vwrl
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | Global Equities | 100% |
Performance
Performance Chart
Loading data...
The earliest data available for this chart is May 23, 2012, corresponding to the inception date of VWRL.L
Returns By Period
As of May 25, 2025, the vwrl returned 3.63% Year-To-Date and 9.57% 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 | 3.63% | 6.23% | 2.31% | 10.62% | 14.22% | 9.57% |
| Portfolio components: | ||||||
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, 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 | 3.48% | -2.04% | -3.81% | 0.79% | 5.44% | 3.63% | |||||||
| 2024 | 0.75% | 3.48% | 3.55% | -2.85% | 2.94% | 3.68% | 1.34% | 1.60% | 2.00% | -1.28% | 3.65% | -2.69% | 17.04% |
| 2023 | 6.28% | -3.08% | 3.18% | 1.83% | -0.88% | 5.90% | 3.46% | -2.27% | -3.99% | -3.29% | 8.65% | 5.47% | 22.22% |
| 2022 | -5.47% | -2.04% | 2.73% | -7.04% | -1.73% | -7.90% | 6.12% | -2.94% | -8.10% | 4.05% | 7.03% | -2.53% | -17.76% |
| 2021 | -0.12% | 2.20% | 2.90% | 4.08% | 1.82% | 1.27% | 0.73% | 2.31% | -3.58% | 4.37% | -1.66% | 3.92% | 19.47% |
| 2020 | -1.41% | -8.86% | -11.72% | 9.28% | 3.75% | 3.94% | 4.42% | 7.17% | -2.80% | -2.85% | 11.63% | 5.35% | 16.18% |
| 2019 | 7.31% | 2.78% | 1.58% | 3.08% | -5.18% | 5.99% | 0.65% | -3.07% | 2.96% | 2.49% | 2.88% | 3.79% | 27.57% |
| 2018 | 4.90% | -3.63% | -2.60% | 1.79% | -0.45% | 0.00% | 2.63% | 0.09% | 1.04% | -7.45% | 0.84% | -6.27% | -9.41% |
| 2017 | 1.92% | 2.79% | 2.11% | 1.28% | 1.77% | 1.07% | 2.87% | 0.38% | 1.60% | 2.38% | 1.95% | 2.22% | 24.74% |
| 2016 | -6.17% | -0.06% | 7.07% | 0.76% | 0.38% | 0.03% | 4.12% | 0.77% | 0.65% | -1.11% | 0.70% | 2.54% | 9.54% |
| 2015 | -1.64% | 5.10% | -1.27% | 3.02% | -0.34% | -2.05% | 1.14% | -6.06% | -4.54% | 7.96% | -0.52% | -1.88% | -1.90% |
| 2014 | -4.16% | 5.04% | 0.66% | 0.79% | 2.35% | 2.71% | -1.11% | 1.95% | -2.56% | 0.38% | 1.83% | -1.29% | 6.43% |
Expense Ratio
vwrl has an expense ratio of 0.22%, 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 is 51, 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 | |
|---|---|---|---|---|---|
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 0.67 | 1.00 | 1.14 | 0.64 | 2.80 |
Loading data...
Dividends
Dividend yield
vwrl provided a 0.59% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.59% | 0.83% | 1.73% | 2.04% | 1.45% | 1.58% | 1.95% | 2.23% | 1.91% | 1.85% | 1.98% | 2.14% |
| Portfolio components: | ||||||||||||
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% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 2024 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.79 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.17 |
| 2023 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.74 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.41 | $2.03 |
| 2022 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.85 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $0.37 | $2.05 |
| 2021 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.58 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.46 | $1.83 |
| 2020 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.31 | $1.56 |
| 2019 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.65 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.30 | $1.75 |
| 2018 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.61 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.33 | $1.74 |
| 2017 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.56 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.31 | $1.56 |
| 2016 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.51 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.28 | $1.43 |
| 2015 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.51 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.27 | $1.37 |
| 2014 | $0.44 | $0.00 | $0.00 | $0.55 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.27 | $1.57 |
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.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the vwrl. 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 was 33.07%, occurring on Mar 23, 2020. Recovery took 106 trading sessions.
The current vwrl drawdown is 1.59%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.07% | Feb 18, 2020 | 25 | Mar 23, 2020 | 106 | Aug 24, 2020 | 131 |
| -26.44% | Dec 31, 2021 | 195 | Oct 11, 2022 | 305 | Dec 27, 2023 | 500 |
| -19% | Apr 28, 2015 | 202 | Feb 11, 2016 | 210 | Dec 8, 2016 | 412 |
| -17.48% | Jan 29, 2018 | 231 | Dec 24, 2018 | 130 | Jul 3, 2019 | 361 |
| -16.55% | Feb 18, 2025 | 35 | Apr 7, 2025 | 28 | May 20, 2025 | 63 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 1 assets, with an effective number of assets of 1.00, 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 | VWRL.L | Portfolio | |
|---|---|---|---|
| ^GSPC | 1.00 | 0.63 | 0.63 |
| VWRL.L | 0.63 | 1.00 | 1.00 |
| Portfolio | 0.63 | 1.00 | 1.00 |