWCE.DE experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VWCE.DE	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.39%	4.05%	-0.66%
Volatility (6M) Calculated over the trailing 6-month period	8.54%	9.31%	-0.77%
Volatility (1Y) Calculated over the trailing 1-year period	11.68%	12.77%	-1.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.81%	17.28%	-3.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.15%	18.78%	-2.63%

VWCE.DE vs. VTI - Expense Ratio Comparison

VWCE.DE has a 0.19% expense ratio, which is higher than VTI's 0.03% 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. VTI - Dividend Comparison

VWCE.DE has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.04%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VTI Vanguard Total Stock Market ETF	1.04%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%
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

Can I hold both VWCE.DE and VTI in my portfolio?

VWCE.DE and VTI have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VWCE.DE or VTI?

On fees, VTI is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VWCE.DE or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.19% for VWCE.DE.

What is the main difference between VWCE.DE and VTI?

VWCE.DE is categorized as Global Equities, while VTI is Large Cap Blend Equities. VWCE.DE tracks FTSE All-World Index, while VTI tracks CRSP US Total Market Index. Their fees differ too: 0.19% for VWCE.DE and 0.03% for VTI.