VGVE.DE vs. IQQ0.DE
VGVE.DE (Vanguard FTSE Developed World UCITS ETF Distributing) and IQQ0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)) are both Global Equities funds - VGVE.DE tracks the FTSE Developed while IQQ0.DE tracks the MSCI World Minimum Volatility. Both are passively managed. Over the past 5 years, VGVE.DE returned 12.95%/yr vs 6.14%/yr for IQQ0.DE. A 0.74 correlation means they provide meaningful diversification when combined. VGVE.DE charges 0.12%/yr vs 0.30%/yr for IQQ0.DE.
Performance
VGVE.DE vs. IQQ0.DE - Performance Comparison
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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%
VGVE.DE vs. IQQ0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
VGVE.DE
IQQ0.DE
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.DE | IQQ0.DE | Difference | |
|---|---|---|---|
| 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 |
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
| VGVE.DE | IQQ0.DE | Difference | |
|---|---|---|---|
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.DE | IQQ0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.58% | -6.65% | +6.07% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -4.54% | +0.19% |
Ulcer IndexDepth 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.DE | IQQ0.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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