VGVF.DE vs. IUSQ.DE
Compare and contrast key facts about Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE).
VGVF.DE and IUSQ.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. IUSQ.DE is a passively managed fund by iShares that tracks the performance of the MSCI All Country World (ACWI). It was launched on Oct 21, 2011. Both VGVF.DE and IUSQ.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 IUSQ.DE.
Key characteristics
| VGVF.DE | IUSQ.DE | |
|---|---|---|
| YTD Return | 18.12% | 17.98% |
| 1Y Return | 26.59% | 25.71% |
| 3Y Return (Ann) | 7.86% | 7.13% |
| Sharpe Ratio | 2.49 | 2.50 |
| Sortino Ratio | 3.23 | 3.27 |
| Omega Ratio | 1.51 | 1.50 |
| Calmar Ratio | 3.13 | 3.13 |
| Martin Ratio | 15.20 | 15.15 |
| Ulcer Index | 1.75% | 1.69% |
| Daily Std Dev | 10.65% | 10.23% |
| Max Drawdown | -33.54% | -33.60% |
| Current Drawdown | -2.55% | -2.69% |
Correlation
The correlation between VGVF.DE and IUSQ.DE is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VGVF.DE vs. IUSQ.DE - Performance Comparison
The year-to-date returns for both stocks are quite close, with VGVF.DE having a 18.12% return and IUSQ.DE slightly lower at 17.98%. 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. IUSQ.DE - Expense Ratio Comparison
VGVF.DE has a 0.12% expense ratio, which is lower than IUSQ.DE's 0.20% 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%.
Risk-Adjusted Performance
VGVF.DE vs. IUSQ.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 MSCI ACWI UCITS ETF (Acc) (IUSQ.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. IUSQ.DE - Dividend Comparison
Neither VGVF.DE nor IUSQ.DE has paid dividends to shareholders.
Drawdowns
VGVF.DE vs. IUSQ.DE - Drawdown Comparison
The maximum VGVF.DE drawdown since its inception was -33.54%, roughly equal to the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for VGVF.DE and IUSQ.DE. For additional features, visit the drawdowns tool.
Volatility
VGVF.DE vs. IUSQ.DE - Volatility Comparison
Vanguard FTSE Developed World UCITS ETF Acc (VGVF.DE) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) have volatilities of 2.28% and 2.22%, 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.