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Vanguard FTSE All-World UCITS ETF Distributing (VW...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00B3RBWM25
WKNA1JX52
IssuerVanguard
Inception DateMay 22, 2012
CategoryGlobal Equities
Index TrackedMSCI ACWI NR USD
DomicileIreland
Distribution PolicyDistributing
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


Expense ratio chart for VWRL.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 Distributing

Popular comparisons: VWRL.L vs. VOO, VWRL.L vs. VHVG.L, VWRL.L vs. VUSA.L, VWRL.L vs. HMWO.L, VWRL.L vs. VEVE.L, VWRL.L vs. SSAC.L, VWRL.L vs. QQQ, VWRL.L vs. ACWI, VWRL.L vs. VUKE.L, VWRL.L vs. VHYG.L

Performance

Performance Chart

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


320.00%340.00%360.00%380.00%400.00%420.00%FebruaryMarchAprilMayJuneJuly
353.93%
397.73%
VWRL.L (Vanguard FTSE All-World UCITS ETF Distributing)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard FTSE All-World UCITS ETF Distributing had a return of 10.10% year-to-date (YTD) and 16.95% in the last 12 months. Over the past 10 years, Vanguard FTSE All-World UCITS ETF Distributing had an annualized return of 12.07%, outperforming the S&P 500 benchmark which had an annualized return of 10.58%.


PeriodReturnBenchmark
Year-To-Date10.10%13.20%
1 month-1.55%-1.28%
6 months8.96%10.32%
1 year16.95%18.23%
5 years (annualized)10.07%12.31%
10 years (annualized)12.07%10.58%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.10%3.98%3.56%-1.82%0.92%4.47%10.10%
20234.36%-0.66%0.56%-0.11%0.20%3.68%2.39%-1.00%-0.25%-2.94%4.61%4.58%16.15%
2022-4.88%-1.85%4.96%-2.89%-1.95%-4.68%6.19%1.61%-4.30%1.25%1.82%-2.86%-8.03%
2021-0.33%0.51%4.04%3.82%-0.86%3.91%0.20%3.40%-1.57%2.70%1.27%2.12%20.74%
2020-0.96%-6.16%-8.86%7.77%5.84%3.48%-1.08%5.07%0.46%-3.04%8.44%2.64%12.66%
20194.50%1.53%3.37%3.08%-2.18%5.47%5.08%-3.06%1.86%-2.68%2.93%1.24%22.74%
2018-0.11%-0.62%-4.38%3.61%3.07%0.69%3.28%1.35%0.52%-5.54%0.95%-6.31%-4.04%
2017-0.04%4.43%0.77%-1.85%2.23%0.00%1.41%2.58%-1.94%3.26%0.12%2.31%13.89%
2016-2.92%2.31%3.77%-0.98%1.31%8.83%4.75%1.45%1.90%4.81%-1.41%3.93%30.87%
20151.67%2.60%2.84%-0.56%0.05%-4.65%1.68%-4.65%-2.87%5.85%1.95%0.23%3.66%
2014-3.44%3.09%1.15%-0.45%3.08%0.59%0.17%3.72%-0.24%1.74%4.10%-0.83%13.14%
20138.06%4.40%1.65%0.15%3.50%-3.18%4.97%-4.19%0.85%5.15%-0.52%0.55%22.77%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of VWRL.L is 85, placing it in the top 15% 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 VWRL.L is 8585
VWRL.L (Vanguard FTSE All-World UCITS ETF Distributing)
The Sharpe Ratio Rank of VWRL.L is 8282Sharpe Ratio Rank
The Sortino Ratio Rank of VWRL.L is 8282Sortino Ratio Rank
The Omega Ratio Rank of VWRL.L is 8282Omega Ratio Rank
The Calmar Ratio Rank of VWRL.L is 9292Calmar Ratio Rank
The Martin Ratio Rank of VWRL.L is 8686Martin 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 Distributing (VWRL.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VWRL.L
Sharpe ratio
The chart of Sharpe ratio for VWRL.L, currently valued at 1.71, compared to the broader market0.002.004.006.001.71
Sortino ratio
The chart of Sortino ratio for VWRL.L, currently valued at 2.50, compared to the broader market0.005.0010.0015.002.50
Omega ratio
The chart of Omega ratio for VWRL.L, currently valued at 1.31, compared to the broader market1.002.003.001.31
Calmar ratio
The chart of Calmar ratio for VWRL.L, currently valued at 2.74, compared to the broader market0.005.0010.0015.0020.002.74
Martin ratio
The chart of Martin ratio for VWRL.L, currently valued at 9.39, compared to the broader market0.0050.00100.00150.009.39
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market0.002.004.006.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market0.005.0010.0015.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market1.002.003.001.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.005.0010.0015.0020.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0050.00100.00150.005.98

Sharpe Ratio

The current Vanguard FTSE All-World UCITS ETF Distributing Sharpe ratio is 1.71. 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 Distributing 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 Ratio1.001.502.002.50FebruaryMarchAprilMayJuneJuly
1.71
1.35
VWRL.L (Vanguard FTSE All-World UCITS ETF Distributing)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard FTSE All-World UCITS ETF Distributing granted a 2.01% dividend yield in the last twelve months. The annual payout for that period amounted to £2.05 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend£2.05£2.02£2.05£1.83£1.55£1.76£1.74£1.56£1.43£1.37£1.57£1.25

Dividend yield

2.01%2.16%2.49%1.99%1.99%2.49%2.95%2.47%2.51%3.06%3.52%3.06%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard FTSE All-World UCITS ETF Distributing. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024£0.00£0.00£0.38£0.00£0.00£0.79£0.00£1.17
2023£0.00£0.00£0.41£0.00£0.00£0.73£0.00£0.00£0.47£0.00£0.00£0.41£2.02
2022£0.00£0.00£0.33£0.00£0.00£0.84£0.00£0.00£0.50£0.00£0.00£0.38£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£0.41£0.00£0.00£0.38£0.00£0.00£0.45£0.00£0.00£0.31£1.55
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£1.76
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£0.00£0.00£0.44£0.00£0.00£0.55£0.00£0.00£0.31£0.00£0.00£0.27£1.57
2013£0.21£0.00£0.00£0.49£0.00£0.00£0.33£0.00£0.00£0.22£1.25

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.68%
-5.00%
VWRL.L (Vanguard FTSE All-World UCITS ETF Distributing)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard FTSE All-World UCITS ETF Distributing. 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 Distributing was 24.98%, occurring on Mar 23, 2020. Recovery took 112 trading sessions.

The current Vanguard FTSE All-World UCITS ETF Distributing drawdown is 2.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.98%Feb 20, 202023Mar 23, 2020112Sep 2, 2020135
-17.56%Apr 13, 201594Aug 24, 2015211Jun 24, 2016305
-14.51%Dec 10, 2021127Jun 16, 2022274Jul 19, 2023401
-14.1%Aug 29, 201884Dec 24, 201881Apr 23, 2019165
-11.43%May 23, 201322Jun 24, 2013104Nov 18, 2013126

Volatility

Volatility Chart

The current Vanguard FTSE All-World UCITS ETF Distributing volatility is 2.45%, 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.


1.00%2.00%3.00%4.00%5.00%FebruaryMarchAprilMayJuneJuly
2.45%
3.85%
VWRL.L (Vanguard FTSE All-World UCITS ETF Distributing)
Benchmark (^GSPC)