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VHVE.L vs. IWDA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VHVE.L and IWDA.L 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.


-0.50.00.51.01.0

Performance

VHVE.L vs. IWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Developed World UCITS ETF USD Acc (VHVE.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
7.20%
7.63%
VHVE.L
IWDA.L

Key characteristics

Sharpe Ratio

VHVE.L:

1.68

IWDA.L:

1.58

Sortino Ratio

VHVE.L:

2.34

IWDA.L:

2.17

Omega Ratio

VHVE.L:

1.30

IWDA.L:

1.29

Calmar Ratio

VHVE.L:

2.62

IWDA.L:

2.45

Martin Ratio

VHVE.L:

10.26

IWDA.L:

9.29

Ulcer Index

VHVE.L:

1.97%

IWDA.L:

1.99%

Daily Std Dev

VHVE.L:

12.00%

IWDA.L:

11.79%

Max Drawdown

VHVE.L:

-33.60%

IWDA.L:

-34.11%

Current Drawdown

VHVE.L:

-0.43%

IWDA.L:

-0.70%

Returns By Period

In the year-to-date period, VHVE.L achieves a 4.61% return, which is significantly higher than IWDA.L's 4.14% return.


VHVE.L

YTD

4.61%

1M

2.60%

6M

7.59%

1Y

20.10%

5Y*

11.69%

10Y*

N/A

IWDA.L

YTD

4.14%

1M

1.92%

6M

7.63%

1Y

20.48%

5Y*

11.79%

10Y*

10.12%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VHVE.L vs. IWDA.L - Expense Ratio Comparison

VHVE.L has a 0.12% expense ratio, which is lower than IWDA.L'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%.


IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
Expense ratio chart for IWDA.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VHVE.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

VHVE.L vs. IWDA.L — Risk-Adjusted Performance Rank

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

VHVE.L
The Risk-Adjusted Performance Rank of VHVE.L is 7272
Overall Rank
The Sharpe Ratio Rank of VHVE.L is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of VHVE.L is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VHVE.L is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VHVE.L is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VHVE.L is 7676
Martin Ratio Rank

IWDA.L
The Risk-Adjusted Performance Rank of IWDA.L is 6868
Overall Rank
The Sharpe Ratio Rank of IWDA.L is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of IWDA.L is 6464
Sortino Ratio Rank
The Omega Ratio Rank of IWDA.L is 6666
Omega Ratio Rank
The Calmar Ratio Rank of IWDA.L is 7272
Calmar Ratio Rank
The Martin Ratio Rank of IWDA.L is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VHVE.L vs. IWDA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed World UCITS ETF USD Acc (VHVE.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L). 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.


Sharpe ratio
The chart of Sharpe ratio for VHVE.L, currently valued at 1.54, compared to the broader market0.002.004.001.541.58
The chart of Sortino ratio for VHVE.L, currently valued at 2.15, compared to the broader market-2.000.002.004.006.008.0010.0012.002.152.17
The chart of Omega ratio for VHVE.L, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.29
The chart of Calmar ratio for VHVE.L, currently valued at 2.39, compared to the broader market0.005.0010.0015.002.392.45
The chart of Martin ratio for VHVE.L, currently valued at 9.34, compared to the broader market0.0020.0040.0060.0080.00100.009.349.29
VHVE.L
IWDA.L

The current VHVE.L Sharpe Ratio is 1.68, which is comparable to the IWDA.L Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of VHVE.L and IWDA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.54
1.58
VHVE.L
IWDA.L

Dividends

VHVE.L vs. IWDA.L - Dividend Comparison

Neither VHVE.L nor IWDA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VHVE.L vs. IWDA.L - Drawdown Comparison

The maximum VHVE.L drawdown since its inception was -33.60%, roughly equal to the maximum IWDA.L drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for VHVE.L and IWDA.L. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.43%
-0.70%
VHVE.L
IWDA.L

Volatility

VHVE.L vs. IWDA.L - Volatility Comparison

Vanguard FTSE Developed World UCITS ETF USD Acc (VHVE.L) has a higher volatility of 3.80% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) at 3.42%. This indicates that VHVE.L's price experiences larger fluctuations and is considered to be riskier than IWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
3.80%
3.42%
VHVE.L
IWDA.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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