IESG.L vs. VEA
Compare and contrast key facts about iShares MSCI Europe SRI UCITS ETF (IESG.L) and Vanguard FTSE Developed Markets ETF (VEA).
IESG.L and VEA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IESG.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe SRI Select Reduced Fossil Fuel Index. It was launched on Feb 25, 2011. VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007. Both IESG.L and VEA 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: IESG.L or VEA.
Key characteristics
| IESG.L | VEA | |
|---|---|---|
| YTD Return | 1.96% | 6.75% |
| 1Y Return | 9.60% | 18.19% |
| 3Y Return (Ann) | 1.13% | 1.61% |
| 5Y Return (Ann) | 6.71% | 6.28% |
| 10Y Return (Ann) | 7.93% | 5.55% |
| Sharpe Ratio | 0.86 | 1.45 |
| Sortino Ratio | 1.27 | 2.05 |
| Omega Ratio | 1.15 | 1.26 |
| Calmar Ratio | 1.13 | 1.55 |
| Martin Ratio | 3.22 | 7.92 |
| Ulcer Index | 2.86% | 2.38% |
| Daily Std Dev | 10.62% | 13.01% |
| Max Drawdown | -25.95% | -60.70% |
| Current Drawdown | -7.25% | -5.78% |
Correlation
The correlation between IESG.L and VEA is 0.65, 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
IESG.L vs. VEA - Performance Comparison
In the year-to-date period, IESG.L achieves a 1.96% return, which is significantly lower than VEA's 6.75% return. Over the past 10 years, IESG.L has outperformed VEA with an annualized return of 7.93%, while VEA has yielded a comparatively lower 5.55% annualized 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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IESG.L vs. VEA - Expense Ratio Comparison
IESG.L has a 0.20% expense ratio, which is higher than VEA's 0.05% 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
IESG.L vs. VEA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF (IESG.L) and Vanguard FTSE Developed Markets ETF (VEA). 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
IESG.L vs. VEA - Dividend Comparison
IESG.L has not paid dividends to shareholders, while VEA's dividend yield for the trailing twelve months is around 2.99%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IESG.L iShares MSCI Europe SRI UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.59% |
VEA Vanguard FTSE Developed Markets ETF | 2.99% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
IESG.L vs. VEA - Drawdown Comparison
The maximum IESG.L drawdown since its inception was -25.95%, smaller than the maximum VEA drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for IESG.L and VEA. For additional features, visit the drawdowns tool.
Volatility
IESG.L vs. VEA - Volatility Comparison
iShares MSCI Europe SRI UCITS ETF (IESG.L) has a higher volatility of 4.46% compared to Vanguard FTSE Developed Markets ETF (VEA) at 3.69%. This indicates that IESG.L's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.