VSCGX vs. WMVG.L
Compare and contrast key facts about Vanguard LifeStrategy Conservative Growth Fund (VSCGX) and iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L).
VSCGX is managed by Vanguard. It was launched on Sep 30, 1994. WMVG.L is a passively managed fund by iShares that tracks the performance of the MSCI World Minimum Volatility. It was launched on Feb 26, 2019.
Performance
VSCGX vs. WMVG.L - Performance Comparison
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VSCGX vs. WMVG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VSCGX Vanguard LifeStrategy Conservative Growth Fund | -2.05% | 12.87% | 11.65% | 12.72% | -15.00% | 6.04% | 11.51% | 10.20% |
WMVG.L iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) | -1.56% | 17.31% | 12.58% | 13.00% | -18.11% | 15.90% | 1.73% | 11.55% |
Different Trading Currencies
VSCGX is traded in USD, while WMVG.L is traded in GBP. To make them comparable, the WMVG.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, VSCGX achieves a -2.05% return, which is significantly lower than WMVG.L's -1.56% return.
VSCGX
- 1D
- 0.11%
- 1M
- -5.05%
- YTD
- -2.05%
- 6M
- -0.25%
- 1Y
- 9.69%
- 3Y*
- 9.90%
- 5Y*
- 4.59%
- 10Y*
- 5.99%
WMVG.L
- 1D
- 0.39%
- 1M
- -6.12%
- YTD
- -1.56%
- 6M
- -0.36%
- 1Y
- 4.89%
- 3Y*
- 12.35%
- 5Y*
- 5.79%
- 10Y*
- —
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VSCGX vs. WMVG.L - Expense Ratio Comparison
VSCGX has a 0.12% expense ratio, which is lower than WMVG.L's 0.35% expense ratio.
Return for Risk
VSCGX vs. WMVG.L — Risk / Return Rank
VSCGX
WMVG.L
VSCGX vs. WMVG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy Conservative Growth Fund (VSCGX) and iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.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.
| VSCGX | WMVG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 0.34 | +1.05 |
Sortino ratioReturn per unit of downside risk | 1.96 | 0.54 | +1.43 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.08 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.80 | 0.41 | +1.39 |
Martin ratioReturn relative to average drawdown | 7.50 | 1.53 | +5.97 |
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
| VSCGX | WMVG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 0.34 | +1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.39 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.39 | +0.43 |
Correlation
The correlation between VSCGX and WMVG.L is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VSCGX vs. WMVG.L - Dividend Comparison
VSCGX's dividend yield for the trailing twelve months is around 5.66%, while WMVG.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSCGX Vanguard LifeStrategy Conservative Growth Fund | 5.66% | 5.50% | 11.03% | 5.23% | 2.79% | 4.18% | 3.28% | 2.62% | 3.81% | 1.65% | 2.43% | 3.21% |
WMVG.L iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (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% |
Drawdowns
VSCGX vs. WMVG.L - Drawdown Comparison
The maximum VSCGX drawdown since its inception was -30.62%, smaller than the maximum WMVG.L drawdown of -36.20%. Use the drawdown chart below to compare losses from any high point for VSCGX and WMVG.L.
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Drawdown Indicators
| VSCGX | WMVG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.62% | -28.25% | -2.37% |
Max Drawdown (1Y)Largest decline over 1 year | -5.19% | -8.89% | +3.70% |
Max Drawdown (5Y)Largest decline over 5 years | -20.15% | -15.18% | -4.97% |
Max Drawdown (10Y)Largest decline over 10 years | -20.15% | — | — |
Current DrawdownCurrent decline from peak | -5.09% | -4.37% | -0.72% |
Average DrawdownAverage peak-to-trough decline | -3.01% | -4.13% | +1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 1.80% | -0.56% |
Volatility
VSCGX vs. WMVG.L - Volatility Comparison
The current volatility for Vanguard LifeStrategy Conservative Growth Fund (VSCGX) is 2.79%, while iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L) has a volatility of 3.77%. This indicates that VSCGX experiences smaller price fluctuations and is considered to be less risky than WMVG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSCGX | WMVG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.79% | 3.77% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 4.42% | 7.11% | -2.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.13% | 14.46% | -7.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.62% | 14.90% | -7.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.31% | 16.94% | -9.63% |