VGVF.DE vs. IS3S.DE
VGVF.DE (Vanguard FTSE Developed World UCITS ETF Acc) and IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) are both Global Equities funds - VGVF.DE tracks the FTSE Developed while IS3S.DE tracks the MSCI World Enhanced Value. Both are passively managed. Over the past 5 years, VGVF.DE returned 13.14%/yr vs 17.35%/yr for IS3S.DE. Their correlation of 0.82 suggests significant overlap in exposure. VGVF.DE charges 0.12%/yr vs 0.30%/yr for IS3S.DE.
Performance
VGVF.DE vs. IS3S.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VGVF.DE achieves a 12.58% return, which is significantly lower than IS3S.DE's 35.27% return.
VGVF.DE
- 1D
- -0.15%
- 1M
- 5.21%
- YTD
- 12.58%
- 6M
- 13.33%
- 1Y
- 26.41%
- 3Y*
- 18.25%
- 5Y*
- 13.14%
- 10Y*
- —
IS3S.DE
- 1D
- -0.83%
- 1M
- 12.66%
- YTD
- 35.27%
- 6M
- 38.56%
- 1Y
- 63.43%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
VGVF.DE vs. IS3S.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VGVF.DE Vanguard FTSE Developed World UCITS ETF Acc | 12.58% | 8.99% | 24.73% | 20.35% | -13.58% | 31.62% | 3.27% |
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | -11.69% |
Correlation
The correlation between VGVF.DE and IS3S.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2020 | 0.82 |
The correlation between VGVF.DE and IS3S.DE has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.
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Return for Risk
VGVF.DE vs. IS3S.DE — Risk / Return Rank
VGVF.DE
IS3S.DE
VGVF.DE vs. IS3S.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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.
| VGVF.DE | IS3S.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.19 | ||
| Sortino ratioReturn per unit of downside risk | -2.87 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.83 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 4.19 | 10.36 | -6.17 |
| Martin ratioReturn relative to average drawdown | 17.27 | 39.01 | -21.74 |
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
| VGVF.DE | IS3S.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.34 | 4.53 | -2.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 1.24 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 0.68 | +0.11 |
Drawdowns
VGVF.DE vs. IS3S.DE - Drawdown Comparison
The maximum VGVF.DE drawdown since its inception was -33.54%, roughly equal to the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for VGVF.DE and IS3S.DE.
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Drawdown Indicators
| VGVF.DE | IS3S.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.54% | -35.18% | +1.64% |
Max Drawdown (1Y)Largest decline over 1 year | -6.28% | -6.09% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -21.17% | -17.80% | -3.37% |
Max Drawdown (5Y)Largest decline over 5 years | -21.17% | -17.80% | -3.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.18% | — |
Current DrawdownCurrent decline from peak | -0.55% | -0.83% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -4.91% | -5.82% | +0.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 1.62% | -0.09% |
Volatility
VGVF.DE vs. IS3S.DE - Volatility Comparison
The current volatility for Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) is 2.86%, while iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a volatility of 5.62%. This indicates that VGVF.DE experiences smaller price fluctuations and is considered to be less risky than IS3S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGVF.DE | IS3S.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 5.62% | -2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 8.02% | 11.32% | -3.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.22% | 13.93% | -2.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 13.85% | +0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 15.76% | +0.47% |
VGVF.DE vs. IS3S.DE - Expense Ratio Comparison
VGVF.DE has a 0.12% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.
Dividends
VGVF.DE vs. IS3S.DE - Dividend Comparison
Neither VGVF.DE nor IS3S.DE has paid dividends to shareholders.
Frequently Asked Questions
VGVF.DE and IS3S.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGVF.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGVF.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for IS3S.DE.
VGVF.DE tracks FTSE Developed, while IS3S.DE tracks MSCI World Enhanced Value. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.12% for VGVF.DE and 0.30% for IS3S.DE.
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