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UEEH.DE vs. VGVF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UEEH.DE vs. VGVF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE) and Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UEEH.DE achieves a 1.54% return, which is significantly lower than VGVF.DE's 12.58% return.


UEEH.DE

1D
-0.04%
1M
1.86%
YTD
1.54%
6M
1.53%
1Y
0.02%
3Y*
6.19%
5Y*
5.98%
10Y*

VGVF.DE

1D
-0.15%
1M
3.98%
YTD
12.58%
6M
12.87%
1Y
26.34%
3Y*
18.25%
5Y*
13.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UEEH.DE vs. VGVF.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
UEEH.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist
1.54%-1.55%17.56%3.56%-4.40%23.98%0.94%
VGVF.DE
Vanguard FTSE Developed World UCITS ETF Acc
12.58%8.99%24.73%20.35%-13.58%31.62%9.25%

Correlation

The correlation between UEEH.DE and VGVF.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2020

0.68

Over the past year, the correlation between UEEH.DE and VGVF.DE has dropped to 0.35 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

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Return for Risk

UEEH.DE vs. VGVF.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UEEH.DE
UEEH.DE Risk / Return Rank: 88
Overall Rank
UEEH.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
UEEH.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
UEEH.DE Omega Ratio Rank: 88
Omega Ratio Rank
UEEH.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
UEEH.DE Martin Ratio Rank: 88
Martin Ratio Rank

VGVF.DE
VGVF.DE Risk / Return Rank: 7777
Overall Rank
VGVF.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VGVF.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
VGVF.DE Omega Ratio Rank: 7575
Omega Ratio Rank
VGVF.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
VGVF.DE Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UEEH.DE vs. VGVF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE) and Vanguard FTSE Developed World UCITS ETF Acc (VGVF.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.


UEEH.DEVGVF.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.41

Sortino ratioReturn per unit of downside risk

-3.30

Omega ratioGain probability vs. loss probability

1.00

1.44

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.10

4.19

-4.28

Martin ratioReturn relative to average drawdown

-0.22

17.27

-17.49

UEEH.DE vs. VGVF.DE - Sharpe Ratio Comparison

The current UEEH.DE Sharpe Ratio is -0.07, which is lower than the VGVF.DE Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of UEEH.DE and VGVF.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


UEEH.DEVGVF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

2.34

-2.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.93

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.79

-0.14

Drawdowns

UEEH.DE vs. VGVF.DE - Drawdown Comparison

The maximum UEEH.DE drawdown since its inception was -12.82%, smaller than the maximum VGVF.DE drawdown of -33.54%. Use the drawdown chart below to compare losses from any high point for UEEH.DE and VGVF.DE.


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Drawdown Indicators


UEEH.DEVGVF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.82%

-33.54%

+20.72%

Max Drawdown (1Y)

Largest decline over 1 year

-5.49%

-6.28%

+0.79%

Max Drawdown (3Y)

Largest decline over 3 years

-12.82%

-21.17%

+8.35%

Max Drawdown (5Y)

Largest decline over 5 years

-12.82%

-21.17%

+8.35%

Current Drawdown

Current decline from peak

-6.93%

-0.55%

-6.38%

Average Drawdown

Average peak-to-trough decline

-4.41%

-4.91%

+0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

1.53%

+0.99%

Volatility

UEEH.DE vs. VGVF.DE - Volatility Comparison

The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE) is 2.62%, while Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) has a volatility of 2.86%. This indicates that UEEH.DE experiences smaller price fluctuations and is considered to be less risky than VGVF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UEEH.DEVGVF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

2.86%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

5.56%

8.02%

-2.46%

Volatility (1Y)

Calculated over the trailing 1-year period

7.88%

11.22%

-3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.11%

13.96%

-3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.26%

16.23%

-5.97%

UEEH.DE vs. VGVF.DE - Expense Ratio Comparison

UEEH.DE has a 0.30% expense ratio, which is higher than VGVF.DE's 0.12% expense ratio.


Dividends

UEEH.DE vs. VGVF.DE - Dividend Comparison

UEEH.DE's dividend yield for the trailing twelve months is around 1.45%, while VGVF.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021
UEEH.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist
1.45%1.49%1.59%1.76%1.70%1.37%
VGVF.DE
Vanguard FTSE Developed World UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UEEH.DE and VGVF.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGVF.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGVF.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for UEEH.DE.

UEEH.DE tracks MSCI World Minimum Volatility, while VGVF.DE tracks FTSE Developed. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.30% for UEEH.DE and 0.12% for VGVF.DE.

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