AV.L vs. VWRL.L
Compare and contrast key facts about Aviva plc (AV.L) and Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L).
VWRL.L 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: AV.L or VWRL.L.
Key characteristics
| AV.L | VWRL.L | |
|---|---|---|
| YTD Return | 12.27% | 18.81% |
| 1Y Return | 18.57% | 24.31% |
| 3Y Return (Ann) | 8.97% | 8.10% |
| 5Y Return (Ann) | 6.72% | 11.87% |
| 10Y Return (Ann) | 3.72% | 12.18% |
| Sharpe Ratio | 1.15 | 2.46 |
| Sortino Ratio | 1.65 | 3.40 |
| Omega Ratio | 1.20 | 1.47 |
| Calmar Ratio | 2.03 | 3.83 |
| Martin Ratio | 5.90 | 17.33 |
| Ulcer Index | 3.03% | 1.35% |
| Daily Std Dev | 15.56% | 9.52% |
| Max Drawdown | -58.94% | -24.98% |
| Current Drawdown | -8.49% | 0.00% |
Correlation
The correlation between AV.L and VWRL.L is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AV.L vs. VWRL.L - Performance Comparison
In the year-to-date period, AV.L achieves a 12.27% return, which is significantly lower than VWRL.L's 18.81% return. Over the past 10 years, AV.L has underperformed VWRL.L with an annualized return of 3.72%, while VWRL.L has yielded a comparatively higher 12.18% 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
AV.L vs. VWRL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Aviva plc (AV.L) and Vanguard FTSE All-World UCITS ETF Distributing (VWRL.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
AV.L vs. VWRL.L - Dividend Comparison
AV.L's dividend yield for the trailing twelve months is around 7.52%, more than VWRL.L's 1.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AV.L Aviva plc | 7.52% | 7.32% | 29.18% | 3.95% | 8.04% | 5.49% | 5.72% | 3.64% | 4.41% | 5.49% | 3.15% | 5.71% |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 1.13% | 1.73% | 2.04% | 1.45% | 1.58% | 1.95% | 2.23% | 1.90% | 1.85% | 1.98% | 2.14% | 1.95% |
Drawdowns
AV.L vs. VWRL.L - Drawdown Comparison
The maximum AV.L drawdown since its inception was -58.94%, which is greater than VWRL.L's maximum drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for AV.L and VWRL.L. For additional features, visit the drawdowns tool.
Volatility
AV.L vs. VWRL.L - Volatility Comparison
Aviva plc (AV.L) has a higher volatility of 5.67% compared to Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) at 2.79%. This indicates that AV.L's price experiences larger fluctuations and is considered to be riskier than VWRL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.