UEEH.DE vs. VWCE.DE
Compare and contrast key facts about iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE) and Vanguard FTSE All-World UCITS ETF (VWCE.DE).
UEEH.DE and VWCE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UEEH.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Minimum Volatility. It was launched on Aug 19, 2020. VWCE.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World Index. It was launched on Jul 23, 2019. Both UEEH.DE and VWCE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
UEEH.DE vs. VWCE.DE - Performance Comparison
Loading graphics...
UEEH.DE vs. VWCE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
UEEH.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist | 1.53% | -1.55% | 17.56% | 3.56% | -4.40% | 23.98% | 0.94% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | -0.47% | 9.16% | 24.41% | 18.18% | -13.47% | 28.62% | 9.32% |
Returns By Period
In the year-to-date period, UEEH.DE achieves a 1.53% return, which is significantly higher than VWCE.DE's -0.47% return.
UEEH.DE
- 1D
- 0.36%
- 1M
- -2.96%
- YTD
- 1.53%
- 6M
- 1.23%
- 1Y
- -4.32%
- 3Y*
- 6.79%
- 5Y*
- 6.28%
- 10Y*
- —
VWCE.DE
- 1D
- -0.11%
- 1M
- -1.99%
- YTD
- -0.47%
- 6M
- 2.61%
- 1Y
- 13.70%
- 3Y*
- 14.86%
- 5Y*
- 9.97%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
UEEH.DE vs. VWCE.DE - Expense Ratio Comparison
UEEH.DE has a 0.30% expense ratio, which is higher than VWCE.DE's 0.22% expense ratio.
Return for Risk
UEEH.DE vs. VWCE.DE — Risk / Return Rank
UEEH.DE
VWCE.DE
UEEH.DE vs. VWCE.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 All-World UCITS ETF (VWCE.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.DE | VWCE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.38 | 0.86 | -1.25 |
Sortino ratioReturn per unit of downside risk | -0.44 | 1.23 | -1.67 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.19 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | -0.46 | 2.95 | -3.41 |
Martin ratioReturn relative to average drawdown | -1.07 | 11.73 | -12.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| UEEH.DE | VWCE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.38 | 0.86 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.72 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.68 | -0.01 |
Correlation
The correlation between UEEH.DE and VWCE.DE is 0.68, 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.
Dividends
UEEH.DE vs. VWCE.DE - Dividend Comparison
UEEH.DE's dividend yield for the trailing twelve months is around 1.47%, while VWCE.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
UEEH.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist | 1.47% | 1.49% | 1.59% | 1.76% | 1.70% | 1.37% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
UEEH.DE vs. VWCE.DE - Drawdown Comparison
The maximum UEEH.DE drawdown since its inception was -12.82%, smaller than the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for UEEH.DE and VWCE.DE.
Loading graphics...
Drawdown Indicators
| UEEH.DE | VWCE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.82% | -33.43% | +20.61% |
Max Drawdown (1Y)Largest decline over 1 year | -9.85% | -8.90% | -0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -12.82% | -21.07% | +8.25% |
Current DrawdownCurrent decline from peak | -6.94% | -4.06% | -2.88% |
Average DrawdownAverage peak-to-trough decline | -4.31% | -4.80% | +0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 1.65% | +1.87% |
Volatility
UEEH.DE vs. VWCE.DE - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE) is 2.67%, while Vanguard FTSE All-World UCITS ETF (VWCE.DE) has a volatility of 4.40%. This indicates that UEEH.DE experiences smaller price fluctuations and is considered to be less risky than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| UEEH.DE | VWCE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 4.40% | -1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 5.59% | 8.53% | -2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.25% | 15.78% | -4.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.13% | 13.72% | -3.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.32% | 16.25% | -5.93% |