vwrl / vusa
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VUSA.L Vanguard S&P 500 UCITS ETF | Large Cap Blend Equities | 20% |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | Global Equities | 80% |
Performance
Performance Chart
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The earliest data available for this chart is May 23, 2012, corresponding to the inception date of VUSA.L
Returns By Period
As of May 25, 2025, the vwrl / vusa returned 2.64% Year-To-Date and 10.13% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 5.80% | -2.79% | 9.39% | 14.45% | 10.68% |
| vwrl / vusa | 2.64% | 6.31% | 1.46% | 10.71% | 14.61% | 10.13% |
| Portfolio components: | ||||||
VUSA.L Vanguard S&P 500 UCITS ETF | -1.26% | 6.60% | -1.92% | 10.90% | 16.11% | 12.32% |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 3.63% | 6.23% | 2.31% | 10.62% | 14.22% | 9.57% |
Monthly Returns
The table below presents the monthly returns of vwrl / vusa, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.37% | -2.30% | -4.14% | 0.49% | 5.50% | 2.64% | |||||||
| 2024 | 1.00% | 3.61% | 3.54% | -2.93% | 2.95% | 4.07% | 1.21% | 1.51% | 2.06% | -0.92% | 4.01% | -2.57% | 18.64% |
| 2023 | 6.09% | -2.91% | 3.18% | 1.87% | -0.51% | 5.97% | 3.41% | -2.02% | -4.12% | -3.23% | 8.68% | 5.46% | 22.99% |
| 2022 | -5.69% | -2.02% | 3.15% | -7.18% | -1.88% | -7.88% | 6.50% | -2.89% | -8.01% | 4.33% | 6.32% | -2.74% | -17.92% |
| 2021 | -0.13% | 2.35% | 3.10% | 4.30% | 1.62% | 1.44% | 1.06% | 2.47% | -3.66% | 4.66% | -1.25% | 3.94% | 21.45% |
| 2020 | -1.11% | -8.99% | -11.32% | 9.54% | 3.75% | 3.63% | 4.50% | 7.41% | -2.90% | -2.93% | 11.34% | 5.13% | 16.39% |
| 2019 | 7.38% | 2.96% | 1.61% | 3.21% | -5.20% | 5.96% | 1.01% | -3.01% | 2.85% | 2.38% | 3.10% | 3.64% | 28.35% |
| 2018 | 4.87% | -3.50% | -2.82% | 1.80% | -0.01% | 0.20% | 2.68% | 0.65% | 0.99% | -7.29% | 0.82% | -6.67% | -8.66% |
| 2017 | 1.65% | 3.04% | 1.84% | 1.16% | 1.62% | 1.08% | 2.71% | 0.34% | 1.59% | 2.44% | 2.14% | 2.17% | 24.04% |
| 2016 | -6.13% | 0.31% | 6.76% | 0.57% | 0.66% | 0.08% | 4.05% | 0.71% | 0.47% | -1.11% | 1.30% | 2.50% | 10.11% |
| 2015 | -1.97% | 5.08% | -1.28% | 2.64% | -0.15% | -2.06% | 1.42% | -5.91% | -4.42% | 8.19% | -0.37% | -1.84% | -1.49% |
| 2014 | -3.94% | 4.95% | 0.62% | 0.72% | 2.38% | 2.66% | -1.06% | 2.20% | -2.21% | 0.62% | 2.11% | -0.93% | 8.09% |
Expense Ratio
vwrl / vusa has an expense ratio of 0.19%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of vwrl / vusa is 49, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VUSA.L Vanguard S&P 500 UCITS ETF | 0.63 | 0.98 | 1.14 | 0.59 | 2.30 |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 0.67 | 1.00 | 1.14 | 0.64 | 2.80 |
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Dividends
Dividend yield
vwrl / vusa provided a 0.69% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.69% | 0.86% | 1.63% | 1.91% | 1.37% | 1.55% | 1.86% | 2.12% | 1.85% | 1.80% | 1.93% | 2.01% |
| Portfolio components: | ||||||||||||
VUSA.L Vanguard S&P 500 UCITS ETF | 1.11% | 1.00% | 1.24% | 1.41% | 1.04% | 1.44% | 1.50% | 1.72% | 1.61% | 1.58% | 1.73% | 1.50% |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 0.59% | 0.83% | 1.73% | 2.04% | 1.45% | 1.58% | 1.95% | 2.23% | 1.91% | 1.85% | 1.98% | 2.14% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the vwrl / vusa. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the vwrl / vusa was 33.15%, occurring on Mar 23, 2020. Recovery took 101 trading sessions.
The current vwrl / vusa drawdown is 2.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.15% | Feb 18, 2020 | 25 | Mar 23, 2020 | 101 | Aug 17, 2020 | 126 |
| -26.2% | Dec 31, 2021 | 195 | Oct 11, 2022 | 305 | Dec 27, 2023 | 500 |
| -17.84% | May 22, 2015 | 185 | Feb 11, 2016 | 128 | Aug 15, 2016 | 313 |
| -16.92% | Feb 18, 2025 | 35 | Apr 7, 2025 | — | — | — |
| -16.84% | Jan 30, 2018 | 230 | Dec 24, 2018 | 89 | May 3, 2019 | 319 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.47, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VUSA.L | VWRL.L | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.61 | 0.63 | 0.63 |
| VUSA.L | 0.61 | 1.00 | 0.94 | 0.96 |
| VWRL.L | 0.63 | 0.94 | 1.00 | 1.00 |
| Portfolio | 0.63 | 0.96 | 1.00 | 1.00 |