VUSG vs. IOO
VUSG (Vanguard Wellington U.S. Growth Active ETF) and IOO (iShares Global 100 ETF) are both exchange-traded funds - VUSG is a Large Cap Growth Equities fund actively managed by Vanguard, while IOO is a Global Equities fund tracking the S&P Global 100 Index (Net). VUSG is actively managed, while IOO is passively managed. Their correlation of 0.90 means they have usually moved in the same direction. VUSG charges 0.35%/yr vs 0.40%/yr for IOO.
Performance
VUSG vs. IOO - Performance Comparison
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Returns By Period
In the year-to-date period, VUSG achieves a 4.66% return, which is significantly lower than IOO's 13.56% return.
VUSG
- 1D
- 2.32%
- 1M
- 0.89%
- 6M
- 5.28%
- YTD
- 4.66%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
IOO
- 1D
- 1.23%
- 1M
- 4.29%
- 6M
- 10.88%
- YTD
- 13.56%
- 1Y
- 31.67%
- 3Y*
- 24.81%
- 5Y*
- 15.95%
- 10Y*
- 16.40%
- ALL TIME*
- 7.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $41.97M | $33.25M | $35.91M | |
| $5.65M | $5.53M | $4.71M |
VUSG vs. IOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VUSG Vanguard Wellington U.S. Growth Active ETF | 4.66% | 2.62% |
IOO iShares Global 100 ETF | 13.56% | 2.67% |
Correlation
The correlation between VUSG and IOO is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 18, 2025 | 0.90 |
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Return for Risk
VUSG vs. IOO — Risk / Return Rank
VUSG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IOO
VUSG vs. IOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellington U.S. Growth Active ETF (VUSG) and iShares Global 100 ETF (IOO). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VUSG | IOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.38 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.20 | — |
| Martin ratioReturn relative to average drawdown | — | 11.95 | — |
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Drawdowns
VUSG vs. IOO - Drawdown Comparison
The maximum VUSG drawdown since its inception was -15.14%, smaller than the maximum IOO drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for VUSG and IOO.
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Drawdown Indicators
| VUSG | IOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.14% | -55.85% | +40.71% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.94% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.19% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.52% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.43% | — |
Current DrawdownCurrent decline from peak | -4.86% | -0.18% | -4.68% |
Average DrawdownAverage peak-to-trough decline | -4.03% | -11.22% | +7.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.66% | — |
Volatility
VUSG vs. IOO - Volatility Comparison
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Volatility by Period
| VUSG | IOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.39% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.89% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.55% | 14.67% | +5.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.55% | 17.22% | +3.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.55% | 17.74% | +2.81% |
VUSG vs. IOO - Expense Ratio Comparison
VUSG has a 0.35% expense ratio, which is lower than IOO's 0.40% expense ratio.
Dividends
VUSG vs. IOO - Dividend Comparison
VUSG's dividend yield for the trailing twelve months is around 0.02%, less than IOO's 0.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IOO iShares Global 100 ETF | 0.82% | 0.92% | 1.08% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% |
VUSG Vanguard Wellington U.S. Growth Active ETF | 0.02% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.90, VUSG and IOO 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, VUSG is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VUSG is cheaper with a 0.35% expense ratio, compared with 0.40% for IOO.
IOO has the higher dividend yield at 0.82%, compared with 0.02% for VUSG.
VUSG is categorized as Large Cap Growth Equities, while IOO is Global Equities. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.35% for VUSG and 0.40% for IOO.
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