IE00BFPM9N11.EUFUND vs. VTWAX
IE00BFPM9N11.EUFUND (Vanguard Global Stock Index Fund Institutional Plus EUR Acc) and VTWAX (Vanguard Total World Stock Index Fund Admiral Shares) are both Global Equities funds from Vanguard. Over the past 5 years, IE00BFPM9N11.EUFUND returned 12.74%/yr vs 12.04%/yr for VTWAX. Their correlation of 0.94 suggests significant overlap in exposure. IE00BFPM9N11.EUFUND charges 0.11%/yr vs 0.09%/yr for VTWAX.
Performance
IE00BFPM9N11.EUFUND vs. VTWAX - Performance Comparison
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Different Trading Currencies
IE00BFPM9N11.EUFUND is traded in EUR, while VTWAX is traded in USD. To make them comparable, the VTWAX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IE00BFPM9N11.EUFUND achieves a 11.37% return, which is significantly lower than VTWAX's 13.73% return.
IE00BFPM9N11.EUFUND
- 1D
- -0.37%
- 1M
- 4.66%
- YTD
- 11.37%
- 6M
- 11.06%
- 1Y
- 23.74%
- 3Y*
- 17.53%
- 5Y*
- 12.74%
- 10Y*
- 12.73%
VTWAX
- 1D
- -0.49%
- 1M
- 4.74%
- YTD
- 13.73%
- 6M
- 13.48%
- 1Y
- 27.01%
- 3Y*
- 17.79%
- 5Y*
- 12.04%
- 10Y*
- —
IE00BFPM9N11.EUFUND vs. VTWAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IE00BFPM9N11.EUFUND Vanguard Global Stock Index Fund Institutional Plus EUR Acc | 11.37% | 6.73% | 26.59% | 19.63% | -12.79% | 31.07% | 6.32% | 19.95% |
VTWAX Vanguard Total World Stock Index Fund Admiral Shares | 13.73% | 7.90% | 24.12% | 18.20% | -12.93% | 27.01% | 7.05% | 18.85% |
Correlation
The correlation between IE00BFPM9N11.EUFUND and VTWAX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Feb 8, 2019 | 0.94 |
The correlation between IE00BFPM9N11.EUFUND and VTWAX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.
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Return for Risk
IE00BFPM9N11.EUFUND vs. VTWAX — Risk / Return Rank
IE00BFPM9N11.EUFUND
VTWAX
IE00BFPM9N11.EUFUND vs. VTWAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND) and Vanguard Total World Stock Index Fund Admiral Shares (VTWAX). 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.
| IE00BFPM9N11.EUFUND | VTWAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.42 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 3.88 | -0.37 |
| Martin ratioReturn relative to average drawdown | 14.67 | 16.17 | -1.50 |
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
| IE00BFPM9N11.EUFUND | VTWAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.29 | 2.26 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.82 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.76 | +0.05 |
Drawdowns
IE00BFPM9N11.EUFUND vs. VTWAX - Drawdown Comparison
The maximum IE00BFPM9N11.EUFUND drawdown since its inception was -33.75%, roughly equal to the maximum VTWAX drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for IE00BFPM9N11.EUFUND and VTWAX.
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Drawdown Indicators
| IE00BFPM9N11.EUFUND | VTWAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.75% | -33.62% | -0.13% |
Max Drawdown (1Y)Largest decline over 1 year | -6.59% | -6.94% | +0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -20.29% | -20.36% | +0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -20.29% | -20.36% | +0.07% |
Max Drawdown (10Y)Largest decline over 10 years | -33.75% | — | — |
Current DrawdownCurrent decline from peak | -0.37% | -0.49% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -4.54% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 1.66% | -0.09% |
Volatility
IE00BFPM9N11.EUFUND vs. VTWAX - Volatility Comparison
The current volatility for Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND) is 2.24%, while Vanguard Total World Stock Index Fund Admiral Shares (VTWAX) has a volatility of 2.87%. This indicates that IE00BFPM9N11.EUFUND experiences smaller price fluctuations and is considered to be less risky than VTWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IE00BFPM9N11.EUFUND | VTWAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.24% | 2.87% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 7.43% | 8.85% | -1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.12% | 11.93% | -1.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.92% | 14.79% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.12% | 17.89% | -2.77% |
IE00BFPM9N11.EUFUND vs. VTWAX - Expense Ratio Comparison
IE00BFPM9N11.EUFUND has a 0.11% expense ratio, which is higher than VTWAX's 0.09% 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
IE00BFPM9N11.EUFUND vs. VTWAX - Dividend Comparison
IE00BFPM9N11.EUFUND has not paid dividends to shareholders, while VTWAX's dividend yield for the trailing twelve months is around 1.57%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
IE00BFPM9N11.EUFUND Vanguard Global Stock Index Fund Institutional Plus EUR Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTWAX Vanguard Total World Stock Index Fund Admiral Shares | 1.57% | 1.80% | 1.92% | 2.06% | 2.17% | 1.79% | 1.64% | 2.28% |
Frequently Asked Questions
With a correlation of 0.92, IE00BFPM9N11.EUFUND and VTWAX 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.
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