VGWL.DE vs. ISPA.DE
VGWL.DE (Vanguard FTSE All-World UCITS ETF Distributing) and ISPA.DE (iShares STOXX Global Select Dividend 100 UCITS ETF (DE)) are both Global Equities funds - VGWL.DE tracks the FTSE All-World while ISPA.DE tracks the STOXX® Global Select Dividend 100 index. Both are passively managed. Over the past 5 years, VGWL.DE returned 12.28%/yr vs 11.00%/yr for ISPA.DE. A 0.77 correlation means they provide meaningful diversification when combined. VGWL.DE charges 0.22%/yr vs 0.46%/yr for ISPA.DE.
Performance
VGWL.DE vs. ISPA.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VGWL.DE achieves a 12.63% return, which is significantly lower than ISPA.DE's 13.48% return.
VGWL.DE
- 1D
- -0.24%
- 1M
- 3.64%
- YTD
- 12.63%
- 6M
- 12.78%
- 1Y
- 26.26%
- 3Y*
- 17.85%
- 5Y*
- 12.28%
- 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%
VGWL.DE vs. ISPA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGWL.DE Vanguard FTSE All-World UCITS ETF Distributing | 12.63% | 9.18% | 24.40% | 18.17% | -13.48% | 28.60% | 5.38% | 30.12% | -6.03% | 2.20% |
ISPA.DE iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 13.48% | 19.72% | 12.97% | 4.80% | 0.43% | 22.39% | -9.12% | 24.24% | -7.51% | 0.81% |
Correlation
The correlation between VGWL.DE and ISPA.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.77 |
The correlation between VGWL.DE and ISPA.DE has been stable across timeframes, ranging from 0.68 to 0.77 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VGWL.DE vs. ISPA.DE — Risk / Return Rank
VGWL.DE
ISPA.DE
VGWL.DE vs. ISPA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF Distributing (VGWL.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.
| VGWL.DE | ISPA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.62 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.99 | 8.10 | -4.10 |
| Martin ratioReturn relative to average drawdown | 16.38 | 28.73 | -12.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| VGWL.DE | ISPA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 3.35 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.91 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.68 | +0.09 |
Drawdowns
VGWL.DE vs. ISPA.DE - Drawdown Comparison
The maximum VGWL.DE drawdown since its inception was -33.40%, smaller than the maximum ISPA.DE drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for VGWL.DE and ISPA.DE.
Loading charts...
Drawdown Indicators
| VGWL.DE | ISPA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.40% | -38.91% | +5.51% |
Max Drawdown (1Y)Largest decline over 1 year | -6.57% | -3.63% | -2.94% |
Max Drawdown (3Y)Largest decline over 3 years | -21.04% | -15.10% | -5.94% |
Max Drawdown (5Y)Largest decline over 5 years | -21.04% | -15.10% | -5.94% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.91% | — |
Current DrawdownCurrent decline from peak | -0.64% | -1.09% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -4.34% | -4.46% | +0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 1.03% | +0.58% |
Volatility
VGWL.DE vs. ISPA.DE - Volatility Comparison
Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE) has a higher volatility of 3.02% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.62%. This indicates that VGWL.DE's price experiences larger fluctuations and is considered to be riskier than ISPA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VGWL.DE | ISPA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.02% | 2.62% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 6.51% | +1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.29% | 8.77% | +2.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.76% | 12.00% | +1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.51% | 14.79% | +0.72% |
VGWL.DE vs. ISPA.DE - Expense Ratio Comparison
VGWL.DE has a 0.22% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.
Dividends
VGWL.DE vs. ISPA.DE - Dividend Comparison
VGWL.DE's dividend yield for the trailing twelve months is around 1.24%, less than ISPA.DE's 3.75% yield.
| 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% |
VGWL.DE Vanguard FTSE All-World UCITS ETF Distributing | 1.24% | 1.42% | 1.48% | 1.73% | 2.09% | 1.43% | 1.56% | 1.87% | 2.26% | 0.37% | 0.00% | 0.00% |
Frequently Asked Questions
VGWL.DE and ISPA.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGWL.DE is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGWL.DE is cheaper with a 0.22% expense ratio, compared with 0.46% for ISPA.DE.
VGWL.DE tracks FTSE All-World, while ISPA.DE tracks STOXX® Global Select Dividend 100 index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.22% for VGWL.DE and 0.46% for ISPA.DE.
Find the right allocation for VGWL.DE and ISPA.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer