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VGWD.DE vs. IGM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGWD.DE vs. IGM - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) and iShares Expanded Tech Sector ETF (IGM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, VGWD.DE achieves a 14.09% return, which is significantly lower than IGM's 29.60% return.


VGWD.DE

1D
0.09%
1M
3.91%
YTD
14.09%
6M
15.22%
1Y
27.30%
3Y*
15.91%
5Y*
11.77%
10Y*

IGM

1D
3.41%
1M
7.41%
YTD
29.60%
6M
31.07%
1Y
55.58%
3Y*
33.85%
5Y*
21.78%
10Y*
24.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGWD.DE vs. IGM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGWD.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
14.09%13.16%15.75%7.29%0.08%27.89%-9.60%25.03%-8.03%1.24%
IGM
iShares Expanded Tech Sector ETF
29.60%11.72%46.04%55.86%-31.86%35.13%33.15%45.01%7.06%3.62%

Correlation

The correlation between VGWD.DE and IGM is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.28

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

0.32

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2017

0.36

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Return for Risk

VGWD.DE vs. IGM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VGWD.DE
VGWD.DE Risk / Return Rank: 9191
Overall Rank
VGWD.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
VGWD.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
VGWD.DE Omega Ratio Rank: 9191
Omega Ratio Rank
VGWD.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
VGWD.DE Martin Ratio Rank: 8989
Martin Ratio Rank

IGM
IGM Risk / Return Rank: 7878
Overall Rank
IGM Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IGM Sortino Ratio Rank: 7979
Sortino Ratio Rank
IGM Omega Ratio Rank: 8080
Omega Ratio Rank
IGM Calmar Ratio Rank: 7474
Calmar Ratio Rank
IGM Martin Ratio Rank: 7070
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.

VGWD.DE vs. IGM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) and iShares Expanded Tech Sector ETF (IGM). 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.


VGWD.DEIGMDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.96

Omega ratioGain probability vs. loss probability

1.54

1.43

+0.11

Calmar ratioReturn relative to maximum drawdown

4.67

3.62

+1.05

Martin ratioReturn relative to average drawdown

18.26

10.86

+7.40

VGWD.DE vs. IGM - Sharpe Ratio Comparison

The current VGWD.DE Sharpe Ratio is 2.90, which is comparable to the IGM Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of VGWD.DE and IGM, 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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Drawdowns

VGWD.DE vs. IGM - Drawdown Comparison

The maximum VGWD.DE drawdown since its inception was -34.57%, smaller than the maximum IGM drawdown of -47.57%. Use the drawdown chart below to compare losses from any high point for VGWD.DE and IGM.


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Drawdown Indicators


VGWD.DEIGMDifference

Max Drawdown

Largest peak-to-trough decline

-34.57%

-47.57%

+13.00%

Max Drawdown (1Y)

Largest decline over 1 year

-5.82%

-15.41%

+9.59%

Max Drawdown (3Y)

Largest decline over 3 years

-16.86%

-30.63%

+13.77%

Max Drawdown (5Y)

Largest decline over 5 years

-16.86%

-35.24%

+18.38%

Max Drawdown (10Y)

Largest decline over 10 years

-35.24%

Current Drawdown

Current decline from peak

0.00%

-3.11%

+3.11%

Average Drawdown

Average peak-to-trough decline

-4.04%

-8.50%

+4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

5.13%

-3.64%

Volatility

VGWD.DE vs. IGM - Volatility Comparison

The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) is 2.35%, while iShares Expanded Tech Sector ETF (IGM) has a volatility of 9.68%. This indicates that VGWD.DE experiences smaller price fluctuations and is considered to be less risky than IGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGWD.DEIGMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

9.68%

-7.33%

Volatility (6M)

Calculated over the trailing 6-month period

7.20%

17.34%

-10.14%

Volatility (1Y)

Calculated over the trailing 1-year period

9.39%

21.85%

-12.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.55%

25.49%

-13.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.22%

24.89%

-10.67%

VGWD.DE vs. IGM - Expense Ratio Comparison

VGWD.DE has a 0.29% expense ratio, which is lower than IGM's 0.39% expense ratio.


Dividends

VGWD.DE vs. IGM - Dividend Comparison

VGWD.DE's dividend yield for the trailing twelve months is around 2.45%, more than IGM's 0.17% yield.


PositionTTM20252024202320222021202020192018201720162015
IGM
iShares Expanded Tech Sector ETF
0.17%0.17%0.22%0.33%0.66%0.16%0.32%0.50%0.57%0.57%0.90%0.79%
VGWD.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
2.45%2.84%3.05%3.40%3.78%3.02%3.08%3.21%3.70%0.58%0.00%0.00%

Frequently Asked Questions


VGWD.DE and IGM have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGWD.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGWD.DE is cheaper with a 0.29% expense ratio, compared with 0.39% for IGM.

VGWD.DE is categorized as Dividend, while IGM is Technology Equities. VGWD.DE tracks FTSE All-World High Dividend Yield Index, while IGM tracks S&P North American Expanded Technology Sector Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.29% for VGWD.DE and 0.39% for IGM.

Portfolio Optimizer

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