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WMVG.L vs. VSCGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WMVG.L vs. VSCGX

Last updated Jun 25, 2026

WMVG.L (iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc)) and VSCGX (Vanguard LifeStrategy 40/60 Fund) are both funds - WMVG.L is a Global Equities fund tracking the MSCI World Minimum Volatility, while VSCGX is a Diversified Portfolio fund managed by Vanguard. Over the past 5 years, WMVG.L returned 5.98%/yr vs 6.33%/yr for VSCGX. At a 0.15 correlation, their price movements are largely independent. WMVG.L charges 0.35%/yr vs 0.10%/yr for VSCGX.

Performance

WMVG.L vs. VSCGX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L) and Vanguard LifeStrategy 40/60 Fund (VSCGX). The values are adjusted to include any dividend payments, if applicable.

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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

In the year-to-date period, WMVG.L achieves a 1.26% return, which is significantly lower than VSCGX's 6.69% return.

WMVG.L

1D
0.75%
1M
-0.99%
YTD
1.26%
6M
1.39%
1Y
3.61%
3Y*
9.64%
5Y*
5.98%
10Y*
—

VSCGX

1D
-0.34%
1M
2.06%
YTD
6.69%
6M
6.56%
1Y
15.19%
3Y*
10.48%
5Y*
6.33%
10Y*
7.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WMVG.L vs. VSCGX - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
WMVG.L
iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc)		1.26%9.07%14.47%7.36%-8.31%16.96%-1.30%11.93%
VSCGX
Vanguard LifeStrategy 40/60 Fund		6.69%4.83%13.60%7.08%-4.90%7.05%8.23%9.69%

Correlation

The correlation between WMVG.L and VSCGX is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.09

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

0.12

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

0.11

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2019

0.15

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iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc)

Vanguard LifeStrategy 40/60 Fund

Often compared with WMVG.L:
WMVG.L vs. MVUS.LWMVG.L vs. PQVG.LWMVG.L vs. MINV.LWMVG.L vs. MVEW.LWMVG.L vs. VHYD.LWMVG.L vs. AVGC.LWMVG.L vs. VWRA.L
Often compared with VSCGX:
VSCGX vs. VSMGXVSCGX vs. VWINXVSCGX vs. VTINXVSCGX vs. VOOVSCGX vs. AOMVSCGX vs. VFIAXVSCGX vs. VTSAX

Return for Risk

WMVG.L vs. VSCGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WMVG.L
WMVG.L Risk / Return Rank: 1616
Overall Rank
WMVG.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
WMVG.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
WMVG.L Omega Ratio Rank: 1515
Omega Ratio Rank
WMVG.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
WMVG.L Martin Ratio Rank: 1717
Martin Ratio Rank
VSCGX
VSCGX Risk / Return Rank: 5151
Overall Rank
VSCGX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VSCGX Sortino Ratio Rank: 5151
Sortino Ratio Rank
VSCGX Omega Ratio Rank: 5353
Omega Ratio Rank
VSCGX Calmar Ratio Rank: 4545
Calmar Ratio Rank
VSCGX Martin Ratio Rank: 5454
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.

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 40/60 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.

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.

WMVG.LVSCGXDifference
Sharpe ratioReturn per unit of total volatility
0.48
2.31

-1.83

Sortino ratioReturn per unit of downside risk
0.72
3.26

-2.54

Omega ratioGain probability vs. loss probability

1.09

1.44

-0.35

Calmar ratioReturn relative to maximum drawdown

0.73

4.13

-3.40

Martin ratioReturn relative to average drawdown

1.68

12.39

-10.71

WMVG.L vs. VSCGX - Sharpe Ratio Comparison

The current WMVG.L Sharpe Ratio is 0.48, which is lower than the VSCGX Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of WMVG.L and VSCGX, 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

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.LVSCGXDifference

Max Drawdown

Largest peak-to-trough decline

-28.25%

-15.12%

-13.13%

Max Drawdown (1Y)

Largest decline over 1 year

-4.93%

-3.72%

-1.21%

Max Drawdown (3Y)

Largest decline over 3 years

-9.07%

-11.04%

+1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-15.18%

-11.04%

-4.14%

Max Drawdown (10Y)

Largest decline over 10 years

—

-11.04%

—

Current Drawdown

Current decline from peak

-3.25%

-0.90%

-2.35%

Average Drawdown

Average peak-to-trough decline

-4.10%

-2.98%

-1.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

1.24%

+0.91%

Volatility

WMVG.L vs. VSCGX - Volatility Comparison

The current volatility for iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L) is 2.00%, while Vanguard LifeStrategy 40/60 Fund (VSCGX) has a volatility of 2.33%. This indicates that WMVG.L experiences smaller price fluctuations and is considered to be less risky 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.LVSCGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.00%

2.33%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

5.23%

5.31%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

7.44%

6.65%

+0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.99%

8.18%

+1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.13%

9.24%

+2.89%

WMVG.L vs. VSCGX - Expense Ratio Comparison

WMVG.L has a 0.35% expense ratio, which is higher than VSCGX's 0.10% expense ratio.

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 5.30%.

PositionTTM20252024202320222021202020192018201720162015
VSCGX
Vanguard LifeStrategy 40/60 Fund		5.30%5.50%11.03%5.23%2.79%4.18%3.28%2.62%3.81%1.65%2.43%3.21%
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%

Frequently Asked Questions

WMVG.L and VSCGX have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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