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VAPX.AS vs. IWVL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VAPX.AS vs. IWVL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (VAPX.AS) and iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VAPX.AS is traded in EUR, while IWVL.L is traded in USD. To make them comparable, the IWVL.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VAPX.AS achieves a 51.90% return, which is significantly higher than IWVL.L's 38.34% return. Over the past 10 years, VAPX.AS has underperformed IWVL.L with an annualized return of 12.48%, while IWVL.L has yielded a comparatively higher 13.53% annualized return.


VAPX.AS

1D
0.00%
1M
2.90%
YTD
51.90%
6M
54.19%
1Y
78.39%
3Y*
26.43%
5Y*
12.96%
10Y*
12.48%

IWVL.L

1D
2.11%
1M
4.04%
YTD
38.34%
6M
39.27%
1Y
68.39%
3Y*
27.72%
5Y*
17.85%
10Y*
13.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VAPX.AS vs. IWVL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VAPX.AS
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF
51.90%24.75%0.85%6.28%-6.99%9.27%9.10%18.78%-9.94%15.92%
IWVL.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)
38.34%23.76%12.07%15.95%-4.20%29.10%-11.61%20.80%-10.00%7.53%

Correlation

The correlation between VAPX.AS and IWVL.L is 0.66, 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

0.66

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

0.66

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

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2014

0.72

The correlation between VAPX.AS and IWVL.L has been stable across timeframes, ranging from 0.66 to 0.72 - a consistent structural relationship.

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Return for Risk

VAPX.AS vs. IWVL.L — Risk / Return Rank

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

VAPX.AS
VAPX.AS Risk / Return Rank: 9494
Overall Rank
VAPX.AS Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VAPX.AS Sortino Ratio Rank: 9292
Sortino Ratio Rank
VAPX.AS Omega Ratio Rank: 9494
Omega Ratio Rank
VAPX.AS Calmar Ratio Rank: 9494
Calmar Ratio Rank
VAPX.AS Martin Ratio Rank: 9494
Martin Ratio Rank

IWVL.L
IWVL.L Risk / Return Rank: 9696
Overall Rank
IWVL.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IWVL.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
IWVL.L Omega Ratio Rank: 9696
Omega Ratio Rank
IWVL.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
IWVL.L Martin Ratio Rank: 9595
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.

VAPX.AS vs. IWVL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (VAPX.AS) and iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L). 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.


VAPX.ASIWVL.LDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.92

Omega ratioGain probability vs. loss probability

1.61

1.77

-0.16

Calmar ratioReturn relative to maximum drawdown

6.05

9.85

-3.80

Martin ratioReturn relative to average drawdown

21.81

38.15

-16.34

VAPX.AS vs. IWVL.L - Sharpe Ratio Comparison

The current VAPX.AS Sharpe Ratio is 3.32, which is comparable to the IWVL.L Sharpe Ratio of 4.27. The chart below compares the historical Sharpe Ratios of VAPX.AS and IWVL.L, 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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Drawdowns

VAPX.AS vs. IWVL.L - Drawdown Comparison

The maximum VAPX.AS drawdown since its inception was -36.99%, roughly equal to the maximum IWVL.L drawdown of -35.49%. Use the drawdown chart below to compare losses from any high point for VAPX.AS and IWVL.L.


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Drawdown Indicators


VAPX.ASIWVL.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.99%

-35.49%

-1.50%

Max Drawdown (1Y)

Largest decline over 1 year

-12.89%

-6.91%

-5.98%

Max Drawdown (3Y)

Largest decline over 3 years

-19.60%

-16.98%

-2.62%

Max Drawdown (5Y)

Largest decline over 5 years

-19.60%

-16.98%

-2.62%

Max Drawdown (10Y)

Largest decline over 10 years

-36.99%

-35.49%

-1.50%

Current Drawdown

Current decline from peak

-5.08%

-0.38%

-4.70%

Average Drawdown

Average peak-to-trough decline

-9.66%

-5.85%

-3.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

1.79%

+1.79%

Volatility

VAPX.AS vs. IWVL.L - Volatility Comparison

Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (VAPX.AS) has a higher volatility of 12.03% compared to iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) at 6.04%. This indicates that VAPX.AS's price experiences larger fluctuations and is considered to be riskier than IWVL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VAPX.ASIWVL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.03%

6.04%

+5.99%

Volatility (6M)

Calculated over the trailing 6-month period

21.53%

13.64%

+7.89%

Volatility (1Y)

Calculated over the trailing 1-year period

23.53%

15.98%

+7.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.34%

15.03%

+2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.06%

16.62%

+1.44%

VAPX.AS vs. IWVL.L - Expense Ratio Comparison

VAPX.AS has a 0.15% expense ratio, which is lower than IWVL.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VAPX.AS vs. IWVL.L - Dividend Comparison

VAPX.AS's dividend yield for the trailing twelve months is around 1.83%, while IWVL.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IWVL.L
iShares Edge MSCI World Value Factor UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VAPX.AS
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF
1.83%2.75%3.42%3.54%4.46%3.45%2.06%3.31%3.57%3.16%2.85%3.53%

Frequently Asked Questions


VAPX.AS and IWVL.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VAPX.AS is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VAPX.AS is cheaper with a 0.15% expense ratio, compared with 0.25% for IWVL.L.

VAPX.AS is categorized as Asia Pacific Equities, while IWVL.L is Global Equities. VAPX.AS tracks MSCI AC Asia Pac Ex JPN NR USD, while IWVL.L tracks MSCI World Enhanced Value Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.15% for VAPX.AS and 0.25% for IWVL.L.

Portfolio Optimizer

Find the right allocation for VAPX.AS and IWVL.L

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