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

Performance

VGWD.DE vs. MVEW.DE - 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 Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGWD.DE achieves a 12.49% return, which is significantly higher than MVEW.DE's 1.17% return.


VGWD.DE

1D
0.19%
1M
3.35%
YTD
12.49%
6M
14.15%
1Y
25.00%
3Y*
15.87%
5Y*
11.49%
10Y*

MVEW.DE

1D
0.07%
1M
1.79%
YTD
1.17%
6M
1.16%
1Y
0.46%
3Y*
6.53%
5Y*
6.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGWD.DE vs. MVEW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
VGWD.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
12.49%13.16%15.75%7.29%0.08%27.90%13.81%
MVEW.DE
iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)
1.17%-0.99%17.25%6.27%-5.98%26.26%1.55%

Correlation

The correlation between VGWD.DE and MVEW.DE is 0.60, 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

0.61

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

0.74

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

0.74

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2020

0.76

The correlation between VGWD.DE and MVEW.DE shifts across timeframes, from 0.60 (1 year) to 0.76 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VGWD.DE vs. MVEW.DE — 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: 8383
Overall Rank
VGWD.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VGWD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
VGWD.DE Omega Ratio Rank: 8484
Omega Ratio Rank
VGWD.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
VGWD.DE Martin Ratio Rank: 8282
Martin Ratio Rank

MVEW.DE
MVEW.DE Risk / Return Rank: 1010
Overall Rank
MVEW.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MVEW.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
MVEW.DE Omega Ratio Rank: 99
Omega Ratio Rank
MVEW.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
MVEW.DE Martin Ratio Rank: 1010
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. MVEW.DE - 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 Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.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.


VGWD.DEMVEW.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.64

Sortino ratioReturn per unit of downside risk

+3.65

Omega ratioGain probability vs. loss probability

1.50

1.02

+0.49

Calmar ratioReturn relative to maximum drawdown

4.28

0.10

+4.18

Martin ratioReturn relative to average drawdown

16.37

0.20

+16.16

VGWD.DE vs. MVEW.DE - Sharpe Ratio Comparison

The current VGWD.DE Sharpe Ratio is 2.70, which is higher than the MVEW.DE Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of VGWD.DE and MVEW.DE, 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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Sharpe Ratios by Period


VGWD.DEMVEW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.70

0.06

+2.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.62

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.63

+0.01

Drawdowns

VGWD.DE vs. MVEW.DE - Drawdown Comparison

The maximum VGWD.DE drawdown since its inception was -34.57%, which is greater than MVEW.DE's maximum drawdown of -13.19%. Use the drawdown chart below to compare losses from any high point for VGWD.DE and MVEW.DE.


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Drawdown Indicators


VGWD.DEMVEW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.57%

-13.19%

-21.38%

Max Drawdown (1Y)

Largest decline over 1 year

-5.82%

-4.68%

-1.14%

Max Drawdown (3Y)

Largest decline over 3 years

-16.86%

-13.19%

-3.67%

Max Drawdown (5Y)

Largest decline over 5 years

-16.86%

-13.19%

-3.67%

Current Drawdown

Current decline from peak

-0.32%

-5.75%

+5.43%

Average Drawdown

Average peak-to-trough decline

-4.05%

-3.83%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

2.27%

-0.75%

Volatility

VGWD.DE vs. MVEW.DE - Volatility Comparison

The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) is 2.33%, while iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) (MVEW.DE) has a volatility of 2.58%. This indicates that VGWD.DE experiences smaller price fluctuations and is considered to be less risky than MVEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGWD.DEMVEW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.33%

2.58%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

6.95%

5.42%

+1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

9.21%

7.97%

+1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.52%

10.25%

+1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.23%

10.82%

+3.41%

VGWD.DE vs. MVEW.DE - Expense Ratio Comparison

VGWD.DE has a 0.29% expense ratio, which is lower than MVEW.DE's 0.30% expense ratio.


Dividends

VGWD.DE vs. MVEW.DE - Dividend Comparison

VGWD.DE's dividend yield for the trailing twelve months is around 2.49%, while MVEW.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
MVEW.DE
iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGWD.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
2.49%2.84%3.05%3.39%3.78%3.03%3.08%3.21%3.70%0.58%

Frequently Asked Questions


VGWD.DE and MVEW.DE have a correlation of 0.60, 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 0.30% for MVEW.DE.

VGWD.DE tracks FTSE All-World High Dividend Yield index, while MVEW.DE tracks MSCI ACWI NR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.29% for VGWD.DE and 0.30% for MVEW.DE.

Portfolio Optimizer

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