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VWCE.DE vs. IUSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWCE.DE vs. IUSG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE All-World UCITS ETF (VWCE.DE) and iShares Core S&P U.S. Growth ETF (IUSG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VWCE.DE is traded in EUR, while IUSG is traded in USD. To make them comparable, the IUSG values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with VWCE.DE having a 11.72% return and IUSG slightly higher at 11.88%.


VWCE.DE

1D
1.82%
1M
0.89%
YTD
11.72%
6M
13.39%
1Y
26.35%
3Y*
17.02%
5Y*
11.89%
10Y*

IUSG

1D
0.44%
1M
-1.67%
YTD
11.88%
6M
12.64%
1Y
29.09%
3Y*
22.44%
5Y*
15.60%
10Y*
17.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWCE.DE vs. IUSG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VWCE.DE
Vanguard FTSE All-World UCITS ETF
11.72%9.16%24.41%18.18%-13.47%28.62%5.36%7.08%
IUSG
iShares Core S&P U.S. Growth ETF
11.88%6.85%43.59%25.40%-24.40%41.08%21.71%5.28%

Correlation

The correlation between VWCE.DE and IUSG is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

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

0.57

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

0.56

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2019

0.56

The correlation between VWCE.DE and IUSG shifts across timeframes, from 0.56 (all time) to 0.66 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VWCE.DE vs. IUSG — Risk / Return Rank

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

VWCE.DE
VWCE.DE Risk / Return Rank: 8282
Overall Rank
VWCE.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 8080
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 8787
Martin Ratio Rank

IUSG
IUSG Risk / Return Rank: 5454
Overall Rank
IUSG Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IUSG Sortino Ratio Rank: 5454
Sortino Ratio Rank
IUSG Omega Ratio Rank: 5454
Omega Ratio Rank
IUSG Calmar Ratio Rank: 4949
Calmar Ratio Rank
IUSG Martin Ratio Rank: 5757
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.

VWCE.DE vs. IUSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWCE.DE) and iShares Core S&P U.S. Growth ETF (IUSG). 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.


VWCE.DEIUSGDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.41

1.30

+0.11

Calmar ratioReturn relative to maximum drawdown

3.92

2.33

+1.58

Martin ratioReturn relative to average drawdown

16.07

8.22

+7.85

VWCE.DE vs. IUSG - Sharpe Ratio Comparison

The current VWCE.DE Sharpe Ratio is 2.21, which is comparable to the IUSG Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of VWCE.DE and IUSG, 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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Drawdowns

VWCE.DE vs. IUSG - Drawdown Comparison

The maximum VWCE.DE drawdown since its inception was -33.43%, smaller than the maximum IUSG drawdown of -45.82%. Use the drawdown chart below to compare losses from any high point for VWCE.DE and IUSG.


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Drawdown Indicators


VWCE.DEIUSGDifference

Max Drawdown

Largest peak-to-trough decline

-33.43%

-45.82%

+12.39%

Max Drawdown (1Y)

Largest decline over 1 year

-6.55%

-12.02%

+5.47%

Max Drawdown (3Y)

Largest decline over 3 years

-21.07%

-27.11%

+6.04%

Max Drawdown (5Y)

Largest decline over 5 years

-21.07%

-27.11%

+6.04%

Max Drawdown (10Y)

Largest decline over 10 years

-31.84%

Current Drawdown

Current decline from peak

-1.47%

-3.82%

+2.35%

Average Drawdown

Average peak-to-trough decline

-4.68%

-7.91%

+3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

3.41%

-1.81%

Volatility

VWCE.DE vs. IUSG - Volatility Comparison

The current volatility for Vanguard FTSE All-World UCITS ETF (VWCE.DE) is 3.40%, while iShares Core S&P U.S. Growth ETF (IUSG) has a volatility of 5.42%. This indicates that VWCE.DE experiences smaller price fluctuations and is considered to be less risky than IUSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWCE.DEIUSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

5.42%

-2.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.51%

12.29%

-3.78%

Volatility (1Y)

Calculated over the trailing 1-year period

11.63%

16.31%

-4.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.79%

20.66%

-6.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.16%

20.80%

-4.64%

VWCE.DE vs. IUSG - Expense Ratio Comparison

VWCE.DE has a 0.19% expense ratio, which is higher than IUSG's 0.04% 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

VWCE.DE vs. IUSG - Dividend Comparison

VWCE.DE has not paid dividends to shareholders, while IUSG's dividend yield for the trailing twelve months is around 0.49%.


PositionTTM20252024202320222021202020192018201720162015
IUSG
iShares Core S&P U.S. Growth ETF
0.49%0.53%0.59%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


VWCE.DE and IUSG have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSG is cheaper with a 0.04% expense ratio, compared with 0.19% for VWCE.DE.

VWCE.DE is categorized as Global Equities, while IUSG is Large Cap Growth Equities. VWCE.DE tracks FTSE All-World Index, while IUSG tracks S&P 900 Growth Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.19% for VWCE.DE and 0.04% for IUSG.

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