PortfoliosLab logoPortfoliosLab logo
WEBG.DE vs. VDIV.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WEBG.DE vs. VDIV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

WEBG.DE vs. VDIV.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, WEBG.DE achieves a -0.36% return, which is significantly lower than VDIV.DE's 9.99% return.


WEBG.DE

1D
2.27%
1M
-3.42%
YTD
-0.36%
6M
2.93%
1Y
14.09%
3Y*
5Y*
10Y*

VDIV.DE

1D
0.63%
1M
2.23%
YTD
9.99%
6M
18.50%
1Y
24.89%
3Y*
20.38%
5Y*
18.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WEBG.DE vs. VDIV.DE - Expense Ratio Comparison

WEBG.DE has a 0.07% expense ratio, which is lower than VDIV.DE's 0.38% expense ratio.


Return for Risk

WEBG.DE vs. VDIV.DE — Risk / Return Rank

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

WEBG.DE

VDIV.DE
VDIV.DE Risk / Return Rank: 9191
Overall Rank
VDIV.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VDIV.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
VDIV.DE Omega Ratio Rank: 9191
Omega Ratio Rank
VDIV.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
VDIV.DE Martin Ratio Rank: 9797
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.

WEBG.DE vs. VDIV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.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.


WEBG.DEVDIV.DEDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.90

-1.03

Sortino ratio

Return per unit of downside risk

1.25

2.36

-1.11

Omega ratio

Gain probability vs. loss probability

1.19

1.41

-0.22

Calmar ratio

Return relative to maximum drawdown

1.57

4.92

-3.34

Martin ratio

Return relative to average drawdown

7.22

21.43

-14.21

WEBG.DE vs. VDIV.DE - Sharpe Ratio Comparison

The current WEBG.DE Sharpe Ratio is 0.88, which is lower than the VDIV.DE Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of WEBG.DE and VDIV.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


WEBG.DEVDIV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.90

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.93

-0.08

Correlation

The correlation between WEBG.DE and VDIV.DE is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WEBG.DE vs. VDIV.DE - Dividend Comparison

WEBG.DE has not paid dividends to shareholders, while VDIV.DE's dividend yield for the trailing twelve months is around 3.31%.


TTM20252024202320222021202020192018
WEBG.DE
Amundi Prime All Country World UCITS ETF Dist
1.39%1.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VDIV.DE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.31%3.58%4.19%4.97%4.56%3.97%4.11%4.35%0.91%

Drawdowns

WEBG.DE vs. VDIV.DE - Drawdown Comparison

The maximum WEBG.DE drawdown since its inception was -21.31%, smaller than the maximum VDIV.DE drawdown of -35.93%. Use the drawdown chart below to compare losses from any high point for WEBG.DE and VDIV.DE.


Loading graphics...

Volatility

WEBG.DE vs. VDIV.DE - Volatility Comparison

Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) has a higher volatility of 4.65% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE) at 3.64%. This indicates that WEBG.DE's price experiences larger fluctuations and is considered to be riskier than VDIV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


WEBG.DEVDIV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

3.64%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.63%

6.66%

+1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

15.99%

13.02%

+2.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.31%

11.96%

+2.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.31%

15.92%

-1.61%