V80A.DE vs. IXUA.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE) and iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE).

V80A.DE and IXUA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. V80A.DE is an actively managed fund by Vanguard. It was launched on Dec 8, 2020. IXUA.DE is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA. It was launched on Jan 24, 2025.

Performance

V80A.DE vs. IXUA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE) and iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE). The values are adjusted to include any dividend payments, if applicable.

V80A.DE vs. IXUA.DE - Yearly Performance Comparison

	2026 (YTD)	2025
V80A.DE Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc	-0.37%	5.06%
IXUA.DE iShares MSCI World ex-USA UCITS ETF USD Acc	3.63%	11.45%

Returns By Period

In the year-to-date period, V80A.DE achieves a -0.37% return, which is significantly lower than IXUA.DE's 3.63% return.

V80A.DE

• 1D: 1.73%
• 1M: -2.83%
• YTD: -0.37%
• 6M: 2.48%
• 1Y: 11.14%
• 3Y*: 12.31%
• 5Y*: 7.59%
• 10Y*: —

IXUA.DE

• 1D: 2.75%
• 1M: -3.43%
• YTD: 3.63%
• 6M: 8.80%
• 1Y: 17.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

V80A.DE vs. IXUA.DE - Expense Ratio Comparison

V80A.DE has a 0.25% expense ratio, which is higher than IXUA.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

V80A.DE

Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc

IXUA.DE

iShares MSCI World ex-USA UCITS ETF USD Acc

Return for Risk

V80A.DE vs. IXUA.DE — Risk / Return Rank

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

V80A.DE

V80A.DE Risk / Return Rank: 51
V80A.DE Sharpe Ratio Rank: 46
V80A.DE Sortino Ratio Rank: 44
V80A.DE Omega Ratio Rank: 47
V80A.DE Calmar Ratio Rank: 57
V80A.DE Martin Ratio Rank: 62

IXUA.DE

IXUA.DE Risk / Return Rank: 65
IXUA.DE Sharpe Ratio Rank: 64
IXUA.DE Sortino Ratio Rank: 59
IXUA.DE Omega Ratio Rank: 64
IXUA.DE Calmar Ratio Rank: 68
IXUA.DE Martin Ratio Rank: 70

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.

V80A.DE vs. IXUA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE) and iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.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.

	V80A.DE	IXUA.DE	Difference
Sharpe ratio Return per unit of total volatility	0.90	1.18	-0.28
Sortino ratio Return per unit of downside risk	1.28	1.60	-0.31
Omega ratio Gain probability vs. loss probability	1.19	1.25	-0.06
Calmar ratio Return relative to maximum drawdown	1.63	1.92	-0.29
Martin ratio Return relative to average drawdown	6.92	7.86	-0.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

V80A.DE vs. IXUA.DE - Sharpe Ratio Comparison

The current V80A.DE Sharpe Ratio is 0.90, which is comparable to the IXUA.DE Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of V80A.DE and IXUA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	V80A.DE	IXUA.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.90	1.18	-0.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.80	0.89	-0.08

Correlation

The correlation between V80A.DE and IXUA.DE is 0.81, 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.

Dividends

V80A.DE vs. IXUA.DE - Dividend Comparison

Neither V80A.DE nor IXUA.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

V80A.DE vs. IXUA.DE - Drawdown Comparison

The maximum V80A.DE drawdown since its inception was -16.79%, roughly equal to the maximum IXUA.DE drawdown of -16.58%. Use the drawdown chart below to compare losses from any high point for V80A.DE and IXUA.DE.

Drawdown Indicators

	V80A.DE	IXUA.DE	Difference
Max Drawdown Largest peak-to-trough decline	-16.79%	-16.58%	-0.21%
Max Drawdown (1Y) Largest decline over 1 year	-10.30%	-12.36%	+2.06%
Max Drawdown (5Y) Largest decline over 5 years	-16.79%	—	—
Current Drawdown Current decline from peak	-3.66%	-4.52%	+0.86%
Average Drawdown Average peak-to-trough decline	-4.10%	-2.14%	-1.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.64%	2.33%	-0.69%

Volatility

V80A.DE vs. IXUA.DE - Volatility Comparison

The current volatility for Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE) is 3.78%, while iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE) has a volatility of 5.93%. This indicates that V80A.DE experiences smaller price fluctuations and is considered to be less risky than IXUA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	V80A.DE	IXUA.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.78%	5.93%	-2.15%
Volatility (6M) Calculated over the trailing 6-month period	6.77%	9.21%	-2.44%
Volatility (1Y) Calculated over the trailing 1-year period	12.37%	14.97%	-2.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.91%	14.73%	-3.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.87%	14.73%	-3.86%