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VWCG.DE vs. V60A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWCG.DE vs. V60A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) and Vanguard LifeStrategy 60% Equity UCITS ETF EUR Accumulating (V60A.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with VWCG.DE having a 7.34% return and V60A.DE slightly higher at 7.46%.


VWCG.DE

1D
0.57%
1M
1.01%
YTD
7.34%
6M
9.93%
1Y
16.18%
3Y*
14.09%
5Y*
9.96%
10Y*

V60A.DE

1D
-0.15%
1M
2.08%
YTD
7.46%
6M
7.41%
1Y
16.00%
3Y*
11.57%
5Y*
6.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWCG.DE vs. V60A.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VWCG.DE
Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating
7.34%20.45%8.94%16.07%-9.71%24.74%2.81%
V60A.DE
Vanguard LifeStrategy 60% Equity UCITS ETF EUR Accumulating
7.46%7.02%14.29%12.38%-14.22%14.35%1.64%

Correlation

The correlation between VWCG.DE and V60A.DE is 0.70, 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

0.70

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

0.69

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

0.74

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2020

0.75

The correlation between VWCG.DE and V60A.DE has been stable across timeframes, ranging from 0.69 to 0.75 - a consistent structural relationship.

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Return for Risk

VWCG.DE vs. V60A.DE — Risk / Return Rank

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

VWCG.DE
VWCG.DE Risk / Return Rank: 3737
Overall Rank
VWCG.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VWCG.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
VWCG.DE Omega Ratio Rank: 3636
Omega Ratio Rank
VWCG.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
VWCG.DE Martin Ratio Rank: 4141
Martin Ratio Rank

V60A.DE
V60A.DE Risk / Return Rank: 7272
Overall Rank
V60A.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
V60A.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
V60A.DE Omega Ratio Rank: 7575
Omega Ratio Rank
V60A.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
V60A.DE Martin Ratio Rank: 7474
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.

VWCG.DE vs. V60A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) and Vanguard LifeStrategy 60% Equity UCITS ETF EUR Accumulating (V60A.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.


VWCG.DEV60A.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.54

Omega ratioGain probability vs. loss probability

1.24

1.44

-0.20

Calmar ratioReturn relative to maximum drawdown

1.70

3.08

-1.38

Martin ratioReturn relative to average drawdown

6.40

13.82

-7.42

VWCG.DE vs. V60A.DE - Sharpe Ratio Comparison

The current VWCG.DE Sharpe Ratio is 1.26, which is lower than the V60A.DE Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of VWCG.DE and V60A.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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Sharpe Ratios by Period


VWCG.DEV60A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

2.29

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.75

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.85

-0.21

Drawdowns

VWCG.DE vs. V60A.DE - Drawdown Comparison

The maximum VWCG.DE drawdown since its inception was -35.68%, which is greater than V60A.DE's maximum drawdown of -15.27%. Use the drawdown chart below to compare losses from any high point for VWCG.DE and V60A.DE.


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Drawdown Indicators


VWCG.DEV60A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.68%

-15.27%

-20.41%

Max Drawdown (1Y)

Largest decline over 1 year

-9.58%

-5.22%

-4.36%

Max Drawdown (3Y)

Largest decline over 3 years

-16.07%

-13.05%

-3.02%

Max Drawdown (5Y)

Largest decline over 5 years

-20.10%

-15.27%

-4.83%

Current Drawdown

Current decline from peak

-1.51%

-0.19%

-1.32%

Average Drawdown

Average peak-to-trough decline

-5.10%

-4.31%

-0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

1.17%

+1.38%

Volatility

VWCG.DE vs. V60A.DE - Volatility Comparison

Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating (VWCG.DE) has a higher volatility of 4.33% compared to Vanguard LifeStrategy 60% Equity UCITS ETF EUR Accumulating (V60A.DE) at 2.01%. This indicates that VWCG.DE's price experiences larger fluctuations and is considered to be riskier than V60A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWCG.DEV60A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

2.01%

+2.32%

Volatility (6M)

Calculated over the trailing 6-month period

10.64%

5.40%

+5.24%

Volatility (1Y)

Calculated over the trailing 1-year period

12.91%

7.03%

+5.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.29%

8.65%

+5.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.09%

8.54%

+8.55%

VWCG.DE vs. V60A.DE - Expense Ratio Comparison

VWCG.DE has a 0.10% expense ratio, which is lower than V60A.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VWCG.DE vs. V60A.DE - Dividend Comparison

Neither VWCG.DE nor V60A.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VWCG.DE and V60A.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VWCG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWCG.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for V60A.DE.

VWCG.DE is categorized as Europe Equities, while V60A.DE is Global Allocation. VWCG.DE tracks FTSE Developed Europe, while V60A.DE tracks Blended Index (60% Equity / 40% Bonds). Their fees differ too: 0.10% for VWCG.DE and 0.25% for V60A.DE.

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