SGAS.DE vs. VGWD.DE
SGAS.DE (iShares MSCI USA ESG Screened UCITS ETF USD (Acc)) and VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) are both exchange-traded funds - SGAS.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Screened, while VGWD.DE is a Global Equities fund tracking the FTSE All-World High Dividend Yield index. Both are passively managed. Over the past 5 years, SGAS.DE returned 15.10%/yr vs 11.49%/yr for VGWD.DE. A 0.77 correlation means they provide meaningful diversification when combined. SGAS.DE charges 0.07%/yr vs 0.29%/yr for VGWD.DE.
Performance
SGAS.DE vs. VGWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SGAS.DE achieves a 11.26% return, which is significantly lower than VGWD.DE's 12.49% return.
SGAS.DE
- 1D
- -0.42%
- 1M
- 5.79%
- YTD
- 11.26%
- 6M
- 11.24%
- 1Y
- 26.36%
- 3Y*
- 20.20%
- 5Y*
- 15.10%
- 10Y*
- —
VGWD.DE
- 1D
- 0.19%
- 1M
- 3.35%
- YTD
- 12.49%
- 6M
- 14.15%
- 1Y
- 25.00%
- 3Y*
- 15.87%
- 5Y*
- 11.49%
- 10Y*
- —
SGAS.DE vs. VGWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 11.26% | 5.13% | 33.97% | 26.37% | -17.05% | 39.63% | 10.62% | 35.37% | -7.63% |
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% | -4.55% |
Correlation
The correlation between SGAS.DE and VGWD.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.77 |
The correlation between SGAS.DE and VGWD.DE shifts across timeframes, from 0.62 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SGAS.DE vs. VGWD.DE — Risk / Return Rank
SGAS.DE
VGWD.DE
SGAS.DE vs. VGWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.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.
| SGAS.DE | VGWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.50 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.08 | 4.28 | -1.20 |
| Martin ratioReturn relative to average drawdown | 10.78 | 16.37 | -5.59 |
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
| SGAS.DE | VGWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 2.70 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.99 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.64 | +0.28 |
Drawdowns
SGAS.DE vs. VGWD.DE - Drawdown Comparison
The maximum SGAS.DE drawdown since its inception was -33.55%, roughly equal to the maximum VGWD.DE drawdown of -34.57%. Use the drawdown chart below to compare losses from any high point for SGAS.DE and VGWD.DE.
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Drawdown Indicators
| SGAS.DE | VGWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -34.57% | +1.02% |
Max Drawdown (1Y)Largest decline over 1 year | -8.51% | -5.82% | -2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -24.66% | -16.86% | -7.80% |
Max Drawdown (5Y)Largest decline over 5 years | -24.66% | -16.86% | -7.80% |
Current DrawdownCurrent decline from peak | -0.42% | -0.32% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -4.83% | -4.05% | -0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 1.52% | +0.92% |
Volatility
SGAS.DE vs. VGWD.DE - Volatility Comparison
iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (SGAS.DE) has a higher volatility of 3.03% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) at 2.33%. This indicates that SGAS.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
| SGAS.DE | VGWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 2.33% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 6.95% | +1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 9.21% | +3.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 11.52% | +4.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 14.23% | +3.38% |
SGAS.DE vs. VGWD.DE - Expense Ratio Comparison
SGAS.DE has a 0.07% expense ratio, which is lower than VGWD.DE's 0.29% expense ratio.
Dividends
SGAS.DE vs. VGWD.DE - Dividend Comparison
SGAS.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 |
|---|---|---|---|---|---|---|---|---|---|---|
SGAS.DE iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 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
SGAS.DE and VGWD.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SGAS.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SGAS.DE is cheaper with a 0.07% expense ratio, compared with 0.29% for VGWD.DE.
SGAS.DE is categorized as Large Cap Blend Equities, while VGWD.DE is Global Equities. SGAS.DE tracks MSCI USA ESG Screened, while VGWD.DE tracks FTSE All-World High Dividend Yield index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.07% for SGAS.DE and 0.29% for VGWD.DE.
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