IUSD.DE vs. VGWD.DE
IUSD.DE (iShares MSCI World Islamic UCITS ETF USD (Dist)) and VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) are both Global Equities funds - IUSD.DE tracks the MSCI World Islamic Index while VGWD.DE tracks the FTSE All-World High Dividend Yield index. Both are passively managed. Over the past 5 years, IUSD.DE returned 19.36%/yr vs 11.49%/yr for VGWD.DE. At a 0.38 correlation, their price movements are largely independent. IUSD.DE charges 0.60%/yr vs 0.29%/yr for VGWD.DE.
Performance
IUSD.DE vs. VGWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSD.DE achieves a 20.34% return, which is significantly higher than VGWD.DE's 12.49% return.
IUSD.DE
- 1D
- -0.49%
- 1M
- 7.71%
- YTD
- 20.34%
- 6M
- 20.25%
- 1Y
- 34.31%
- 3Y*
- 15.20%
- 5Y*
- 19.36%
- 10Y*
- 11.00%
VGWD.DE
- 1D
- 0.19%
- 1M
- 2.31%
- YTD
- 12.49%
- 6M
- 13.87%
- 1Y
- 25.22%
- 3Y*
- 15.87%
- 5Y*
- 11.49%
- 10Y*
- —
IUSD.DE vs. VGWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist) | 20.34% | 6.31% | 11.81% | 63.24% | 2.81% | 1.82% | 1.56% | 1.97% | -2.89% | 1.70% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 12.49% | 13.16% | 15.75% | 7.29% | 0.08% | 27.90% | -9.60% | 25.03% | -8.03% | 1.24% |
Correlation
The correlation between IUSD.DE and VGWD.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.38 |
Over the past year, IUSD.DE and VGWD.DE have become more correlated (0.66) than their long-term average of 0.38, meaning their price movements have been converging.
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Return for Risk
IUSD.DE vs. VGWD.DE — Risk / Return Rank
IUSD.DE
VGWD.DE
IUSD.DE vs. VGWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.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.
| IUSD.DE | VGWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.50 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 7.08 | 4.28 | +2.80 |
| Martin ratioReturn relative to average drawdown | 22.57 | 16.37 | +6.20 |
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
| IUSD.DE | VGWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.74 | 2.70 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.99 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.64 | -0.01 |
Drawdowns
IUSD.DE vs. VGWD.DE - Drawdown Comparison
The maximum IUSD.DE drawdown since its inception was -23.82%, smaller than the maximum VGWD.DE drawdown of -34.57%. Use the drawdown chart below to compare losses from any high point for IUSD.DE and VGWD.DE.
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Drawdown Indicators
| IUSD.DE | VGWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.82% | -34.57% | +10.75% |
Max Drawdown (1Y)Largest decline over 1 year | -4.81% | -5.82% | +1.01% |
Max Drawdown (3Y)Largest decline over 3 years | -22.97% | -16.86% | -6.11% |
Max Drawdown (5Y)Largest decline over 5 years | -22.97% | -16.86% | -6.11% |
Max Drawdown (10Y)Largest decline over 10 years | -22.97% | — | — |
Current DrawdownCurrent decline from peak | -0.49% | -0.32% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -3.61% | -4.05% | +0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 1.52% | -0.01% |
Volatility
IUSD.DE vs. VGWD.DE - Volatility Comparison
iShares MSCI World Islamic UCITS ETF USD (Dist) (IUSD.DE) has a higher volatility of 3.98% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) at 2.33%. This indicates that IUSD.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
| IUSD.DE | VGWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 2.33% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 6.95% | +2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.41% | 9.21% | +3.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.09% | 11.52% | +11.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 14.23% | +2.70% |
IUSD.DE vs. VGWD.DE - Expense Ratio Comparison
IUSD.DE has a 0.60% expense ratio, which is higher than VGWD.DE's 0.29% expense ratio.
Dividends
IUSD.DE vs. VGWD.DE - Dividend Comparison
IUSD.DE's dividend yield for the trailing twelve months is around 0.81%, less than VGWD.DE's 2.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSD.DE iShares MSCI World Islamic UCITS ETF USD (Dist) | 0.81% | 1.00% | 1.26% | 1.47% | 2.75% | 1.80% | 1.55% | 1.94% | 1.57% | 1.45% | 1.45% | 1.60% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.49% | 2.84% | 3.05% | 3.39% | 3.78% | 3.03% | 3.08% | 3.21% | 3.70% | 0.58% | 0.00% | 0.00% |
Frequently Asked Questions
IUSD.DE and VGWD.DE have a correlation of 0.66, 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 0.60% for IUSD.DE.
IUSD.DE tracks MSCI World Islamic Index, while VGWD.DE tracks FTSE All-World High Dividend Yield index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.60% for IUSD.DE and 0.29% for VGWD.DE.
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