IUSL.DE vs. VGWD.DE
IUSL.DE (iShares Dow Jones Global Sustainability Screened UCITS ETF) and VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) are both Global Equities funds - IUSL.DE tracks the Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others while VGWD.DE tracks the FTSE All-World High Dividend Yield index. Both are passively managed. Over the past 5 years, IUSL.DE returned 11.62%/yr vs 11.49%/yr for VGWD.DE. Their correlation of 0.86 suggests significant overlap in exposure. IUSL.DE charges 0.60%/yr vs 0.29%/yr for VGWD.DE.
Performance
IUSL.DE vs. VGWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSL.DE achieves a 9.75% return, which is significantly lower than VGWD.DE's 12.49% return.
IUSL.DE
- 1D
- -0.15%
- 1M
- 4.28%
- YTD
- 9.75%
- 6M
- 10.59%
- 1Y
- 20.65%
- 3Y*
- 14.71%
- 5Y*
- 11.62%
- 10Y*
- 12.35%
VGWD.DE
- 1D
- 0.19%
- 1M
- 2.31%
- YTD
- 12.49%
- 6M
- 13.87%
- 1Y
- 25.22%
- 3Y*
- 15.87%
- 5Y*
- 11.49%
- 10Y*
- —
IUSL.DE vs. VGWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUSL.DE iShares Dow Jones Global Sustainability Screened UCITS ETF | 9.75% | 9.06% | 17.49% | 22.13% | -12.66% | 32.00% | 3.12% | 29.77% | -4.73% | 0.79% |
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 IUSL.DE and VGWD.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 | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.86 |
The correlation between IUSL.DE and VGWD.DE shifts across timeframes, from 0.70 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IUSL.DE vs. VGWD.DE — Risk / Return Rank
IUSL.DE
VGWD.DE
IUSL.DE vs. VGWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.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.
| IUSL.DE | VGWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.50 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.88 | 4.28 | -1.40 |
| Martin ratioReturn relative to average drawdown | 11.02 | 16.37 | -5.34 |
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
| IUSL.DE | VGWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 2.70 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.99 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.64 | +0.07 |
Drawdowns
IUSL.DE vs. VGWD.DE - Drawdown Comparison
The maximum IUSL.DE drawdown since its inception was -33.02%, roughly equal to the maximum VGWD.DE drawdown of -34.57%. Use the drawdown chart below to compare losses from any high point for IUSL.DE and VGWD.DE.
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Drawdown Indicators
| IUSL.DE | VGWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.02% | -34.57% | +1.55% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -5.82% | -1.42% |
Max Drawdown (3Y)Largest decline over 3 years | -19.43% | -16.86% | -2.57% |
Max Drawdown (5Y)Largest decline over 5 years | -19.43% | -16.86% | -2.57% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | — | — |
Current DrawdownCurrent decline from peak | -0.71% | -0.32% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -4.05% | -0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 1.52% | +0.38% |
Volatility
IUSL.DE vs. VGWD.DE - Volatility Comparison
iShares Dow Jones Global Sustainability Screened UCITS ETF (IUSL.DE) has a higher volatility of 3.41% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) at 2.33%. This indicates that IUSL.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
| IUSL.DE | VGWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 2.33% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.74% | 6.95% | +1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.56% | 9.21% | +2.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 11.52% | +2.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 14.23% | +0.70% |
IUSL.DE vs. VGWD.DE - Expense Ratio Comparison
IUSL.DE has a 0.60% expense ratio, which is higher than VGWD.DE's 0.29% expense ratio.
Dividends
IUSL.DE vs. VGWD.DE - Dividend Comparison
IUSL.DE has not paid dividends to shareholders, while VGWD.DE's dividend yield for the trailing twelve months is around 2.49%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
IUSL.DE iShares Dow Jones Global Sustainability Screened 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 | 2.49% | 2.84% | 3.05% | 3.39% | 3.78% | 3.03% | 3.08% | 3.21% | 3.70% | 0.58% |
Frequently Asked Questions
IUSL.DE and VGWD.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, 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 IUSL.DE.
IUSL.DE tracks Dow Jones Sustainability World ex Alcohol, Tobacco, Gambling and others, 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 IUSL.DE and 0.29% for VGWD.DE.
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