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Vanguard FTSE All-World UCITS ETF (USD) Accumulati...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00BK5BQT80

WKN

A2PKXG

Issuer

Vanguard

Inception Date

Jul 23, 2019

Leveraged

1x

Index Tracked

MSCI ACWI NR USD

Domicile

Ireland

Distribution Policy

Accumulating

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

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.


Popular comparisons:
VWRP.L vs. SWDA.L VWRP.L vs. FWRG VWRP.L vs. SSAC.L VWRP.L vs. SWLD.L VWRP.L vs. IWDA.L VWRP.L vs. V3AB.L VWRP.L vs. SP5L.L VWRP.L vs. LGGG.L VWRP.L vs. VUAA.L VWRP.L vs. LCWD.L
Popular comparisons:
VWRP.L vs. SWDA.L VWRP.L vs. FWRG VWRP.L vs. SSAC.L VWRP.L vs. SWLD.L VWRP.L vs. IWDA.L VWRP.L vs. V3AB.L VWRP.L vs. SP5L.L VWRP.L vs. LGGG.L VWRP.L vs. VUAA.L VWRP.L vs. LCWD.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.


50.00%60.00%70.00%80.00%90.00%JuneJulyAugustSeptemberOctoberNovember
71.31%
92.14%
VWRP.L (Vanguard FTSE All-World UCITS ETF (USD) Accumulating)
Benchmark (^GSPC)

Returns By Period

Vanguard FTSE All-World UCITS ETF (USD) Accumulating had a return of 18.03% year-to-date (YTD) and 23.20% in the last 12 months.


VWRP.L

YTD

18.03%

1M

1.91%

6M

7.23%

1Y

23.20%

5Y (annualized)

11.28%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

23.08%

1M

0.10%

6M

10.70%

1Y

30.05%

5Y (annualized)

13.52%

10Y (annualized)

11.11%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.11%3.96%3.46%-1.87%0.94%4.31%-0.31%-0.55%0.55%2.27%18.03%
20234.40%-0.66%0.42%-0.11%0.30%3.36%2.42%-1.01%-0.32%-3.02%4.66%4.52%15.64%
2022-5.24%-1.79%4.85%-3.00%-1.75%-4.79%6.07%1.54%-4.25%1.21%1.64%-2.78%-8.69%
2021-0.36%0.47%4.00%3.77%-0.80%3.67%0.17%3.32%-1.64%2.73%1.21%2.35%20.37%
2020-1.04%-6.09%-8.82%7.56%5.96%3.20%-0.97%5.18%0.26%-3.02%8.68%2.34%12.27%
20191.81%-2.92%1.64%-2.66%2.95%1.03%1.72%

Expense Ratio

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


Expense ratio chart for VWRP.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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of VWRP.L is 78, placing it in the top 22% 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 VWRP.L is 7878
Combined Rank
The Sharpe Ratio Rank of VWRP.L is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VWRP.L is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VWRP.L is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VWRP.L is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VWRP.L is 8282
Martin 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 (VWRP.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VWRP.L, currently valued at 2.31, compared to the broader market0.002.004.006.002.312.48
The chart of Sortino ratio for VWRP.L, currently valued at 3.24, compared to the broader market-2.000.002.004.006.008.0010.0012.003.243.33
The chart of Omega ratio for VWRP.L, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.001.441.46
The chart of Calmar ratio for VWRP.L, currently valued at 3.71, compared to the broader market0.005.0010.0015.003.713.58
The chart of Martin ratio for VWRP.L, currently valued at 16.32, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.3215.96
VWRP.L
^GSPC

The current Vanguard FTSE All-World UCITS ETF (USD) Accumulating Sharpe ratio is 2.31. 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.31
2.08
VWRP.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%JuneJulyAugustSeptemberOctoberNovember
-0.81%
-1.37%
VWRP.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 25.10%, occurring on Mar 23, 2020. Recovery took 118 trading sessions.

The current Vanguard FTSE All-World UCITS ETF (USD) Accumulating drawdown is 0.81%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.1%Feb 20, 202023Mar 23, 2020118Sep 10, 2020141
-14.92%Nov 17, 2021143Jun 16, 2022280Jul 27, 2023423
-6.25%Oct 14, 202013Oct 30, 20206Nov 9, 202019
-6.07%Jul 17, 202414Aug 5, 202442Oct 3, 202456
-5.74%Sep 15, 202331Oct 27, 202315Nov 17, 202346

Volatility

Volatility Chart

The current Vanguard FTSE All-World UCITS ETF (USD) Accumulating volatility is 2.58%, 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%6.00%JuneJulyAugustSeptemberOctoberNovember
2.58%
4.01%
VWRP.L (Vanguard FTSE All-World UCITS ETF (USD) Accumulating)
Benchmark (^GSPC)