IUSG vs. VWCE.DE
IUSG (iShares Core S&P U.S. Growth ETF) and VWCE.DE (Vanguard FTSE All-World UCITS ETF) are both exchange-traded funds - IUSG is a Large Cap Growth Equities fund tracking the S&P 900 Growth Index, while VWCE.DE is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 5 years, IUSG returned 14.55%/yr vs 10.87%/yr for VWCE.DE. A 0.59 correlation means they provide meaningful diversification when combined. IUSG charges 0.04%/yr vs 0.19%/yr for VWCE.DE.
Performance
IUSG vs. VWCE.DE - Performance Comparison
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Different Trading Currencies
IUSG is traded in USD, while VWCE.DE is traded in EUR. To make them comparable, the VWCE.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with IUSG having a 10.18% return and VWCE.DE slightly lower at 10.00%.
IUSG
- 1D
- 0.36%
- 1M
- -2.53%
- YTD
- 10.18%
- 6M
- 11.00%
- 1Y
- 29.29%
- 3Y*
- 25.32%
- 5Y*
- 14.55%
- 10Y*
- 17.63%
VWCE.DE
- 1D
- 1.71%
- 1M
- 0.00%
- YTD
- 10.00%
- 6M
- 11.71%
- 1Y
- 26.52%
- 3Y*
- 19.75%
- 5Y*
- 10.87%
- 10Y*
- —
IUSG vs. VWCE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IUSG iShares Core S&P U.S. Growth ETF | 10.18% | 21.23% | 34.70% | 29.28% | -28.81% | 31.26% | 32.65% | 5.93% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 10.00% | 23.23% | 17.30% | 21.91% | -18.24% | 18.47% | 15.65% | 7.58% |
Correlation
The correlation between IUSG and VWCE.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019 | 0.59 |
The correlation between IUSG and VWCE.DE shifts across timeframes, from 0.59 (all time) to 0.70 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IUSG vs. VWCE.DE — Risk / Return Rank
IUSG
VWCE.DE
IUSG vs. VWCE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P U.S. Growth ETF (IUSG) 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.
| IUSG | VWCE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.36 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 2.86 | -0.73 |
| Martin ratioReturn relative to average drawdown | 8.79 | 11.93 | -3.14 |
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Drawdowns
IUSG vs. VWCE.DE - Drawdown Comparison
The maximum IUSG drawdown since its inception was -63.41%, which is greater than VWCE.DE's maximum drawdown of -33.91%. Use the drawdown chart below to compare losses from any high point for IUSG and VWCE.DE.
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Drawdown Indicators
| IUSG | VWCE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.41% | -33.91% | -29.50% |
Max Drawdown (1Y)Largest decline over 1 year | -13.07% | -8.91% | -4.16% |
Max Drawdown (3Y)Largest decline over 3 years | -22.28% | -17.27% | -5.01% |
Max Drawdown (5Y)Largest decline over 5 years | -32.21% | -26.11% | -6.10% |
Max Drawdown (10Y)Largest decline over 10 years | -32.35% | — | — |
Current DrawdownCurrent decline from peak | -4.37% | -2.01% | -2.36% |
Average DrawdownAverage peak-to-trough decline | -21.42% | -5.43% | -15.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.14% | +1.02% |
Volatility
IUSG vs. VWCE.DE - Volatility Comparison
iShares Core S&P U.S. Growth ETF (IUSG) has a higher volatility of 6.20% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 3.93%. This indicates that IUSG'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
| IUSG | VWCE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.20% | 3.93% | +2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 13.25% | 9.70% | +3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.46% | 12.46% | +4.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.97% | 15.33% | +5.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.46% | 17.33% | +3.13% |
IUSG vs. VWCE.DE - Expense Ratio Comparison
IUSG has a 0.04% expense ratio, which is lower than VWCE.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IUSG vs. VWCE.DE - Dividend Comparison
IUSG's dividend yield for the trailing twelve months is around 0.49%, while VWCE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSG iShares Core S&P U.S. Growth ETF | 0.49% | 0.53% | 0.59% | 1.12% | 1.07% | 0.59% | 0.93% | 1.64% | 1.32% | 1.28% | 1.48% | 1.29% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IUSG and VWCE.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSG is cheaper with a 0.04% expense ratio, compared with 0.19% for VWCE.DE.
IUSG is categorized as Large Cap Growth Equities, while VWCE.DE is Global Equities. IUSG tracks S&P 900 Growth Index, while VWCE.DE tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.04% for IUSG and 0.19% for VWCE.DE.
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