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IUSG vs. VWCE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSG vs. VWCE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P U.S. Growth ETF (IUSG) 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

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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSG vs. VWCE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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

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

IUSG
IUSG Risk / Return Rank: 5454
Overall Rank
IUSG Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IUSG Sortino Ratio Rank: 5454
Sortino Ratio Rank
IUSG Omega Ratio Rank: 5454
Omega Ratio Rank
IUSG Calmar Ratio Rank: 4949
Calmar Ratio Rank
IUSG Martin Ratio Rank: 5757
Martin Ratio Rank

VWCE.DE
VWCE.DE Risk / Return Rank: 8282
Overall Rank
VWCE.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 8080
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 8787
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.

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.


IUSGVWCE.DEDifference
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

IUSG vs. VWCE.DE - Sharpe Ratio Comparison

The current IUSG Sharpe Ratio is 1.69, which is comparable to the VWCE.DE Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of IUSG 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

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


IUSGVWCE.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.37%

-2.01%

-2.36%

Average Drawdown

Average peak-to-trough decline

-21.42%

-5.43%

-15.99%

Ulcer Index

Depth 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


IUSGVWCE.DEDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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