IWFM.L vs. VT
Compare and contrast key facts about iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWFM.L) and Vanguard Total World Stock ETF (VT).
IWFM.L and VT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWFM.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Growth NR USD. It was launched on Oct 3, 2014. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008. Both IWFM.L and VT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IWFM.L or VT.
Key characteristics
| IWFM.L | VT | |
|---|---|---|
| YTD Return | 32.00% | 18.43% |
| 1Y Return | 36.30% | 26.74% |
| 3Y Return (Ann) | 7.65% | 5.61% |
| 5Y Return (Ann) | 13.22% | 11.17% |
| 10Y Return (Ann) | 15.54% | 9.42% |
| Sharpe Ratio | 2.25 | 2.52 |
| Sortino Ratio | 2.95 | 3.45 |
| Omega Ratio | 1.43 | 1.46 |
| Calmar Ratio | 2.81 | 3.65 |
| Martin Ratio | 10.54 | 16.54 |
| Ulcer Index | 3.41% | 1.79% |
| Daily Std Dev | 15.90% | 11.78% |
| Max Drawdown | -22.58% | -50.27% |
| Current Drawdown | 0.00% | -1.17% |
Correlation
The correlation between IWFM.L and VT is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
IWFM.L vs. VT - Performance Comparison
In the year-to-date period, IWFM.L achieves a 32.00% return, which is significantly higher than VT's 18.43% return. Over the past 10 years, IWFM.L has outperformed VT with an annualized return of 15.54%, while VT has yielded a comparatively lower 9.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IWFM.L vs. VT - Expense Ratio Comparison
IWFM.L has a 0.30% expense ratio, which is higher than VT's 0.07% expense ratio.
Risk-Adjusted Performance
IWFM.L vs. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWFM.L) and Vanguard Total World Stock ETF (VT). 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.
Dividends
IWFM.L vs. VT - Dividend Comparison
IWFM.L has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.84%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWFM.L iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.84% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
IWFM.L vs. VT - Drawdown Comparison
The maximum IWFM.L drawdown since its inception was -22.58%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for IWFM.L and VT. For additional features, visit the drawdowns tool.
Volatility
IWFM.L vs. VT - Volatility Comparison
The current volatility for iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWFM.L) is 2.68%, while Vanguard Total World Stock ETF (VT) has a volatility of 3.14%. This indicates that IWFM.L experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.