WMVG.L vs. VSCGX
Compare and contrast key facts about iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L) and Vanguard LifeStrategy Conservative Growth Fund (VSCGX).
WMVG.L is a passively managed fund by iShares that tracks the performance of the MSCI World Minimum Volatility. It was launched on Feb 26, 2019. VSCGX is managed by Vanguard. It was launched on Sep 30, 1994.
Performance
WMVG.L vs. VSCGX - Performance Comparison
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WMVG.L vs. VSCGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
WMVG.L iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) | 0.10% | 9.08% | 14.49% | 7.33% | -8.31% | 16.96% | -1.30% | 11.65% |
VSCGX Vanguard LifeStrategy Conservative Growth Fund | 0.10% | 4.83% | 13.60% | 7.08% | -4.90% | 7.05% | 8.23% | 10.21% |
Different Trading Currencies
WMVG.L is traded in GBP, while VSCGX is traded in USD. To make them comparable, the VSCGX values have been converted to GBP using the latest available exchange rates.
Returns By Period
As of year-to-date, both investments have demonstrated similar returns, with WMVG.L at 0.10% and VSCGX at 0.10%.
WMVG.L
- 1D
- 0.04%
- 1M
- -4.37%
- YTD
- 0.10%
- 6M
- 1.24%
- 1Y
- 2.38%
- 3Y*
- 9.74%
- 5Y*
- 6.73%
- 10Y*
- —
VSCGX
- 1D
- 0.70%
- 1M
- -2.89%
- YTD
- 0.10%
- 6M
- 1.75%
- 1Y
- 7.48%
- 3Y*
- 7.49%
- 5Y*
- 5.52%
- 10Y*
- 6.80%
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WMVG.L vs. VSCGX - Expense Ratio Comparison
WMVG.L has a 0.35% expense ratio, which is higher than VSCGX's 0.12% expense ratio.
Return for Risk
WMVG.L vs. VSCGX — Risk / Return Rank
WMVG.L
VSCGX
WMVG.L vs. VSCGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L) and Vanguard LifeStrategy Conservative Growth Fund (VSCGX). 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.
| WMVG.L | VSCGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.22 | 0.93 | -0.71 |
Sortino ratioReturn per unit of downside risk | 0.36 | 1.31 | -0.95 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.18 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.20 | 1.23 | -1.03 |
Martin ratioReturn relative to average drawdown | 0.97 | 4.49 | -3.52 |
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
| WMVG.L | VSCGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.22 | 0.93 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.68 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.73 | -0.18 |
Correlation
The correlation between WMVG.L and VSCGX is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
WMVG.L vs. VSCGX - Dividend Comparison
WMVG.L has not paid dividends to shareholders, while VSCGX's dividend yield for the trailing twelve months is around 5.66%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WMVG.L iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VSCGX Vanguard LifeStrategy Conservative Growth Fund | 5.66% | 5.50% | 11.03% | 5.23% | 2.79% | 4.18% | 3.28% | 2.62% | 3.81% | 1.65% | 2.43% | 3.21% |
Drawdowns
WMVG.L vs. VSCGX - Drawdown Comparison
The maximum WMVG.L drawdown since its inception was -28.25%, which is greater than VSCGX's maximum drawdown of -15.12%. Use the drawdown chart below to compare losses from any high point for WMVG.L and VSCGX.
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Drawdown Indicators
| WMVG.L | VSCGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.25% | -30.62% | +2.37% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -5.19% | -3.70% |
Max Drawdown (5Y)Largest decline over 5 years | -15.18% | -20.15% | +4.97% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.15% | — |
Current DrawdownCurrent decline from peak | -4.37% | -5.09% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -3.01% | -1.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 1.24% | +0.56% |
Volatility
WMVG.L vs. VSCGX - Volatility Comparison
iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L) has a higher volatility of 2.77% compared to Vanguard LifeStrategy Conservative Growth Fund (VSCGX) at 2.57%. This indicates that WMVG.L's price experiences larger fluctuations and is considered to be riskier than VSCGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMVG.L | VSCGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 2.57% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 5.10% | 5.11% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.70% | 8.29% | +2.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.97% | 8.15% | +1.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.23% | 9.60% | +2.63% |