IWVG.L vs. VWRA.L
Compare and contrast key facts about iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L).
IWVG.L and VWRA.L 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. VWRA.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 23, 2019. Both IWVG.L and VWRA.L 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 VWRA.L.
Performance
IWVG.L vs. VWRA.L - Performance Comparison
Returns By Period
In the year-to-date period, IWVG.L achieves a 7.09% return, which is significantly lower than VWRA.L's 17.04% return.
IWVG.L
7.09%
0.06%
0.40%
12.95%
6.66%
N/A
VWRA.L
17.04%
-0.97%
6.71%
25.37%
10.81%
N/A
Key characteristics
| IWVG.L | VWRA.L | |
|---|---|---|
| Sharpe Ratio | 1.15 | 2.22 |
| Sortino Ratio | 1.54 | 3.14 |
| Omega Ratio | 1.22 | 1.40 |
| Calmar Ratio | 1.51 | 3.27 |
| Martin Ratio | 5.28 | 14.37 |
| Ulcer Index | 2.18% | 1.72% |
| Daily Std Dev | 10.09% | 11.09% |
| Max Drawdown | -28.07% | -33.62% |
| Current Drawdown | -0.42% | -2.31% |
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. VWRA.L - Expense Ratio Comparison
IWVG.L has a 0.30% expense ratio, which is higher than VWRA.L's 0.22% expense ratio.
Correlation
The correlation between IWVG.L and VWRA.L is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
IWVG.L vs. VWRA.L - 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 FTSE All-World UCITS ETF USD Accumulating (VWRA.L). 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. VWRA.L - Dividend Comparison
IWVG.L's dividend yield for the trailing twelve months is around 2.98%, while VWRA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
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% |
VWRA.L Vanguard FTSE All-World UCITS ETF USD Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IWVG.L vs. VWRA.L - Drawdown Comparison
The maximum IWVG.L drawdown since its inception was -28.07%, smaller than the maximum VWRA.L drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for IWVG.L and VWRA.L. For additional features, visit the drawdowns tool.
Volatility
IWVG.L vs. VWRA.L - Volatility Comparison
The current volatility for iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) (IWVG.L) is 3.13%, while Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) has a volatility of 3.34%. This indicates that IWVG.L experiences smaller price fluctuations and is considered to be less risky than VWRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.