^GSPC vs. VWRD.L
^GSPC (S&P 500 Index) is an index, while VWRD.L (Vanguard FTSE All-World UCITS ETF) is Global Equities fund tracking the FTSE All-World Index. Over the past 10 years, ^GSPC returned 13.61%/yr vs 12.94%/yr for VWRD.L. A 0.58 correlation means they provide meaningful diversification when combined.
Performance
^GSPC vs. VWRD.L - Performance Comparison
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Returns By Period
In the year-to-date period, ^GSPC achieves a 8.56% return, which is significantly lower than VWRD.L's 10.27% return. Both investments have delivered pretty close results over the past 10 years, with ^GSPC having a 13.61% annualized return and VWRD.L not far behind at 12.94%.
^GSPC
- 1D
- 0.50%
- 1M
- -0.17%
- YTD
- 8.56%
- 6M
- 8.85%
- 1Y
- 22.93%
- 3Y*
- 19.37%
- 5Y*
- 11.84%
- 10Y*
- 13.61%
VWRD.L
- 1D
- 2.38%
- 1M
- 0.88%
- YTD
- 10.27%
- 6M
- 11.90%
- 1Y
- 25.73%
- 3Y*
- 19.78%
- 5Y*
- 10.91%
- 10Y*
- 12.94%
^GSPC vs. VWRD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^GSPC S&P 500 Index | 8.56% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
VWRD.L Vanguard FTSE All-World UCITS ETF | 10.27% | 22.39% | 17.65% | 22.31% | -18.19% | 18.52% | 16.13% | 25.67% | -9.70% | 24.35% |
Correlation
The correlation between ^GSPC and VWRD.L is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since May 22, 2012 | 0.58 |
The correlation between ^GSPC and VWRD.L shifts across timeframes, from 0.58 (3 years) to 0.69 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
^GSPC vs. VWRD.L — Risk / Return Rank
^GSPC
VWRD.L
^GSPC vs. VWRD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 500 Index (^GSPC) and Vanguard FTSE All-World UCITS ETF (VWRD.L). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^GSPC | VWRD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 2.91 | -0.38 |
| Martin ratioReturn relative to average drawdown | 11.37 | 11.88 | -0.51 |
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Drawdowns
^GSPC vs. VWRD.L - Drawdown Comparison
The maximum ^GSPC drawdown since its inception was -56.78%, which is greater than VWRD.L's maximum drawdown of -33.83%. Use the drawdown chart below to compare losses from any high point for ^GSPC and VWRD.L.
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Drawdown Indicators
| ^GSPC | VWRD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.78% | -33.83% | -22.95% |
Max Drawdown (1Y)Largest decline over 1 year | -9.10% | -8.80% | -0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -18.90% | -16.25% | -2.65% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -26.02% | +0.59% |
Max Drawdown (10Y)Largest decline over 10 years | -33.92% | -33.83% | -0.09% |
Current DrawdownCurrent decline from peak | -2.34% | -1.99% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -10.72% | -4.51% | -6.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 2.16% | -0.14% |
Volatility
^GSPC vs. VWRD.L - Volatility Comparison
S&P 500 Index (^GSPC) and Vanguard FTSE All-World UCITS ETF (VWRD.L) have volatilities of 4.43% and 4.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^GSPC | VWRD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 4.40% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 10.29% | -0.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.38% | 12.77% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.97% | 15.38% | +1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 15.73% | +2.36% |
Frequently Asked Questions
^GSPC and VWRD.L have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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