VUKE.DE vs. IUSZ.DE
VUKE.DE (Vanguard FTSE 100 UCITS ETF Distributing) and IUSZ.DE (iShares Core FTSE 100 UCITS ETF (Dist)) are both Europe Equities funds - VUKE.DE tracks the FTSE AllSh TR GBP while IUSZ.DE tracks the FTSE 100. Both are passively managed. Over the past 5 years, VUKE.DE returned 11.56%/yr vs 9.88%/yr for IUSZ.DE. With a 0.99 correlation, they move nearly in lockstep. VUKE.DE charges 0.09%/yr vs 0.07%/yr for IUSZ.DE.
Performance
VUKE.DE vs. IUSZ.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with VUKE.DE having a 6.44% return and IUSZ.DE slightly higher at 6.50%.
VUKE.DE
- 1D
- 0.15%
- 1M
- -0.44%
- YTD
- 6.44%
- 6M
- 9.43%
- 1Y
- 17.71%
- 3Y*
- 14.60%
- 5Y*
- 11.56%
- 10Y*
- —
IUSZ.DE
- 1D
- 0.15%
- 1M
- -0.44%
- YTD
- 6.50%
- 6M
- 8.78%
- 1Y
- 14.23%
- 3Y*
- 11.63%
- 5Y*
- 9.88%
- 10Y*
- —
VUKE.DE vs. IUSZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VUKE.DE Vanguard FTSE 100 UCITS ETF Distributing | 6.44% | 20.50% | 14.00% | 9.66% | -1.10% | 24.91% | -15.71% | 25.58% | -10.37% | 3.27% |
IUSZ.DE iShares Core FTSE 100 UCITS ETF (Dist) | 6.50% | 16.47% | 9.79% | 9.07% | -1.35% | 24.82% | -15.69% | 25.38% | -10.49% | 3.33% |
Correlation
The correlation between VUKE.DE and IUSZ.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.99 |
The correlation between VUKE.DE and IUSZ.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.
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Return for Risk
VUKE.DE vs. IUSZ.DE — Risk / Return Rank
VUKE.DE
IUSZ.DE
VUKE.DE vs. IUSZ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 100 UCITS ETF Distributing (VUKE.DE) and iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.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.
| VUKE.DE | IUSZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.22 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 1.74 | +0.54 |
| Martin ratioReturn relative to average drawdown | 8.03 | 5.71 | +2.33 |
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
| VUKE.DE | IUSZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 1.17 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.69 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.44 | +0.03 |
Drawdowns
VUKE.DE vs. IUSZ.DE - Drawdown Comparison
The maximum VUKE.DE drawdown since its inception was -40.16%, roughly equal to the maximum IUSZ.DE drawdown of -40.31%. Use the drawdown chart below to compare losses from any high point for VUKE.DE and IUSZ.DE.
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Drawdown Indicators
| VUKE.DE | IUSZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.16% | -40.31% | +0.15% |
Max Drawdown (1Y)Largest decline over 1 year | -7.78% | -8.23% | +0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -16.78% | -17.24% | +0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -16.78% | -17.24% | +0.46% |
Current DrawdownCurrent decline from peak | -2.81% | -2.94% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -5.47% | -5.25% | -0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.51% | -0.30% |
Volatility
VUKE.DE vs. IUSZ.DE - Volatility Comparison
Vanguard FTSE 100 UCITS ETF Distributing (VUKE.DE) has a higher volatility of 4.43% compared to iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) at 4.16%. This indicates that VUKE.DE's price experiences larger fluctuations and is considered to be riskier than IUSZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VUKE.DE | IUSZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 4.16% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 10.08% | 10.14% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.03% | 12.19% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.06% | 14.07% | -0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 16.32% | +0.58% |
VUKE.DE vs. IUSZ.DE - Expense Ratio Comparison
VUKE.DE has a 0.09% expense ratio, which is higher than IUSZ.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VUKE.DE vs. IUSZ.DE - Dividend Comparison
VUKE.DE's dividend yield for the trailing twelve months is around 3.01%, while IUSZ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IUSZ.DE iShares Core FTSE 100 UCITS ETF (Dist) | 0.00% | 0.00% | 0.00% | 3.09% | 3.86% | 3.68% | 3.06% | 4.32% | 4.54% | 4.01% | 0.73% |
VUKE.DE Vanguard FTSE 100 UCITS ETF Distributing | 3.01% | 3.18% | 3.70% | 3.84% | 4.08% | 3.81% | 2.95% | 4.49% | 4.74% | 0.65% | 0.00% |
Frequently Asked Questions
With a correlation of 0.98, VUKE.DE and IUSZ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, IUSZ.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSZ.DE is cheaper with a 0.07% expense ratio, compared with 0.09% for VUKE.DE.
VUKE.DE tracks FTSE AllSh TR GBP, while IUSZ.DE tracks FTSE 100. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.09% for VUKE.DE and 0.07% for IUSZ.DE.
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