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VGS.AX vs. IWLD.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGS.AX vs. IWLD.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Vanguard MSCI Index International Shares ETF (VGS.AX) and iShares Core MSCI World Ex Australia ESG ETF (IWLD.AX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGS.AX achieves a 4.04% return, which is significantly higher than IWLD.AX's 3.21% return. Both investments have delivered pretty close results over the past 10 years, with VGS.AX having a 13.37% annualized return and IWLD.AX not far ahead at 13.93%.


VGS.AX

1D
-1.21%
1M
0.20%
6M
2.73%
YTD
4.04%
1Y
11.55%
3Y*
17.00%
5Y*
12.22%
10Y*
13.37%

IWLD.AX

1D
-1.24%
1M
0.41%
6M
2.15%
YTD
3.21%
1Y
11.08%
3Y*
17.14%
5Y*
13.01%
10Y*
13.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGS.AX vs. IWLD.AX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGS.AX
Vanguard MSCI Index International Shares ETF
4.04%12.89%29.23%22.54%-12.72%29.67%5.76%29.16%-0.01%12.95%
IWLD.AX
iShares Core MSCI World Ex Australia ESG ETF
3.21%12.19%31.18%27.88%-16.19%38.02%3.84%27.93%-0.22%12.45%

Correlation

The correlation between VGS.AX and IWLD.AX is 0.94, 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

0.94

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

0.94

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

0.95

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

0.87

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2016

0.86

The correlation between VGS.AX and IWLD.AX has been stable across timeframes, ranging from 0.86 to 0.95 - a consistent structural relationship.

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Return for Risk

VGS.AX vs. IWLD.AX — Risk / Return Rank

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

VGS.AX
VGS.AX Risk / Return Rank: 3636
Overall Rank
VGS.AX Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VGS.AX Sortino Ratio Rank: 4040
Sortino Ratio Rank
VGS.AX Omega Ratio Rank: 4343
Omega Ratio Rank
VGS.AX Calmar Ratio Rank: 2828
Calmar Ratio Rank
VGS.AX Martin Ratio Rank: 3030
Martin Ratio Rank

IWLD.AX
IWLD.AX Risk / Return Rank: 3232
Overall Rank
IWLD.AX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IWLD.AX Sortino Ratio Rank: 3434
Sortino Ratio Rank
IWLD.AX Omega Ratio Rank: 3838
Omega Ratio Rank
IWLD.AX Calmar Ratio Rank: 2424
Calmar Ratio Rank
IWLD.AX Martin Ratio Rank: 2626
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.

VGS.AX vs. IWLD.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard MSCI Index International Shares ETF (VGS.AX) and iShares Core MSCI World Ex Australia ESG ETF (IWLD.AX). 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.


VGS.AXIWLD.AXDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.22

1.20

+0.02

Calmar ratioReturn relative to maximum drawdown

1.03

0.87

+0.16

Martin ratioReturn relative to average drawdown

3.10

2.57

+0.53

VGS.AX vs. IWLD.AX - Sharpe Ratio Comparison

The current VGS.AX Sharpe Ratio is 1.14, which is comparable to the IWLD.AX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of VGS.AX and IWLD.AX, 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

VGS.AX vs. IWLD.AX - Drawdown Comparison

The maximum VGS.AX drawdown since its inception was -23.39%, smaller than the maximum IWLD.AX drawdown of -24.85%. Use the drawdown chart below to compare losses from any high point for VGS.AX and IWLD.AX.


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Drawdown Indicators


VGS.AXIWLD.AXDifference

Max Drawdown

Largest peak-to-trough decline

-23.39%

-24.85%

+1.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.72%

-12.19%

+1.47%

Max Drawdown (3Y)

Largest decline over 3 years

-13.82%

-15.95%

+2.13%

Max Drawdown (5Y)

Largest decline over 5 years

-20.53%

-23.34%

+2.81%

Max Drawdown (10Y)

Largest decline over 10 years

-23.39%

-24.85%

+1.46%

Current Drawdown

Current decline from peak

-1.56%

-1.66%

+0.10%

Average Drawdown

Average peak-to-trough decline

-4.18%

-4.48%

+0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

4.21%

-0.57%

Volatility

VGS.AX vs. IWLD.AX - Volatility Comparison

Vanguard MSCI Index International Shares ETF (VGS.AX) and iShares Core MSCI World Ex Australia ESG ETF (IWLD.AX) have volatilities of 2.55% and 2.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGS.AXIWLD.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.55%

2.65%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

7.88%

8.44%

-0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

9.83%

10.68%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.42%

13.78%

-1.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.93%

13.87%

-0.94%

Dividends

VGS.AX vs. IWLD.AX - Dividend Comparison

VGS.AX's dividend yield for the trailing twelve months is around 0.98%, more than IWLD.AX's 0.94% yield.


PositionTTM20252024202320222021202020192018201720162015
IWLD.AX
iShares Core MSCI World Ex Australia ESG ETF
0.94%1.21%1.15%2.36%0.77%13.52%2.08%3.20%2.52%1.41%0.00%0.00%
VGS.AX
Vanguard MSCI Index International Shares ETF
0.98%2.49%1.76%1.82%1.42%1.75%2.24%2.42%2.19%2.25%3.29%2.35%

Frequently Asked Questions


With a correlation of 0.94, VGS.AX and IWLD.AX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VGS.AX tracks Vanguard MSCI Index International Shares Index, while IWLD.AX tracks iShares Core MSCI World Ex Australia ESG Index. They also come from different issuers: Vanguard and iShares.

Portfolio Optimizer

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