WVALX vs. VHVE.L
Compare and contrast key facts about Weitz Value Fund (WVALX) and Vanguard FTSE Developed World UCITS ETF USD Acc (VHVE.L).
WVALX is managed by Weitz. It was launched on May 9, 1986. VHVE.L is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed. It was launched on Sep 24, 2019.
Performance
WVALX vs. VHVE.L - Performance Comparison
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WVALX vs. VHVE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WVALX Weitz Value Fund | -14.29% | -0.21% | 12.76% | 29.72% | -22.89% | 26.86% | 18.41% | 6.73% |
VHVE.L Vanguard FTSE Developed World UCITS ETF USD Acc | -4.52% | 22.18% | 17.93% | 24.66% | -18.06% | 21.15% | 16.52% | 8.50% |
Returns By Period
In the year-to-date period, WVALX achieves a -14.29% return, which is significantly lower than VHVE.L's -4.52% return.
WVALX
- 1D
- 0.99%
- 1M
- -9.44%
- YTD
- -14.29%
- 6M
- -13.68%
- 1Y
- -11.05%
- 3Y*
- 5.68%
- 5Y*
- 2.65%
- 10Y*
- 8.16%
VHVE.L
- 1D
- 0.48%
- 1M
- -7.69%
- YTD
- -4.52%
- 6M
- -0.11%
- 1Y
- 19.95%
- 3Y*
- 16.87%
- 5Y*
- 9.91%
- 10Y*
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WVALX vs. VHVE.L - Expense Ratio Comparison
WVALX has a 1.04% expense ratio, which is higher than VHVE.L's 0.12% expense ratio.
Return for Risk
WVALX vs. VHVE.L — Risk / Return Rank
WVALX
VHVE.L
WVALX vs. VHVE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Weitz Value Fund (WVALX) and Vanguard FTSE Developed World UCITS ETF USD Acc (VHVE.L). 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.
| WVALX | VHVE.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.56 | 1.32 | -1.88 |
Sortino ratioReturn per unit of downside risk | -0.70 | 1.85 | -2.55 |
Omega ratioGain probability vs. loss probability | 0.91 | 1.27 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | -0.73 | 1.66 | -2.40 |
Martin ratioReturn relative to average drawdown | -2.41 | 7.81 | -10.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WVALX | VHVE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.56 | 1.32 | -1.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.64 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.71 | -0.14 |
Correlation
The correlation between WVALX and VHVE.L is 0.54, 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
WVALX vs. VHVE.L - Dividend Comparison
WVALX's dividend yield for the trailing twelve months is around 25.47%, while VHVE.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WVALX Weitz Value Fund | 25.47% | 21.83% | 11.03% | 5.38% | 14.15% | 3.77% | 9.12% | 4.70% | 10.95% | 7.16% | 0.00% | 12.93% |
VHVE.L Vanguard FTSE Developed World UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WVALX vs. VHVE.L - Drawdown Comparison
The maximum WVALX drawdown since its inception was -61.96%, which is greater than VHVE.L's maximum drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for WVALX and VHVE.L.
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Drawdown Indicators
| WVALX | VHVE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.96% | -33.60% | -28.36% |
Max Drawdown (1Y)Largest decline over 1 year | -17.45% | -11.15% | -6.30% |
Max Drawdown (5Y)Largest decline over 5 years | -29.36% | -26.08% | -3.28% |
Max Drawdown (10Y)Largest decline over 10 years | -32.57% | — | — |
Current DrawdownCurrent decline from peak | -19.13% | -8.01% | -11.12% |
Average DrawdownAverage peak-to-trough decline | -7.71% | -5.47% | -2.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.30% | 2.38% | +2.92% |
Volatility
WVALX vs. VHVE.L - Volatility Comparison
Weitz Value Fund (WVALX) and Vanguard FTSE Developed World UCITS ETF USD Acc (VHVE.L) have volatilities of 4.92% and 5.09%, 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
| WVALX | VHVE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.92% | 5.09% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | 8.62% | +1.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.45% | 15.06% | +4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.12% | 15.44% | +2.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.19% | 17.54% | +0.65% |