PortfoliosLab logoPortfoliosLab logo
VEVE.L vs. IWDP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEVE.L vs. IWDP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) and iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

VEVE.L is traded in GBP, while IWDP.L is traded in GBp. To make them comparable, the IWDP.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with VEVE.L having a 10.77% return and IWDP.L slightly lower at 10.36%. Over the past 10 years, VEVE.L has outperformed IWDP.L with an annualized return of 14.06%, while IWDP.L has yielded a comparatively lower 4.14% annualized return.


VEVE.L

1D
1.79%
1M
0.63%
YTD
10.77%
6M
11.37%
1Y
28.30%
3Y*
17.81%
5Y*
12.89%
10Y*
14.06%

IWDP.L

1D
0.87%
1M
2.03%
YTD
10.36%
6M
11.23%
1Y
14.79%
3Y*
7.08%
5Y*
1.91%
10Y*
4.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEVE.L vs. IWDP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEVE.L
Vanguard FTSE Developed World UCITS ETF Distributing
10.77%13.81%20.22%17.46%-8.34%22.68%12.44%22.89%-4.39%12.62%
IWDP.L
iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP
10.36%1.72%1.23%3.99%-14.93%26.93%-12.50%17.32%-0.09%1.36%

Correlation

The correlation between VEVE.L and IWDP.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.48

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

0.58

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

0.61

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2014

0.63

Over the past year, the correlation between VEVE.L and IWDP.L has dropped to 0.43 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VEVE.L vs. IWDP.L — Risk / Return Rank

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

VEVE.L
VEVE.L Risk / Return Rank: 8787
Overall Rank
VEVE.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VEVE.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
VEVE.L Omega Ratio Rank: 8989
Omega Ratio Rank
VEVE.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
VEVE.L Martin Ratio Rank: 8787
Martin Ratio Rank

IWDP.L
IWDP.L Risk / Return Rank: 3939
Overall Rank
IWDP.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
IWDP.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
IWDP.L Omega Ratio Rank: 3838
Omega Ratio Rank
IWDP.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
IWDP.L Martin Ratio Rank: 3737
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.

VEVE.L vs. IWDP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) and iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.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.


VEVE.LIWDP.LDifference
Sharpe ratioReturn per unit of total volatility

+1.31

Sortino ratioReturn per unit of downside risk

+1.70

Omega ratioGain probability vs. loss probability

1.49

1.22

+0.27

Calmar ratioReturn relative to maximum drawdown

3.96

1.63

+2.33

Martin ratioReturn relative to average drawdown

15.94

5.06

+10.88

VEVE.L vs. IWDP.L - Sharpe Ratio Comparison

The current VEVE.L Sharpe Ratio is 2.59, which is higher than the IWDP.L Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of VEVE.L and IWDP.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.


Loading charts...

Drawdowns

VEVE.L vs. IWDP.L - Drawdown Comparison

The maximum VEVE.L drawdown since its inception was -25.53%, smaller than the maximum IWDP.L drawdown of -59.16%. Use the drawdown chart below to compare losses from any high point for VEVE.L and IWDP.L.


Loading charts...

Drawdown Indicators


VEVE.LIWDP.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.53%

-59.16%

+33.63%

Max Drawdown (1Y)

Largest decline over 1 year

-6.94%

-8.61%

+1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-18.34%

-16.50%

-1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-18.34%

-26.31%

+7.97%

Max Drawdown (10Y)

Largest decline over 10 years

-25.53%

-35.61%

+10.08%

Current Drawdown

Current decline from peak

-1.32%

-0.24%

-1.08%

Average Drawdown

Average peak-to-trough decline

-3.41%

-11.12%

+7.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

2.78%

-1.05%

Volatility

VEVE.L vs. IWDP.L - Volatility Comparison

Vanguard FTSE Developed World UCITS ETF Distributing (VEVE.L) has a higher volatility of 3.53% compared to iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L) at 3.06%. This indicates that VEVE.L's price experiences larger fluctuations and is considered to be riskier than IWDP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VEVE.LIWDP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

3.06%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

7.96%

8.53%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

10.64%

11.01%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.14%

13.77%

-0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.35%

15.56%

-1.21%

VEVE.L vs. IWDP.L - Expense Ratio Comparison

VEVE.L has a 0.12% expense ratio, which is lower than IWDP.L's 0.59% expense ratio.


Dividends

VEVE.L vs. IWDP.L - Dividend Comparison

VEVE.L's dividend yield for the trailing twelve months is around 1.24%, less than IWDP.L's 2.93% yield.


PositionTTM20252024202320222021202020192018201720162015
IWDP.L
iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP
2.93%3.14%3.18%3.14%3.56%2.17%3.11%3.03%3.82%3.05%2.96%2.93%
VEVE.L
Vanguard FTSE Developed World UCITS ETF Distributing
1.24%1.38%1.48%1.71%1.98%1.46%1.62%1.95%2.24%1.93%1.88%2.03%

Frequently Asked Questions


VEVE.L and IWDP.L have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEVE.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEVE.L is cheaper with a 0.12% expense ratio, compared with 0.59% for IWDP.L.

VEVE.L is categorized as Global Equities, while IWDP.L is REIT. VEVE.L tracks MSCI ACWI NR USD, while IWDP.L tracks FTSE EPRA Nareit Global TR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.12% for VEVE.L and 0.59% for IWDP.L.

Portfolio Optimizer

Find the right allocation for VEVE.L and IWDP.L

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

Open Portfolio Optimizer