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VUSA.AS vs. IWRD.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUSA.AS vs. IWRD.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard S&P 500 UCITS ETF (VUSA.AS) and iShares MSCI World UCITS ETF (IWRD.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VUSA.AS achieves a 11.59% return, which is significantly higher than IWRD.AS's 10.92% return. Over the past 10 years, VUSA.AS has outperformed IWRD.AS with an annualized return of 14.95%, while IWRD.AS has yielded a comparatively lower 12.50% annualized return.


VUSA.AS

1D
-0.11%
1M
5.23%
YTD
11.59%
6M
11.46%
1Y
25.64%
3Y*
18.84%
5Y*
14.77%
10Y*
14.95%

IWRD.AS

1D
-0.08%
1M
4.72%
YTD
10.92%
6M
11.18%
1Y
23.48%
3Y*
17.21%
5Y*
12.56%
10Y*
12.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUSA.AS vs. IWRD.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VUSA.AS
Vanguard S&P 500 UCITS ETF
11.59%3.90%33.86%22.12%-14.18%40.36%7.72%32.99%-0.37%6.68%
IWRD.AS
iShares MSCI World UCITS ETF
10.92%6.83%26.78%19.68%-13.85%32.06%5.87%29.11%-4.38%7.51%

Correlation

The correlation between VUSA.AS and IWRD.AS is 0.96 - 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

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Jun 7, 2013

0.97

The correlation between VUSA.AS and IWRD.AS has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

VUSA.AS vs. IWRD.AS — Risk / Return Rank

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

VUSA.AS
VUSA.AS Risk / Return Rank: 7070
Overall Rank
VUSA.AS Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VUSA.AS Sortino Ratio Rank: 6767
Sortino Ratio Rank
VUSA.AS Omega Ratio Rank: 7171
Omega Ratio Rank
VUSA.AS Calmar Ratio Rank: 7272
Calmar Ratio Rank
VUSA.AS Martin Ratio Rank: 7070
Martin Ratio Rank

IWRD.AS
IWRD.AS Risk / Return Rank: 6868
Overall Rank
IWRD.AS Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
IWRD.AS Sortino Ratio Rank: 6565
Sortino Ratio Rank
IWRD.AS Omega Ratio Rank: 6767
Omega Ratio Rank
IWRD.AS Calmar Ratio Rank: 7070
Calmar Ratio Rank
IWRD.AS Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VUSA.AS vs. IWRD.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS ETF (VUSA.AS) and iShares MSCI World UCITS ETF (IWRD.AS). 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.


VUSA.ASIWRD.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.42

1.40

+0.02

Calmar ratioReturn relative to maximum drawdown

3.55

3.46

+0.09

Martin ratioReturn relative to average drawdown

12.69

13.65

-0.96

VUSA.AS vs. IWRD.AS - Sharpe Ratio Comparison

The current VUSA.AS Sharpe Ratio is 2.23, which is comparable to the IWRD.AS Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of VUSA.AS and IWRD.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VUSA.ASIWRD.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

2.11

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.87

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

0.81

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.50

+0.43

Drawdowns

VUSA.AS vs. IWRD.AS - Drawdown Comparison

The maximum VUSA.AS drawdown since its inception was -33.64%, smaller than the maximum IWRD.AS drawdown of -52.51%. Use the drawdown chart below to compare losses from any high point for VUSA.AS and IWRD.AS.


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Drawdown Indicators


VUSA.ASIWRD.ASDifference

Max Drawdown

Largest peak-to-trough decline

-33.64%

-52.51%

+18.87%

Max Drawdown (1Y)

Largest decline over 1 year

-7.13%

-6.69%

-0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-23.24%

-21.50%

-1.74%

Max Drawdown (5Y)

Largest decline over 5 years

-23.24%

-21.50%

-1.74%

Max Drawdown (10Y)

Largest decline over 10 years

-33.64%

-33.71%

+0.07%

Current Drawdown

Current decline from peak

-0.43%

-0.32%

-0.11%

Average Drawdown

Average peak-to-trough decline

-4.06%

-8.84%

+4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.01%

1.71%

+0.30%

Volatility

VUSA.AS vs. IWRD.AS - Volatility Comparison

Vanguard S&P 500 UCITS ETF (VUSA.AS) and iShares MSCI World UCITS ETF (IWRD.AS) have volatilities of 2.62% and 2.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUSA.ASIWRD.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

2.65%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

7.44%

7.72%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

11.34%

10.98%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.11%

14.14%

+0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.01%

15.16%

+0.85%

VUSA.AS vs. IWRD.AS - Expense Ratio Comparison

VUSA.AS has a 0.07% expense ratio, which is lower than IWRD.AS's 0.50% expense ratio.


Dividends

VUSA.AS vs. IWRD.AS - Dividend Comparison

VUSA.AS's dividend yield for the trailing twelve months is around 0.87%, more than IWRD.AS's 0.85% yield.


PositionTTM20252024202320222021202020192018201720162015
IWRD.AS
iShares MSCI World UCITS ETF
0.85%0.95%1.05%1.32%1.49%1.01%1.21%1.62%1.84%1.67%1.70%1.80%
VUSA.AS
Vanguard S&P 500 UCITS ETF
0.87%0.97%0.99%1.26%1.45%1.02%1.43%1.46%1.74%1.64%1.66%1.76%

Frequently Asked Questions


With a correlation of 0.96, VUSA.AS and IWRD.AS 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, VUSA.AS is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUSA.AS is cheaper with a 0.07% expense ratio, compared with 0.50% for IWRD.AS.

VUSA.AS is categorized as S&P 500, while IWRD.AS is Global Equities. VUSA.AS tracks S&P 500 Index, while IWRD.AS tracks MSCI ACWI NR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.07% for VUSA.AS and 0.50% for IWRD.AS.

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