VGEU.DE vs. IS3R.DE
Compare and contrast key facts about Vanguard FTSE Developed Europe UCITS ETF Distributing (VGEU.DE) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE).
VGEU.DE and IS3R.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VGEU.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe. It was launched on May 21, 2013. IS3R.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Momentum. It was launched on Oct 3, 2014. Both VGEU.DE and IS3R.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGEU.DE or IS3R.DE.
Key characteristics
| VGEU.DE | IS3R.DE | |
|---|---|---|
| YTD Return | 7.61% | 37.88% |
| 1Y Return | 13.96% | 42.63% |
| 3Y Return (Ann) | 4.23% | 8.46% |
| 5Y Return (Ann) | 7.09% | 13.74% |
| Sharpe Ratio | 1.25 | 2.54 |
| Sortino Ratio | 1.69 | 3.20 |
| Omega Ratio | 1.22 | 1.50 |
| Calmar Ratio | 1.90 | 2.90 |
| Martin Ratio | 7.50 | 11.90 |
| Ulcer Index | 1.76% | 3.56% |
| Daily Std Dev | 10.65% | 16.58% |
| Max Drawdown | -35.59% | -30.77% |
| Current Drawdown | -4.58% | -0.13% |
Correlation
The correlation between VGEU.DE and IS3R.DE is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VGEU.DE vs. IS3R.DE - Performance Comparison
In the year-to-date period, VGEU.DE achieves a 7.61% return, which is significantly lower than IS3R.DE's 37.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VGEU.DE vs. IS3R.DE - Expense Ratio Comparison
VGEU.DE has a 0.10% expense ratio, which is lower than IS3R.DE's 0.30% expense ratio.
Risk-Adjusted Performance
VGEU.DE vs. IS3R.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Europe UCITS ETF Distributing (VGEU.DE) and iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.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.
Dividends
VGEU.DE vs. IS3R.DE - Dividend Comparison
VGEU.DE's dividend yield for the trailing twelve months is around 2.62%, while IS3R.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGEU.DE Vanguard FTSE Developed Europe UCITS ETF Distributing | 2.62% | 2.97% | 3.31% | 2.68% | 2.25% | 3.21% | 3.65% | 3.04% | 3.20% | 3.11% |
IS3R.DE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VGEU.DE vs. IS3R.DE - Drawdown Comparison
The maximum VGEU.DE drawdown since its inception was -35.59%, which is greater than IS3R.DE's maximum drawdown of -30.77%. Use the drawdown chart below to compare losses from any high point for VGEU.DE and IS3R.DE. For additional features, visit the drawdowns tool.
Volatility
VGEU.DE vs. IS3R.DE - Volatility Comparison
Vanguard FTSE Developed Europe UCITS ETF Distributing (VGEU.DE) has a higher volatility of 4.45% compared to iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) at 2.79%. This indicates that VGEU.DE's price experiences larger fluctuations and is considered to be riskier than IS3R.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.