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VAS.AX vs. IDEV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VAS.AX vs. IDEV - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Vanguard Australian Shares Index ETF (VAS.AX) and iShares Core MSCI International Developed Markets ETF (IDEV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VAS.AX is traded in AUD, while IDEV is traded in USD. To make them comparable, the IDEV values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VAS.AX achieves a 1.86% return, which is significantly lower than IDEV's 5.70% return.


VAS.AX

1D
0.13%
1M
-0.77%
6M
1.35%
YTD
1.86%
1Y
4.90%
3Y*
9.38%
5Y*
6.75%
10Y*
8.30%

IDEV

1D
0.33%
1M
1.59%
6M
2.41%
YTD
5.70%
1Y
15.47%
3Y*
15.78%
5Y*
10.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VAS.AX vs. IDEV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VAS.AX
Vanguard Australian Shares Index ETF
1.86%10.66%9.60%11.05%-2.40%17.39%1.90%23.77%-3.99%10.13%
IDEV
iShares Core MSCI International Developed Markets ETF
5.70%22.94%15.06%17.45%-9.37%19.62%-1.19%23.70%-4.89%14.72%

Correlation

The correlation between VAS.AX and IDEV is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.09

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

0.09

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2017

0.14

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Return for Risk

VAS.AX vs. IDEV — Risk / Return Rank

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

VAS.AX
VAS.AX Risk / Return Rank: 1717
Overall Rank
VAS.AX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
VAS.AX Sortino Ratio Rank: 1616
Sortino Ratio Rank
VAS.AX Omega Ratio Rank: 1616
Omega Ratio Rank
VAS.AX Calmar Ratio Rank: 1919
Calmar Ratio Rank
VAS.AX Martin Ratio Rank: 1818
Martin Ratio Rank

IDEV
IDEV Risk / Return Rank: 5858
Overall Rank
IDEV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IDEV Sortino Ratio Rank: 5959
Sortino Ratio Rank
IDEV Omega Ratio Rank: 5858
Omega Ratio Rank
IDEV Calmar Ratio Rank: 5454
Calmar Ratio Rank
IDEV Martin Ratio Rank: 5959
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.

VAS.AX vs. IDEV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Australian Shares Index ETF (VAS.AX) and iShares Core MSCI International Developed Markets ETF (IDEV). 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.


VAS.AXIDEVDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-1.37

Omega ratioGain probability vs. loss probability

1.09

1.26

-0.17

Calmar ratioReturn relative to maximum drawdown

0.65

1.51

-0.86

Martin ratioReturn relative to average drawdown

1.54

5.83

-4.29

VAS.AX vs. IDEV - Sharpe Ratio Comparison

The current VAS.AX Sharpe Ratio is 0.46, which is lower than the IDEV Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of VAS.AX and IDEV, 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

VAS.AX vs. IDEV - Drawdown Comparison

The maximum VAS.AX drawdown since its inception was -35.75%, which is greater than IDEV's maximum drawdown of -25.74%. Use the drawdown chart below to compare losses from any high point for VAS.AX and IDEV.


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Drawdown Indicators


VAS.AXIDEVDifference

Max Drawdown

Largest peak-to-trough decline

-35.75%

-25.74%

-10.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.56%

-10.27%

+1.71%

Max Drawdown (3Y)

Largest decline over 3 years

-13.23%

-10.27%

-2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-15.18%

-19.57%

+4.39%

Max Drawdown (10Y)

Largest decline over 10 years

-35.75%

Current Drawdown

Current decline from peak

-2.89%

-1.04%

-1.85%

Average Drawdown

Average peak-to-trough decline

-4.80%

-4.06%

-0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

2.66%

+1.02%

Volatility

VAS.AX vs. IDEV - Volatility Comparison

Vanguard Australian Shares Index ETF (VAS.AX) has a higher volatility of 2.37% compared to iShares Core MSCI International Developed Markets ETF (IDEV) at 2.13%. This indicates that VAS.AX's price experiences larger fluctuations and is considered to be riskier than IDEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VAS.AXIDEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.37%

2.13%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

9.39%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

12.14%

11.08%

+1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.76%

11.70%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.39%

13.68%

+0.71%

VAS.AX vs. IDEV - Expense Ratio Comparison

VAS.AX has a 0.07% expense ratio, which is higher than IDEV's 0.05% 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%.


Dividends

VAS.AX vs. IDEV - Dividend Comparison

VAS.AX's dividend yield for the trailing twelve months is around 2.22%, less than IDEV's 3.19% yield.


PositionTTM20252024202320222021202020192018201720162015
IDEV
iShares Core MSCI International Developed Markets ETF
3.19%3.40%3.30%3.07%2.69%3.05%2.00%3.18%3.16%1.54%0.00%0.00%
VAS.AX
Vanguard Australian Shares Index ETF
2.22%3.17%1.68%2.92%6.39%3.30%2.56%4.12%3.90%2.57%2.82%3.19%

Frequently Asked Questions


VAS.AX and IDEV have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IDEV is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDEV is cheaper with a 0.05% expense ratio, compared with 0.07% for VAS.AX.

VAS.AX is categorized as Australia Equities, while IDEV is Foreign Large Cap Equities. VAS.AX tracks S&P/ASX 300 Index, while IDEV tracks MSCI World ex USA Investable Market Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VAS.AX and 0.05% for IDEV.

Portfolio Optimizer

Find the right allocation for VAS.AX and IDEV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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