VEVE.AS vs. IGSG.AS
VEVE.AS (Vanguard FTSE Developed World UCITS ETF) and IGSG.AS (iShares Dow Jones Global Sustainability Screened UCITS ETF) are both Global Equities funds tracking the MSCI ACWI NR USD, from Vanguard and iShares respectively. Both are passively managed. Over the past 10 years, VEVE.AS returned 12.95%/yr vs 12.01%/yr for IGSG.AS. Their correlation of 0.94 suggests significant overlap in exposure. VEVE.AS charges 0.12%/yr vs 0.60%/yr for IGSG.AS.
Performance
VEVE.AS vs. IGSG.AS - Performance Comparison
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Returns By Period
In the year-to-date period, VEVE.AS achieves a 12.81% return, which is significantly higher than IGSG.AS's 10.10% return. Over the past 10 years, VEVE.AS has outperformed IGSG.AS with an annualized return of 12.95%, while IGSG.AS has yielded a comparatively lower 12.01% annualized return.
VEVE.AS
- 1D
- -0.27%
- 1M
- 5.23%
- YTD
- 12.81%
- 6M
- 13.33%
- 1Y
- 26.42%
- 3Y*
- 18.25%
- 5Y*
- 13.13%
- 10Y*
- 12.95%
IGSG.AS
- 1D
- 0.07%
- 1M
- 5.16%
- YTD
- 10.10%
- 6M
- 11.53%
- 1Y
- 21.22%
- 3Y*
- 14.82%
- 5Y*
- 11.67%
- 10Y*
- 12.01%
VEVE.AS vs. IGSG.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEVE.AS Vanguard FTSE Developed World UCITS ETF | 12.81% | 8.22% | 26.33% | 19.38% | -13.20% | 31.47% | 6.50% | 29.40% | -4.85% | 8.40% |
IGSG.AS iShares Dow Jones Global Sustainability Screened UCITS ETF | 10.10% | 8.59% | 18.22% | 22.31% | -12.70% | 31.66% | 4.00% | 28.06% | -4.00% | 7.54% |
Correlation
The correlation between VEVE.AS and IGSG.AS is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.94 |
The correlation between VEVE.AS and IGSG.AS has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.
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Return for Risk
VEVE.AS vs. IGSG.AS — Risk / Return Rank
VEVE.AS
IGSG.AS
VEVE.AS vs. IGSG.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF (VEVE.AS) and iShares Dow Jones Global Sustainability Screened UCITS ETF (IGSG.AS). 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.
| VEVE.AS | IGSG.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.35 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.21 | 2.94 | +1.27 |
| Martin ratioReturn relative to average drawdown | 17.34 | 11.26 | +6.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VEVE.AS | IGSG.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.35 | 1.89 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.85 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.73 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.12 | +0.23 |
Drawdowns
VEVE.AS vs. IGSG.AS - Drawdown Comparison
The maximum VEVE.AS drawdown since its inception was -33.57%, smaller than the maximum IGSG.AS drawdown of -44.01%. Use the drawdown chart below to compare losses from any high point for VEVE.AS and IGSG.AS.
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Drawdown Indicators
| VEVE.AS | IGSG.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.57% | -44.01% | +10.44% |
Max Drawdown (1Y)Largest decline over 1 year | -6.19% | -7.12% | +0.93% |
Max Drawdown (3Y)Largest decline over 3 years | -21.08% | -19.27% | -1.81% |
Max Drawdown (5Y)Largest decline over 5 years | -21.08% | -19.27% | -1.81% |
Max Drawdown (10Y)Largest decline over 10 years | -33.57% | -32.91% | -0.66% |
Current DrawdownCurrent decline from peak | -0.56% | -0.36% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -6.76% | -11.77% | +5.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.51% | 1.87% | -0.36% |
Volatility
VEVE.AS vs. IGSG.AS - Volatility Comparison
The current volatility for Vanguard FTSE Developed World UCITS ETF (VEVE.AS) is 2.88%, while iShares Dow Jones Global Sustainability Screened UCITS ETF (IGSG.AS) has a volatility of 3.31%. This indicates that VEVE.AS experiences smaller price fluctuations and is considered to be less risky than IGSG.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEVE.AS | IGSG.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.88% | 3.31% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 7.89% | 8.47% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.08% | 11.06% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 13.54% | +0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 16.26% | +1.35% |
VEVE.AS vs. IGSG.AS - Expense Ratio Comparison
VEVE.AS has a 0.12% expense ratio, which is lower than IGSG.AS's 0.60% expense ratio.
Dividends
VEVE.AS vs. IGSG.AS - Dividend Comparison
VEVE.AS's dividend yield for the trailing twelve months is around 1.23%, while IGSG.AS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGSG.AS iShares Dow Jones Global Sustainability Screened UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEVE.AS Vanguard FTSE Developed World UCITS ETF | 1.23% | 1.41% | 1.46% | 1.73% | 2.04% | 1.43% | 1.61% | 1.89% | 2.28% | 1.97% | 1.98% | 2.05% |
Frequently Asked Questions
VEVE.AS and IGSG.AS have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VEVE.AS is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VEVE.AS is cheaper with a 0.12% expense ratio, compared with 0.60% for IGSG.AS.
Both ETFs track MSCI ACWI NR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.12% for VEVE.AS and 0.60% for IGSG.AS.
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