IBC3.DE vs. VUSA.DE
Compare and contrast key facts about iShares Core MSCI Emerging Markets IMI UCITS ETF (IBC3.DE) and Vanguard S&P 500 UCITS ETF (VUSA.DE).
IBC3.DE and VUSA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBC3.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market (IMI). It was launched on Mar 5, 2018. VUSA.DE is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012. Both IBC3.DE and VUSA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBC3.DE or VUSA.DE.
Key characteristics
| IBC3.DE | VUSA.DE | |
|---|---|---|
| YTD Return | 13.67% | 32.03% |
| 1Y Return | 17.04% | 38.00% |
| 3Y Return (Ann) | 0.47% | 12.73% |
| 5Y Return (Ann) | 4.98% | 16.45% |
| Sharpe Ratio | 1.29 | 3.19 |
| Sortino Ratio | 1.82 | 4.29 |
| Omega Ratio | 1.24 | 1.66 |
| Calmar Ratio | 1.04 | 4.62 |
| Martin Ratio | 6.56 | 20.43 |
| Ulcer Index | 2.61% | 1.87% |
| Daily Std Dev | 13.36% | 11.93% |
| Max Drawdown | -31.89% | -33.63% |
| Current Drawdown | -4.64% | 0.00% |
Correlation
The correlation between IBC3.DE and VUSA.DE is 0.67, 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.
Performance
IBC3.DE vs. VUSA.DE - Performance Comparison
In the year-to-date period, IBC3.DE achieves a 13.67% return, which is significantly lower than VUSA.DE's 32.03% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IBC3.DE vs. VUSA.DE - Expense Ratio Comparison
IBC3.DE has a 0.18% expense ratio, which is higher than VUSA.DE's 0.07% 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%.
Risk-Adjusted Performance
IBC3.DE vs. VUSA.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Emerging Markets IMI UCITS ETF (IBC3.DE) and Vanguard S&P 500 UCITS ETF (VUSA.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.
Dividends
IBC3.DE vs. VUSA.DE - Dividend Comparison
IBC3.DE's dividend yield for the trailing twelve months is around 2.45%, more than VUSA.DE's 0.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBC3.DE iShares Core MSCI Emerging Markets IMI UCITS ETF | 2.45% | 2.69% | 3.36% | 2.18% | 2.09% | 2.56% | 2.08% | 0.00% | 0.00% | 0.00% |
VUSA.DE Vanguard S&P 500 UCITS ETF | 0.78% | 1.35% | 1.53% | 1.21% | 1.65% | 2.34% | 3.76% | 2.26% | 1.78% | 2.00% |
Drawdowns
IBC3.DE vs. VUSA.DE - Drawdown Comparison
The maximum IBC3.DE drawdown since its inception was -31.89%, smaller than the maximum VUSA.DE drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for IBC3.DE and VUSA.DE. For additional features, visit the drawdowns tool.
Volatility
IBC3.DE vs. VUSA.DE - Volatility Comparison
iShares Core MSCI Emerging Markets IMI UCITS ETF (IBC3.DE) has a higher volatility of 5.10% compared to Vanguard S&P 500 UCITS ETF (VUSA.DE) at 3.51%. This indicates that IBC3.DE's price experiences larger fluctuations and is considered to be riskier than VUSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.