VGWE.DE vs. ISPA.DE
VGWE.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc) and ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) are both exchange-traded funds - VGWE.DE is a Dividend fund tracking the FTSE All-World High Dividend Yield Index, while ISPA.DE is a Global Equities fund tracking the STOXX® Global Select Dividend 100 index. Both are passively managed. Over the past 5 years, VGWE.DE returned 11.47%/yr vs 11.00%/yr for ISPA.DE. Their correlation of 0.86 suggests significant overlap in exposure. VGWE.DE charges 0.29%/yr vs 0.46%/yr for ISPA.DE.
Performance
VGWE.DE vs. ISPA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, VGWE.DE achieves a 12.43% return, which is significantly lower than ISPA.DE's 13.48% return.
VGWE.DE
- 1D
- 0.23%
- 1M
- 2.28%
- YTD
- 12.43%
- 6M
- 13.64%
- 1Y
- 24.97%
- 3Y*
- 15.83%
- 5Y*
- 11.47%
- 10Y*
- —
ISPA.DE
- 1D
- 0.49%
- 1M
- 1.28%
- YTD
- 13.48%
- 6M
- 15.35%
- 1Y
- 29.45%
- 3Y*
- 18.65%
- 5Y*
- 11.00%
- 10Y*
- 8.98%
VGWE.DE vs. ISPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VGWE.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc | 12.43% | 12.81% | 15.59% | 7.89% | 0.02% | 27.83% | 6.23% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 13.48% | 19.72% | 12.97% | 4.80% | 0.43% | 22.39% | 10.58% |
Correlation
The correlation between VGWE.DE and ISPA.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020 | 0.86 |
The correlation between VGWE.DE and ISPA.DE has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.
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Return for Risk
VGWE.DE vs. ISPA.DE — Risk / Return Rank
VGWE.DE
ISPA.DE
VGWE.DE vs. ISPA.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 Acc (VGWE.DE) and iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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.
| VGWE.DE | ISPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.62 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 4.11 | 8.10 | -3.99 |
| Martin ratioReturn relative to average drawdown | 15.82 | 28.73 | -12.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VGWE.DE | ISPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.60 | 3.35 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.99 | 0.91 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.68 | +0.42 |
Drawdowns
VGWE.DE vs. ISPA.DE - Drawdown Comparison
The maximum VGWE.DE drawdown since its inception was -16.43%, smaller than the maximum ISPA.DE drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for VGWE.DE and ISPA.DE.
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Drawdown Indicators
| VGWE.DE | ISPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.43% | -38.91% | +22.48% |
Max Drawdown (1Y)Largest decline over 1 year | -6.00% | -3.63% | -2.37% |
Max Drawdown (3Y)Largest decline over 3 years | -16.43% | -15.10% | -1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -16.43% | -15.10% | -1.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.91% | — |
Current DrawdownCurrent decline from peak | -0.37% | -1.09% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -2.37% | -4.46% | +2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 1.03% | +0.53% |
Volatility
VGWE.DE vs. ISPA.DE - Volatility Comparison
The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE) is 2.38%, while iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) has a volatility of 2.62%. This indicates that VGWE.DE experiences smaller price fluctuations and is considered to be less risky than ISPA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGWE.DE | ISPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.38% | 2.62% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 7.18% | 6.51% | +0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.47% | 8.77% | +0.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.51% | 12.00% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.23% | 14.79% | -2.56% |
VGWE.DE vs. ISPA.DE - Expense Ratio Comparison
VGWE.DE has a 0.29% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.
Dividends
VGWE.DE vs. ISPA.DE - Dividend Comparison
VGWE.DE has not paid dividends to shareholders, while ISPA.DE's dividend yield for the trailing twelve months is around 3.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 3.75% | 4.52% | 4.89% | 5.91% | 6.92% | 3.32% | 4.04% | 4.02% | 3.37% | 5.66% | 3.64% | 4.35% |
VGWE.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD 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
VGWE.DE and ISPA.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGWE.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGWE.DE is cheaper with a 0.29% expense ratio, compared with 0.46% for ISPA.DE.
VGWE.DE is categorized as Dividend, while ISPA.DE is Global Equities. VGWE.DE tracks FTSE All-World High Dividend Yield Index, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.29% for VGWE.DE and 0.46% for ISPA.DE.
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