WENS.L vs. VMIG.L
WENS.L (iShares MSCI World Energy Sector UCITS ETF USD (Dist)) and VMIG.L (Vanguard FTSE 250 UCITS ETF (GBP) Accumulating) are both exchange-traded funds - WENS.L is a Energy Equities fund tracking the MSCI World/Energy NR USD, while VMIG.L is a Europe Equities fund tracking the FTSE 250 Ex Investment Trust TR GBP. Both are passively managed. Over the past 3 years, WENS.L returned 15.52%/yr vs 12.77%/yr for VMIG.L. At a 0.14 correlation, their price movements are largely independent. WENS.L charges 0.25%/yr vs 0.10%/yr for VMIG.L.
Performance
WENS.L vs. VMIG.L - Performance Comparison
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Returns By Period
In the year-to-date period, WENS.L achieves a 31.68% return, which is significantly higher than VMIG.L's 5.33% return.
WENS.L
- 1D
- 0.00%
- 1M
- 2.79%
- YTD
- 31.68%
- 6M
- 31.58%
- 1Y
- 43.09%
- 3Y*
- 15.52%
- 5Y*
- —
- 10Y*
- —
VMIG.L
- 1D
- 1.60%
- 1M
- 3.93%
- YTD
- 5.33%
- 6M
- 8.43%
- 1Y
- 12.81%
- 3Y*
- 12.77%
- 5Y*
- 6.27%
- 10Y*
- —
WENS.L vs. VMIG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WENS.L iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 31.68% | 6.73% | 3.85% | -2.00% | 17.73% |
VMIG.L Vanguard FTSE 250 UCITS ETF (GBP) Accumulating | 5.33% | 13.52% | 11.01% | 11.96% | 2.23% |
Correlation
The correlation between WENS.L and VMIG.L is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2022 | 0.14 |
The correlation between WENS.L and VMIG.L shifts across timeframes, from -0.24 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WENS.L vs. VMIG.L — Risk / Return Rank
WENS.L
VMIG.L
WENS.L vs. VMIG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) and Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.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.
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.
| WENS.L | VMIG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.19 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.96 | 1.10 | +1.86 |
| Martin ratioReturn relative to average drawdown | 9.41 | 3.96 | +5.45 |
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Drawdowns
WENS.L vs. VMIG.L - Drawdown Comparison
The maximum WENS.L drawdown since its inception was -21.15%, smaller than the maximum VMIG.L drawdown of -41.38%. Use the drawdown chart below to compare losses from any high point for WENS.L and VMIG.L.
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Drawdown Indicators
| WENS.L | VMIG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.15% | -41.38% | +20.23% |
Max Drawdown (1Y)Largest decline over 1 year | -14.63% | -11.59% | -3.04% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -14.60% | -6.55% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.02% | — |
Current DrawdownCurrent decline from peak | -7.41% | -0.54% | -6.87% |
Average DrawdownAverage peak-to-trough decline | -8.42% | -7.76% | -0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.59% | 3.23% | +1.36% |
Volatility
WENS.L vs. VMIG.L - Volatility Comparison
iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) has a higher volatility of 6.58% compared to Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.L) at 3.69%. This indicates that WENS.L's price experiences larger fluctuations and is considered to be riskier than VMIG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WENS.L | VMIG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.58% | 3.69% | +2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 18.29% | 10.30% | +7.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.38% | 12.44% | +8.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.46% | 15.07% | +6.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.46% | 17.37% | +4.09% |
WENS.L vs. VMIG.L - Expense Ratio Comparison
WENS.L has a 0.25% expense ratio, which is higher than VMIG.L's 0.10% 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
WENS.L vs. VMIG.L - Dividend Comparison
WENS.L's dividend yield for the trailing twelve months is around 1.28%, while VMIG.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
VMIG.L Vanguard FTSE 250 UCITS ETF (GBP) Accumulating | 0.00% | 0.51% | 3.22% | 3.33% | 3.21% | 2.55% | 2.05% | 1.41% |
WENS.L iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 1.28% | 3.25% | 3.52% | 3.61% | 1.77% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WENS.L and VMIG.L have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VMIG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VMIG.L is cheaper with a 0.10% expense ratio, compared with 0.25% for WENS.L.
WENS.L is categorized as Energy Equities, while VMIG.L is Europe Equities. WENS.L tracks MSCI World/Energy NR USD, while VMIG.L tracks FTSE 250 Ex Investment Trust TR GBP. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for WENS.L and 0.10% for VMIG.L.
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