VGVF.DE vs. ITOT
VGVF.DE (Vanguard FTSE Developed World UCITS ETF Acc) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both exchange-traded funds - VGVF.DE is a Global Equities fund tracking the FTSE Developed, while ITOT is a Large Cap Blend Equities fund tracking the S&P Total Market Index. Both are passively managed. Over the past 5 years, VGVF.DE returned 12.47%/yr vs 13.02%/yr for ITOT. A 0.57 correlation means they provide meaningful diversification when combined. VGVF.DE charges 0.12%/yr vs 0.03%/yr for ITOT.
Performance
VGVF.DE vs. ITOT - Performance Comparison
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Different Trading Currencies
VGVF.DE is traded in EUR, while ITOT is traded in USD. To make them comparable, the ITOT values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with VGVF.DE having a 13.99% return and ITOT slightly higher at 14.18%.
VGVF.DE
- 1D
- -0.12%
- 1M
- 0.92%
- 6M
- 10.73%
- YTD
- 13.99%
- 1Y
- 27.27%
- 3Y*
- 18.67%
- 5Y*
- 12.47%
- 10Y*
- —
ITOT
- 1D
- -0.35%
- 1M
- 1.78%
- 6M
- 10.65%
- YTD
- 14.18%
- 1Y
- 23.99%
- 3Y*
- 18.96%
- 5Y*
- 13.02%
- 10Y*
- 14.25%
VGVF.DE vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VGVF.DE Vanguard FTSE Developed World UCITS ETF Acc | 13.99% | 8.99% | 24.73% | 20.35% | -13.58% | 31.62% | -4.97% | 8.49% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 14.18% | 3.12% | 31.97% | 22.34% | -14.48% | 35.08% | 10.76% | 6.16% |
Correlation
The correlation between VGVF.DE and ITOT 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 | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2019 | 0.57 |
The correlation between VGVF.DE and ITOT shifts across timeframes, from 0.57 (all time) to 0.68 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VGVF.DE vs. ITOT — Risk / Return Rank
VGVF.DE
ITOT
VGVF.DE vs. ITOT - 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 Core S&P Total U.S. Stock Market ETF (ITOT). 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.
| VGVF.DE | ITOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.34 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.32 | 3.24 | +1.09 |
| Martin ratioReturn relative to average drawdown | 17.48 | 11.91 | +5.57 |
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Drawdowns
VGVF.DE vs. ITOT - Drawdown Comparison
The maximum VGVF.DE drawdown since its inception was -37.85%, smaller than the maximum ITOT drawdown of -49.04%. Use the drawdown chart below to compare losses from any high point for VGVF.DE and ITOT.
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Drawdown Indicators
| VGVF.DE | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.85% | -49.04% | +11.19% |
Max Drawdown (1Y)Largest decline over 1 year | -6.28% | -7.44% | +1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -21.17% | -24.37% | +3.20% |
Max Drawdown (5Y)Largest decline over 5 years | -21.17% | -24.37% | +3.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.51% | — |
Current DrawdownCurrent decline from peak | -0.55% | -0.81% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -5.46% | -7.54% | +2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 2.02% | -0.46% |
Volatility
VGVF.DE vs. ITOT - Volatility Comparison
Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) and iShares Core S&P Total U.S. Stock Market ETF (ITOT) have volatilities of 2.81% and 2.82%, 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
| VGVF.DE | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 2.82% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 8.47% | 9.32% | -0.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.58% | 12.83% | -1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.01% | 17.21% | -3.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.19% | 18.71% | -2.52% |
VGVF.DE vs. ITOT - Expense Ratio Comparison
VGVF.DE has a 0.12% expense ratio, which is higher than ITOT's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VGVF.DE vs. ITOT - Dividend Comparison
VGVF.DE has not paid dividends to shareholders, while ITOT's dividend yield for the trailing twelve months is around 1.00%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.00% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
VGVF.DE Vanguard FTSE Developed World UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VGVF.DE and ITOT 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, ITOT is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ITOT is cheaper with a 0.03% expense ratio, compared with 0.12% for VGVF.DE.
VGVF.DE is categorized as Global Equities, while ITOT is Large Cap Blend Equities. VGVF.DE tracks FTSE Developed, while ITOT tracks S&P Total Market Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.12% for VGVF.DE and 0.03% for ITOT.
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