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

Performance

VGVE.DE vs. URTH - 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 MSCI World ETF (URTH). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VGVE.DE is traded in EUR, while URTH is traded in USD. To make them comparable, the URTH values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with VGVE.DE having a 12.54% return and URTH slightly lower at 11.97%.


VGVE.DE

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

URTH

1D
0.36%
1M
5.08%
YTD
11.97%
6M
11.62%
1Y
24.41%
3Y*
17.91%
5Y*
13.01%
10Y*
12.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGVE.DE vs. URTH - 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%
URTH
iShares MSCI World ETF
11.97%6.96%26.49%20.23%-12.88%31.42%6.24%31.04%-4.27%1.15%

Correlation

The correlation between VGVE.DE and URTH is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.68

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

0.63

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

0.62

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

0.63

The correlation between VGVE.DE and URTH has been stable across timeframes, ranging from 0.62 to 0.68 - a consistent structural relationship.

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Return for Risk

VGVE.DE vs. URTH — 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

URTH
URTH Risk / Return Rank: 6767
Overall Rank
URTH Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
URTH Sortino Ratio Rank: 6868
Sortino Ratio Rank
URTH Omega Ratio Rank: 6767
Omega Ratio Rank
URTH Calmar Ratio Rank: 6060
Calmar Ratio Rank
URTH Martin Ratio Rank: 7272
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. URTH - 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 MSCI World ETF (URTH). 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.DEURTHDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.44

1.39

+0.05

Calmar ratioReturn relative to maximum drawdown

4.15

3.74

+0.41

Martin ratioReturn relative to average drawdown

17.12

15.35

+1.77

VGVE.DE vs. URTH - Sharpe Ratio Comparison

The current VGVE.DE Sharpe Ratio is 2.32, which is comparable to the URTH Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of VGVE.DE and URTH, 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.DEURTHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

2.08

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.85

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

0.75

+0.05

Drawdowns

VGVE.DE vs. URTH - Drawdown Comparison

The maximum VGVE.DE drawdown since its inception was -33.63%, roughly equal to the maximum URTH drawdown of -33.45%. Use the drawdown chart below to compare losses from any high point for VGVE.DE and URTH.


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Drawdown Indicators


VGVE.DEURTHDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-33.45%

-0.18%

Max Drawdown (1Y)

Largest decline over 1 year

-6.27%

-6.56%

+0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-21.26%

-20.94%

-0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-21.26%

-20.94%

-0.32%

Max Drawdown (10Y)

Largest decline over 10 years

-33.45%

Current Drawdown

Current decline from peak

-0.58%

-0.11%

-0.47%

Average Drawdown

Average peak-to-trough decline

-4.35%

-4.11%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

1.59%

-0.07%

Volatility

VGVE.DE vs. URTH - Volatility Comparison

Vanguard FTSE Developed World UCITS ETF Distributing (VGVE.DE) has a higher volatility of 2.88% compared to iShares MSCI World ETF (URTH) at 2.51%. This indicates that VGVE.DE's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGVE.DEURTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

2.51%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

7.93%

8.59%

-0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

11.23%

11.77%

-0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

15.37%

-1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.63%

17.21%

-1.58%

VGVE.DE vs. URTH - Expense Ratio Comparison

VGVE.DE has a 0.12% expense ratio, which is lower than URTH's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VGVE.DE vs. URTH - Dividend Comparison

VGVE.DE's dividend yield for the trailing twelve months is around 1.06%, less than URTH's 1.34% yield.


PositionTTM20252024202320222021202020192018201720162015
URTH
iShares MSCI World ETF
1.34%1.48%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%
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%0.00%0.00%

Frequently Asked Questions


VGVE.DE and URTH have a correlation of 0.68, 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 0.24% for URTH.

VGVE.DE tracks FTSE Developed, while URTH tracks MSCI World Index (Net). They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.12% for VGVE.DE and 0.24% for URTH.

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