ATST.L vs. VWRP.L
Compare and contrast key facts about Alliance Trust plc (ATST.L) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L).
VWRP.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 23, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ATST.L or VWRP.L.
Key characteristics
| ATST.L | VWRP.L | |
|---|---|---|
| YTD Return | 15.92% | 18.72% |
| 1Y Return | 23.74% | 24.68% |
| 3Y Return (Ann) | 8.32% | 7.75% |
| 5Y Return (Ann) | 11.71% | 11.55% |
| Sharpe Ratio | 1.97 | 2.48 |
| Sortino Ratio | 2.66 | 3.46 |
| Omega Ratio | 1.36 | 1.47 |
| Calmar Ratio | 2.95 | 3.98 |
| Martin Ratio | 8.04 | 17.49 |
| Ulcer Index | 2.95% | 1.38% |
| Daily Std Dev | 12.01% | 9.71% |
| Max Drawdown | -41.44% | -25.10% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between ATST.L and VWRP.L is 0.90, 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
ATST.L vs. VWRP.L - Performance Comparison
In the year-to-date period, ATST.L achieves a 15.92% return, which is significantly lower than VWRP.L's 18.72% 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
ATST.L vs. VWRP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alliance Trust plc (ATST.L) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.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.
Dividends
ATST.L vs. VWRP.L - Dividend Comparison
ATST.L's dividend yield for the trailing twelve months is around 2.04%, while VWRP.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ATST.L Alliance Trust plc | 2.04% | 2.24% | 2.51% | 1.63% | 1.59% | 1.65% | 1.48% | 1.76% | 2.02% | 1.76% | 0.02% | 1.66% |
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ATST.L vs. VWRP.L - Drawdown Comparison
The maximum ATST.L drawdown since its inception was -41.44%, which is greater than VWRP.L's maximum drawdown of -25.10%. Use the drawdown chart below to compare losses from any high point for ATST.L and VWRP.L. For additional features, visit the drawdowns tool.
Volatility
ATST.L vs. VWRP.L - Volatility Comparison
Alliance Trust plc (ATST.L) has a higher volatility of 3.17% compared to Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) at 2.96%. This indicates that ATST.L's price experiences larger fluctuations and is considered to be riskier than VWRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.