VGVF.DE vs. IUSP.DE
Compare and contrast key facts about Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) and iShares US Property Yield UCITS ETF (IUSP.DE).
VGVF.DE and IUSP.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VGVF.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed. It was launched on Sep 24, 2019. IUSP.DE is a passively managed fund by iShares that tracks the performance of the JPM GBI-EM Global Diversified TR USD. It was launched on Jun 20, 2011. Both VGVF.DE and IUSP.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGVF.DE or IUSP.DE.
Key characteristics
| VGVF.DE | IUSP.DE | |
|---|---|---|
| YTD Return | 18.12% | -2.27% |
| 1Y Return | 26.59% | 0.39% |
| 3Y Return (Ann) | 7.86% | 0.48% |
| Sharpe Ratio | 2.49 | 0.07 |
| Sortino Ratio | 3.23 | 0.13 |
| Omega Ratio | 1.51 | 1.02 |
| Calmar Ratio | 3.13 | 0.04 |
| Martin Ratio | 15.20 | 0.18 |
| Ulcer Index | 1.75% | 2.42% |
| Daily Std Dev | 10.65% | 6.57% |
| Max Drawdown | -33.54% | -28.23% |
| Current Drawdown | -2.55% | -7.97% |
Correlation
The correlation between VGVF.DE and IUSP.DE is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VGVF.DE vs. IUSP.DE - Performance Comparison
In the year-to-date period, VGVF.DE achieves a 18.12% return, which is significantly higher than IUSP.DE's -2.27% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VGVF.DE vs. IUSP.DE - Expense Ratio Comparison
VGVF.DE has a 0.12% expense ratio, which is lower than IUSP.DE's 0.40% expense ratio.
Risk-Adjusted Performance
VGVF.DE vs. IUSP.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) and iShares US Property Yield UCITS ETF (IUSP.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.
Dividends
VGVF.DE vs. IUSP.DE - Dividend Comparison
VGVF.DE has not paid dividends to shareholders, while IUSP.DE's dividend yield for the trailing twelve months is around 2.11%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IUSP.DE iShares US Property Yield UCITS ETF | 2.11% | 4.32% | 7.55% | 5.13% | 6.22% | 6.11% | 6.67% | 6.43% | 6.34% | 4.38% | 0.98% | 0.85% |
Drawdowns
VGVF.DE vs. IUSP.DE - Drawdown Comparison
The maximum VGVF.DE drawdown since its inception was -33.54%, which is greater than IUSP.DE's maximum drawdown of -28.23%. Use the drawdown chart below to compare losses from any high point for VGVF.DE and IUSP.DE. For additional features, visit the drawdowns tool.
Volatility
VGVF.DE vs. IUSP.DE - Volatility Comparison
Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) has a higher volatility of 2.28% compared to iShares US Property Yield UCITS ETF (IUSP.DE) at 1.70%. This indicates that VGVF.DE's price experiences larger fluctuations and is considered to be riskier than IUSP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.