IWVG.L vs. VT
Compare and contrast key facts about iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L) and Vanguard Total World Stock ETF (VT).
IWVG.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. IWVG.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Value NR USD. It was launched on Feb 23, 2018. 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 IWVG.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: IWVG.L or VT.
Performance
IWVG.L vs. VT - Performance Comparison
Returns By Period
In the year-to-date period, IWVG.L achieves a 7.09% return, which is significantly lower than VT's 16.65% return.
IWVG.L
7.09%
0.06%
0.40%
12.95%
6.66%
N/A
VT
16.65%
-1.27%
6.28%
24.82%
10.82%
9.20%
Key characteristics
| IWVG.L | VT | |
|---|---|---|
| Sharpe Ratio | 1.15 | 2.11 |
| Sortino Ratio | 1.54 | 2.90 |
| Omega Ratio | 1.22 | 1.38 |
| Calmar Ratio | 1.51 | 3.03 |
| Martin Ratio | 5.28 | 13.62 |
| Ulcer Index | 2.18% | 1.80% |
| Daily Std Dev | 10.09% | 11.64% |
| Max Drawdown | -28.07% | -50.27% |
| Current Drawdown | -0.42% | -2.65% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IWVG.L vs. VT - Expense Ratio Comparison
IWVG.L has a 0.30% expense ratio, which is higher than VT's 0.07% expense ratio.
Correlation
The correlation between IWVG.L and VT is 0.66, 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.
Risk-Adjusted Performance
IWVG.L vs. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.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
IWVG.L vs. VT - Dividend Comparison
IWVG.L's dividend yield for the trailing twelve months is around 2.98%, more than VT's 1.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWVG.L iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) | 2.98% | 3.23% | 3.12% | 2.61% | 2.37% | 2.90% | 2.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.87% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
IWVG.L vs. VT - Drawdown Comparison
The maximum IWVG.L drawdown since its inception was -28.07%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for IWVG.L and VT. For additional features, visit the drawdowns tool.
Volatility
IWVG.L vs. VT - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L) and Vanguard Total World Stock ETF (VT) have volatilities of 3.13% and 3.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.