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ISPY.L vs. VWCE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISPY.L vs. VWCE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G Cyber Security UCITS ETF (ISPY.L) and Vanguard FTSE All-World UCITS ETF (VWCE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ISPY.L is traded in GBp, while VWCE.DE is traded in EUR. To make them comparable, the VWCE.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ISPY.L achieves a 47.11% return, which is significantly higher than VWCE.DE's 10.85% return.


ISPY.L

1D
-2.96%
1M
11.14%
6M
50.18%
YTD
47.11%
1Y
44.59%
3Y*
28.79%
5Y*
13.16%
10Y*
17.12%

VWCE.DE

1D
-0.50%
1M
-1.16%
6M
9.09%
YTD
10.85%
1Y
22.67%
3Y*
17.83%
5Y*
11.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISPY.L vs. VWCE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ISPY.L
L&G Cyber Security UCITS ETF
47.11%0.28%19.68%34.35%-24.57%9.18%37.24%-3.46%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
10.85%14.84%18.99%15.82%-8.73%19.54%11.30%2.19%

Correlation

The correlation between ISPY.L and VWCE.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2019

0.63

Over the past year, the correlation between ISPY.L and VWCE.DE has dropped to 0.42 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

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Return for Risk

ISPY.L vs. VWCE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ISPY.L
ISPY.L Risk / Return Rank: 5353
Overall Rank
ISPY.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ISPY.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
ISPY.L Omega Ratio Rank: 6060
Omega Ratio Rank
ISPY.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
ISPY.L Martin Ratio Rank: 4141
Martin Ratio Rank

VWCE.DE
VWCE.DE Risk / Return Rank: 8686
Overall Rank
VWCE.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 8484
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ISPY.L vs. VWCE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Cyber Security UCITS ETF (ISPY.L) and Vanguard FTSE All-World UCITS ETF (VWCE.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.


ISPY.LVWCE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.30

1.37

-0.07

Calmar ratioReturn relative to maximum drawdown

2.18

3.22

-1.03

Martin ratioReturn relative to average drawdown

5.43

12.40

-6.97

ISPY.L vs. VWCE.DE - Sharpe Ratio Comparison

The current ISPY.L Sharpe Ratio is 1.59, which is comparable to the VWCE.DE Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of ISPY.L and VWCE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ISPY.L vs. VWCE.DE - Drawdown Comparison

The maximum ISPY.L drawdown since its inception was -50.17%, which is greater than VWCE.DE's maximum drawdown of -25.99%. Use the drawdown chart below to compare losses from any high point for ISPY.L and VWCE.DE.


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Drawdown Indicators


ISPY.LVWCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.17%

-25.99%

-24.18%

Max Drawdown (1Y)

Largest decline over 1 year

-20.33%

-7.02%

-13.31%

Max Drawdown (3Y)

Largest decline over 3 years

-28.19%

-18.90%

-9.29%

Max Drawdown (5Y)

Largest decline over 5 years

-31.77%

-18.90%

-12.87%

Max Drawdown (10Y)

Largest decline over 10 years

-31.77%

Current Drawdown

Current decline from peak

-2.96%

-2.03%

-0.93%

Average Drawdown

Average peak-to-trough decline

-12.86%

-3.43%

-9.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.19%

1.82%

+6.37%

Volatility

ISPY.L vs. VWCE.DE - Volatility Comparison

L&G Cyber Security UCITS ETF (ISPY.L) has a higher volatility of 10.58% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 2.96%. This indicates that ISPY.L's price experiences larger fluctuations and is considered to be riskier than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISPY.LVWCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.58%

2.96%

+7.62%

Volatility (6M)

Calculated over the trailing 6-month period

24.94%

8.53%

+16.41%

Volatility (1Y)

Calculated over the trailing 1-year period

27.86%

11.31%

+16.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.58%

13.39%

+14.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.47%

15.46%

+9.01%

ISPY.L vs. VWCE.DE - Expense Ratio Comparison

ISPY.L has a 0.69% expense ratio, which is higher than VWCE.DE's 0.19% expense ratio.


Dividends

ISPY.L vs. VWCE.DE - Dividend Comparison

Neither ISPY.L nor VWCE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ISPY.L and VWCE.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VWCE.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWCE.DE is cheaper with a 0.19% expense ratio, compared with 0.69% for ISPY.L.

ISPY.L is categorized as Cybersecurity, while VWCE.DE is Global Equities. ISPY.L tracks ISE Cyber Security UCITS Index, while VWCE.DE tracks FTSE All-World Index. They also come from different issuers: L&G and Vanguard. Their fees differ too: 0.69% for ISPY.L and 0.19% for VWCE.DE.

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