IS3S.DE vs. VGWD.DE
IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) and VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) are both exchange-traded funds - IS3S.DE is a Global Equities fund tracking the MSCI World Enhanced Value, while VGWD.DE is a Dividend fund tracking the FTSE All-World High Dividend Yield Index. Both are passively managed. Over the past 5 years, IS3S.DE returned 17.56%/yr vs 11.77%/yr for VGWD.DE. Their correlation of 0.91 suggests significant overlap in exposure. IS3S.DE charges 0.30%/yr vs 0.29%/yr for VGWD.DE.
Performance
IS3S.DE vs. VGWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3S.DE achieves a 36.34% return, which is significantly higher than VGWD.DE's 14.09% return.
IS3S.DE
- 1D
- 1.23%
- 1M
- 8.96%
- YTD
- 36.34%
- 6M
- 38.27%
- 1Y
- 65.13%
- 3Y*
- 26.01%
- 5Y*
- 17.56%
- 10Y*
- 13.06%
VGWD.DE
- 1D
- 0.09%
- 1M
- 3.91%
- YTD
- 14.09%
- 6M
- 15.22%
- 1Y
- 27.30%
- 3Y*
- 15.91%
- 5Y*
- 11.77%
- 10Y*
- —
IS3S.DE vs. VGWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 36.34% | 25.13% | 11.36% | 15.62% | -4.81% | 30.35% | -12.53% | 22.01% | -10.32% | 3.67% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 14.09% | 13.16% | 15.75% | 7.29% | 0.08% | 27.89% | -9.60% | 25.03% | -8.03% | 1.24% |
Correlation
The correlation between IS3S.DE and VGWD.DE is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2017 | 0.91 |
The correlation between IS3S.DE and VGWD.DE shifts across timeframes, from 0.78 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IS3S.DE vs. VGWD.DE — Risk / Return Rank
IS3S.DE
VGWD.DE
IS3S.DE vs. VGWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IS3S.DE | VGWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.57 | ||
| Sortino ratioReturn per unit of downside risk | +1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.80 | 1.54 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 10.63 | 4.67 | +5.96 |
| Martin ratioReturn relative to average drawdown | 38.66 | 18.26 | +20.40 |
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Drawdowns
IS3S.DE vs. VGWD.DE - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.19%, roughly equal to the maximum VGWD.DE drawdown of -34.57%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and VGWD.DE.
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Drawdown Indicators
| IS3S.DE | VGWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.19% | -34.57% | -0.62% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -5.82% | -0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -17.78% | -16.86% | -0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -17.78% | -16.86% | -0.92% |
Max Drawdown (10Y)Largest decline over 10 years | -35.19% | — | — |
Current DrawdownCurrent decline from peak | -0.04% | 0.00% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -6.95% | -4.04% | -2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 1.49% | +0.19% |
Volatility
IS3S.DE vs. VGWD.DE - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a higher volatility of 5.47% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) at 2.35%. This indicates that IS3S.DE's price experiences larger fluctuations and is considered to be riskier than VGWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IS3S.DE | VGWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 2.35% | +3.12% |
Volatility (6M)Calculated over the trailing 6-month period | 12.08% | 7.20% | +4.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.53% | 9.39% | +5.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.98% | 11.55% | +2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.67% | 14.22% | +2.45% |
IS3S.DE vs. VGWD.DE - Expense Ratio Comparison
IS3S.DE has a 0.30% expense ratio, which is higher than VGWD.DE's 0.29% expense ratio.
Dividends
IS3S.DE vs. VGWD.DE - Dividend Comparison
IS3S.DE has not paid dividends to shareholders, while VGWD.DE's dividend yield for the trailing twelve months is around 2.45%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.45% | 2.84% | 3.05% | 3.40% | 3.78% | 3.02% | 3.08% | 3.21% | 3.70% | 0.58% |
Frequently Asked Questions
IS3S.DE and VGWD.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGWD.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGWD.DE is cheaper with a 0.29% expense ratio, compared with 0.30% for IS3S.DE.
IS3S.DE is categorized as Global Equities, while VGWD.DE is Dividend. IS3S.DE tracks MSCI World Enhanced Value, while VGWD.DE tracks FTSE All-World High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.30% for IS3S.DE and 0.29% for VGWD.DE.
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