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VGVE.DE vs. IQQ0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGVE.DE vs. IQQ0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE Developed World UCITS ETF Distributing (VGVE.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGVE.DE achieves a 12.54% return, which is significantly higher than IQQ0.DE's 1.59% return.


VGVE.DE

1D
-0.18%
1M
5.25%
YTD
12.54%
6M
13.19%
1Y
26.14%
3Y*
18.04%
5Y*
12.95%
10Y*

IQQ0.DE

1D
-0.02%
1M
1.50%
YTD
1.59%
6M
1.72%
1Y
-0.28%
3Y*
6.35%
5Y*
6.14%
10Y*
6.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGVE.DE vs. IQQ0.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGVE.DE
Vanguard FTSE Developed World UCITS ETF Distributing
12.54%8.78%24.92%19.91%-13.71%31.39%5.44%30.68%-5.85%2.00%
IQQ0.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)
1.59%-1.26%17.64%3.73%-4.34%24.26%-6.77%26.17%2.03%0.88%

Correlation

The correlation between VGVE.DE and IQQ0.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.53

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

0.65

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.74

Over the past year, the correlation between VGVE.DE and IQQ0.DE has dropped to 0.35 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.

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Return for Risk

VGVE.DE vs. IQQ0.DE — Risk / Return Rank

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

VGVE.DE
VGVE.DE Risk / Return Rank: 7777
Overall Rank
VGVE.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VGVE.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
VGVE.DE Omega Ratio Rank: 7575
Omega Ratio Rank
VGVE.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
VGVE.DE Martin Ratio Rank: 8484
Martin Ratio Rank

IQQ0.DE
IQQ0.DE Risk / Return Rank: 88
Overall Rank
IQQ0.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IQQ0.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
IQQ0.DE Omega Ratio Rank: 88
Omega Ratio Rank
IQQ0.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
IQQ0.DE Martin Ratio Rank: 99
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.

VGVE.DE vs. IQQ0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF Distributing (VGVE.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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.


VGVE.DEIQQ0.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.35

Sortino ratioReturn per unit of downside risk

+3.23

Omega ratioGain probability vs. loss probability

1.44

1.00

+0.44

Calmar ratioReturn relative to maximum drawdown

4.15

-0.05

+4.20

Martin ratioReturn relative to average drawdown

17.12

-0.12

+17.23

VGVE.DE vs. IQQ0.DE - Sharpe Ratio Comparison

The current VGVE.DE Sharpe Ratio is 2.32, which is higher than the IQQ0.DE Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of VGVE.DE and IQQ0.DE, 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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Sharpe Ratios by Period


VGVE.DEIQQ0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

-0.04

+2.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.60

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.76

+0.03

Drawdowns

VGVE.DE vs. IQQ0.DE - Drawdown Comparison

The maximum VGVE.DE drawdown since its inception was -33.63%, which is greater than IQQ0.DE's maximum drawdown of -28.65%. Use the drawdown chart below to compare losses from any high point for VGVE.DE and IQQ0.DE.


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Drawdown Indicators


VGVE.DEIQQ0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-28.65%

-4.98%

Max Drawdown (1Y)

Largest decline over 1 year

-6.27%

-5.22%

-1.05%

Max Drawdown (3Y)

Largest decline over 3 years

-21.26%

-12.82%

-8.44%

Max Drawdown (5Y)

Largest decline over 5 years

-21.26%

-12.82%

-8.44%

Max Drawdown (10Y)

Largest decline over 10 years

-28.65%

Current Drawdown

Current decline from peak

-0.58%

-6.65%

+6.07%

Average Drawdown

Average peak-to-trough decline

-4.35%

-4.54%

+0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

2.44%

-0.92%

Volatility

VGVE.DE vs. IQQ0.DE - Volatility Comparison

Vanguard FTSE Developed World UCITS ETF Distributing (VGVE.DE) has a higher volatility of 2.88% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) at 2.53%. This indicates that VGVE.DE's price experiences larger fluctuations and is considered to be riskier than IQQ0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGVE.DEIQQ0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

2.53%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

7.93%

5.36%

+2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

11.23%

7.78%

+3.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

10.08%

+3.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.63%

11.62%

+4.01%

VGVE.DE vs. IQQ0.DE - Expense Ratio Comparison

VGVE.DE has a 0.12% expense ratio, which is lower than IQQ0.DE's 0.30% expense ratio.


Dividends

VGVE.DE vs. IQQ0.DE - Dividend Comparison

VGVE.DE's dividend yield for the trailing twelve months is around 1.06%, while IQQ0.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
IQQ0.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGVE.DE
Vanguard FTSE Developed World UCITS ETF Distributing
1.06%1.22%1.36%1.59%1.93%1.22%1.40%1.67%1.95%0.34%

Frequently Asked Questions


VGVE.DE and IQQ0.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VGVE.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for IQQ0.DE.

VGVE.DE tracks FTSE Developed, while IQQ0.DE tracks MSCI World Minimum Volatility. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.12% for VGVE.DE and 0.30% for IQQ0.DE.

Portfolio Optimizer

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