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VWRL.AS vs. VEVE.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWRL.AS vs. VEVE.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS) and Vanguard FTSE Developed World UCITS ETF (VEVE.AS). 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 VWRL.AS having a 12.89% return and VEVE.AS slightly higher at 13.12%. Over the past 10 years, VWRL.AS has underperformed VEVE.AS with an annualized return of 12.39%, while VEVE.AS has yielded a comparatively higher 13.05% annualized return.


VWRL.AS

1D
-0.19%
1M
5.02%
YTD
12.89%
6M
13.40%
1Y
26.44%
3Y*
17.84%
5Y*
12.29%
10Y*
12.39%

VEVE.AS

1D
-0.29%
1M
6.37%
YTD
13.12%
6M
14.07%
1Y
26.84%
3Y*
18.43%
5Y*
13.19%
10Y*
13.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWRL.AS vs. VEVE.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWRL.AS
Vanguard FTSE All-World UCITS ETF (USD) Distributing
12.89%8.40%25.57%18.07%-13.65%28.52%6.31%27.76%-4.68%8.95%
VEVE.AS
Vanguard FTSE Developed World UCITS ETF
13.12%8.22%26.33%19.38%-13.20%31.47%6.50%29.40%-4.85%8.40%

Correlation

The correlation between VWRL.AS and VEVE.AS is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.98

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

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2014

0.97

The correlation between VWRL.AS and VEVE.AS has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

VWRL.AS vs. VEVE.AS — Risk / Return Rank

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

VWRL.AS
VWRL.AS Risk / Return Rank: 7777
Overall Rank
VWRL.AS Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VWRL.AS Sortino Ratio Rank: 7474
Sortino Ratio Rank
VWRL.AS Omega Ratio Rank: 7575
Omega Ratio Rank
VWRL.AS Calmar Ratio Rank: 7979
Calmar Ratio Rank
VWRL.AS Martin Ratio Rank: 8282
Martin Ratio Rank

VEVE.AS
VEVE.AS Risk / Return Rank: 7777
Overall Rank
VEVE.AS Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VEVE.AS Sortino Ratio Rank: 7272
Sortino Ratio Rank
VEVE.AS Omega Ratio Rank: 7575
Omega Ratio Rank
VEVE.AS Calmar Ratio Rank: 8181
Calmar Ratio Rank
VEVE.AS Martin Ratio Rank: 8585
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.

VWRL.AS vs. VEVE.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS) and Vanguard FTSE Developed World UCITS ETF (VEVE.AS). 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.


VWRL.ASVEVE.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.44

1.45

-0.01

Calmar ratioReturn relative to maximum drawdown

4.00

4.28

-0.29

Martin ratioReturn relative to average drawdown

16.48

17.61

-1.13

VWRL.AS vs. VEVE.AS - Sharpe Ratio Comparison

The current VWRL.AS Sharpe Ratio is 2.34, which is comparable to the VEVE.AS Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of VWRL.AS and VEVE.AS, 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


VWRL.ASVEVE.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

2.39

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.93

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.73

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.35

+0.42

Drawdowns

VWRL.AS vs. VEVE.AS - Drawdown Comparison

The maximum VWRL.AS drawdown since its inception was -33.27%, roughly equal to the maximum VEVE.AS drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for VWRL.AS and VEVE.AS.


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Drawdown Indicators


VWRL.ASVEVE.ASDifference

Max Drawdown

Largest peak-to-trough decline

-33.27%

-33.57%

+0.30%

Max Drawdown (1Y)

Largest decline over 1 year

-6.53%

-6.19%

-0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-21.00%

-21.08%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-21.00%

-21.08%

+0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-33.27%

-33.57%

+0.30%

Current Drawdown

Current decline from peak

-0.61%

-0.29%

-0.32%

Average Drawdown

Average peak-to-trough decline

-4.38%

-6.76%

+2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

1.51%

+0.08%

Volatility

VWRL.AS vs. VEVE.AS - Volatility Comparison

Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS) and Vanguard FTSE Developed World UCITS ETF (VEVE.AS) have volatilities of 3.07% and 3.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWRL.ASVEVE.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

3.03%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.03%

7.88%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

11.16%

11.13%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.70%

13.90%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.82%

17.61%

-2.79%

VWRL.AS vs. VEVE.AS - Expense Ratio Comparison

VWRL.AS has a 0.19% expense ratio, which is higher than VEVE.AS's 0.12% 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

VWRL.AS vs. VEVE.AS - Dividend Comparison

VWRL.AS's dividend yield for the trailing twelve months is around 1.24%, which matches VEVE.AS's 1.23% yield.


PositionTTM20252024202320222021202020192018201720162015
VEVE.AS
Vanguard FTSE Developed World UCITS ETF
1.23%1.41%1.46%1.73%2.04%1.43%1.61%1.89%2.28%1.97%1.98%2.05%
VWRL.AS
Vanguard FTSE All-World UCITS ETF (USD) Distributing
1.24%1.42%1.47%1.74%2.10%1.43%1.56%1.89%2.24%1.93%1.95%2.03%

Frequently Asked Questions


With a correlation of 0.97, VWRL.AS and VEVE.AS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VEVE.AS is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEVE.AS is cheaper with a 0.12% expense ratio, compared with 0.19% for VWRL.AS.

VWRL.AS tracks FTSE All-World Index, while VEVE.AS tracks MSCI ACWI NR USD. Their fees differ too: 0.19% for VWRL.AS and 0.12% for VEVE.AS.

Portfolio Optimizer

Find the right allocation for VWRL.AS and VEVE.AS

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