MODR.DE vs. V80D.DE
MODR.DE (iShares Moderate Portfolio UCITS ETF EUR (Acc)) and V80D.DE (Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing) are both Global Allocation funds. Both are actively managed. Over the past 5 years, MODR.DE returned 3.93%/yr vs 8.95%/yr for V80D.DE. A 0.80 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
MODR.DE vs. V80D.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MODR.DE achieves a 6.71% return, which is significantly lower than V80D.DE's 11.02% return.
MODR.DE
- 1D
- 0.15%
- 1M
- 0.29%
- 6M
- 6.54%
- YTD
- 6.71%
- 1Y
- 12.69%
- 3Y*
- 9.29%
- 5Y*
- 3.93%
- 10Y*
- —
V80D.DE
- 1D
- 0.31%
- 1M
- 0.74%
- 6M
- 11.27%
- YTD
- 11.02%
- 1Y
- 20.92%
- 3Y*
- 14.61%
- 5Y*
- 8.95%
- 10Y*
- —
MODR.DE vs. V80D.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MODR.DE iShares Moderate Portfolio UCITS ETF EUR (Acc) | 6.71% | 7.37% | 9.34% | 8.76% | -15.49% | 11.65% | 0.95% |
V80D.DE Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing | 11.02% | 8.03% | 19.70% | 14.92% | -13.65% | 21.38% | 1.20% |
Correlation
The correlation between MODR.DE and V80D.DE is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2020 | 0.80 |
The correlation between MODR.DE and V80D.DE has been stable across timeframes, ranging from 0.75 to 0.80 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MODR.DE vs. V80D.DE — Risk / Return Rank
MODR.DE
V80D.DE
MODR.DE vs. V80D.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Moderate Portfolio UCITS ETF EUR (Acc) (MODR.DE) and Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing (V80D.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.
| MODR.DE | V80D.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.44 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 3.73 | -1.29 |
| Martin ratioReturn relative to average drawdown | 10.15 | 14.94 | -4.80 |
Loading charts...
Drawdowns
MODR.DE vs. V80D.DE - Drawdown Comparison
The maximum MODR.DE drawdown since its inception was -17.98%, which is greater than V80D.DE's maximum drawdown of -16.62%. Use the drawdown chart below to compare losses from any high point for MODR.DE and V80D.DE.
Loading charts...
Drawdown Indicators
| MODR.DE | V80D.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.98% | -16.62% | -1.36% |
Max Drawdown (1Y)Largest decline over 1 year | -5.18% | -5.59% | +0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -10.57% | -16.62% | +6.05% |
Max Drawdown (5Y)Largest decline over 5 years | -17.98% | -16.62% | -1.36% |
Current DrawdownCurrent decline from peak | -0.44% | -0.13% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -5.42% | -3.91% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.25% | 1.40% | -0.15% |
Volatility
MODR.DE vs. V80D.DE - Volatility Comparison
The current volatility for iShares Moderate Portfolio UCITS ETF EUR (Acc) (MODR.DE) is 2.20%, while Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing (V80D.DE) has a volatility of 3.05%. This indicates that MODR.DE experiences smaller price fluctuations and is considered to be less risky than V80D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MODR.DE | V80D.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.20% | 3.05% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 6.08% | 6.84% | -0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.35% | 9.03% | -1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.16% | 10.96% | -2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.27% | 10.78% | -2.51% |
MODR.DE vs. V80D.DE - Expense Ratio Comparison
Both MODR.DE and V80D.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
MODR.DE vs. V80D.DE - Dividend Comparison
MODR.DE has not paid dividends to shareholders, while V80D.DE's dividend yield for the trailing twelve months is around 1.87%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
MODR.DE iShares Moderate Portfolio UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
V80D.DE Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Distributing | 1.87% | 1.99% | 1.95% | 2.02% | 2.10% | 1.87% |
Frequently Asked Questions
MODR.DE and V80D.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
MODR.DE and V80D.DE have the same expense ratio: 0.25% per year.
They also come from different issuers: iShares and Vanguard.
Find the right allocation for MODR.DE and V80D.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer