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Vanguard FTSE All-World UCITS ETF USD Accumulating...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BK5BQT80
IssuerVanguard
Inception DateJul 23, 2019
CategoryGlobal Equities
Leveraged1x
Index TrackedMSCI ACWI NR USD
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

VWRA.L has an expense ratio of 0.22%, which is considered low compared to other funds.


Expense ratio chart for VWRA.L: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Vanguard FTSE All-World UCITS ETF USD Accumulating

Popular comparisons: VWRA.L vs. VT, VWRA.L vs. ISAC.L, VWRA.L vs. IB01.L, VWRA.L vs. QQQ, VWRA.L vs. VAGU.L, VWRA.L vs. IBTA.L, VWRA.L vs. DTLA.L, VWRA.L vs. IDTP.L, VWRA.L vs. JPGL.L, VWRA.L vs. XDWT.L

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard FTSE All-World UCITS ETF USD Accumulating, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
4.67%
5.56%
VWRA.L (Vanguard FTSE All-World UCITS ETF USD Accumulating)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard FTSE All-World UCITS ETF USD Accumulating had a return of 11.33% year-to-date (YTD) and 20.13% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date11.33%13.39%
1 month2.68%4.02%
6 months4.67%5.56%
1 year20.13%21.51%
5 years (annualized)10.79%12.69%
10 years (annualized)N/A10.55%

Monthly Returns

The table below presents the monthly returns of VWRA.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.86%3.33%3.48%-2.79%2.64%3.56%1.32%1.69%11.33%
20236.65%-2.27%2.56%1.60%-1.18%6.00%3.65%-2.57%-3.92%-3.52%9.03%5.30%22.28%
2022-5.79%-1.73%2.62%-7.23%-1.58%-8.19%6.36%-2.87%-8.41%4.29%5.90%-2.06%-18.50%
2021-0.01%2.18%2.78%4.18%1.72%0.97%0.77%2.41%-3.59%4.23%-2.13%4.37%19.02%
2020-0.95%-9.30%-10.98%9.01%3.66%3.69%4.90%6.83%-2.95%-2.88%11.93%4.88%16.19%
2019-0.28%-3.25%2.58%2.44%2.86%3.11%7.52%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of VWRA.L is 76, placing it in the top 24% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VWRA.L is 7676
VWRA.L (Vanguard FTSE All-World UCITS ETF USD Accumulating)
The Sharpe Ratio Rank of VWRA.L is 7777Sharpe Ratio Rank
The Sortino Ratio Rank of VWRA.L is 7878Sortino Ratio Rank
The Omega Ratio Rank of VWRA.L is 7676Omega Ratio Rank
The Calmar Ratio Rank of VWRA.L is 7171Calmar Ratio Rank
The Martin Ratio Rank of VWRA.L is 7777Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VWRA.L
Sharpe ratio
The chart of Sharpe ratio for VWRA.L, currently valued at 1.68, compared to the broader market0.002.004.001.68
Sortino ratio
The chart of Sortino ratio for VWRA.L, currently valued at 2.40, compared to the broader market0.005.0010.002.40
Omega ratio
The chart of Omega ratio for VWRA.L, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.003.501.31
Calmar ratio
The chart of Calmar ratio for VWRA.L, currently valued at 1.45, compared to the broader market0.005.0010.0015.001.45
Martin ratio
The chart of Martin ratio for VWRA.L, currently valued at 8.13, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.13
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market0.002.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.28, compared to the broader market0.005.0010.002.28
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.003.501.30
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.49, compared to the broader market0.005.0010.0015.001.49
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.96, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.96

Sharpe Ratio

The current Vanguard FTSE All-World UCITS ETF USD Accumulating Sharpe ratio is 1.68. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard FTSE All-World UCITS ETF USD Accumulating with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.68
1.66
VWRA.L (Vanguard FTSE All-World UCITS ETF USD Accumulating)
Benchmark (^GSPC)

Dividends

Dividend History


Vanguard FTSE All-World UCITS ETF USD Accumulating doesn't pay dividends

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.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-3.65%
-4.57%
VWRA.L (Vanguard FTSE All-World UCITS ETF USD Accumulating)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard FTSE All-World UCITS ETF USD Accumulating. 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 Vanguard FTSE All-World UCITS ETF USD Accumulating was 33.62%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current Vanguard FTSE All-World UCITS ETF USD Accumulating drawdown is 3.65%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.62%Feb 13, 202028Mar 23, 2020107Aug 25, 2020135
-26.06%Jan 4, 2022195Oct 12, 2022323Jan 24, 2024518
-7.55%Jul 16, 202415Aug 5, 202414Aug 23, 202429
-6.86%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-6.72%Sep 3, 202016Sep 24, 202012Oct 12, 202028

Volatility

Volatility Chart

The current Vanguard FTSE All-World UCITS ETF USD Accumulating volatility is 3.38%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.38%
4.88%
VWRA.L (Vanguard FTSE All-World UCITS ETF USD Accumulating)
Benchmark (^GSPC)