^AW01 vs. VWRL.AS
Compare and contrast key facts about FTSE All World (^AW01) and Vanguard FTSE All-World UCITS ETF (VWRL.AS).
VWRL.AS is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AW01 or VWRL.AS.
Key characteristics
| ^AW01 | VWRL.AS | |
|---|---|---|
| YTD Return | 16.98% | 20.75% |
| 1Y Return | 28.12% | 26.39% |
| 3Y Return (Ann) | 4.95% | 9.01% |
| 5Y Return (Ann) | 9.75% | 12.20% |
| 10Y Return (Ann) | 7.65% | 11.39% |
| Sharpe Ratio | 3.33 | 3.03 |
| Sortino Ratio | 4.42 | 3.95 |
| Omega Ratio | 1.65 | 1.61 |
| Calmar Ratio | 2.22 | 3.81 |
| Martin Ratio | 19.93 | 18.83 |
| Ulcer Index | 1.68% | 1.64% |
| Daily Std Dev | 10.25% | 10.34% |
| Max Drawdown | -59.48% | -33.27% |
| Current Drawdown | -0.58% | -0.25% |
Correlation
The correlation between ^AW01 and VWRL.AS is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^AW01 vs. VWRL.AS - Performance Comparison
In the year-to-date period, ^AW01 achieves a 16.98% return, which is significantly lower than VWRL.AS's 20.75% return. Over the past 10 years, ^AW01 has underperformed VWRL.AS with an annualized return of 7.65%, while VWRL.AS has yielded a comparatively higher 11.39% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^AW01 vs. VWRL.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FTSE All World (^AW01) and Vanguard FTSE All-World UCITS ETF (VWRL.AS). 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.
Drawdowns
^AW01 vs. VWRL.AS - Drawdown Comparison
The maximum ^AW01 drawdown since its inception was -59.48%, which is greater than VWRL.AS's maximum drawdown of -33.27%. Use the drawdown chart below to compare losses from any high point for ^AW01 and VWRL.AS. For additional features, visit the drawdowns tool.
Volatility
^AW01 vs. VWRL.AS - Volatility Comparison
The current volatility for FTSE All World (^AW01) is 2.43%, while Vanguard FTSE All-World UCITS ETF (VWRL.AS) has a volatility of 2.71%. This indicates that ^AW01 experiences smaller price fluctuations and is considered to be less risky than VWRL.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.