BHP.L vs. VWRL.AS
Compare and contrast key facts about BHP Group Limited (BHP.L) 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: BHP.L or VWRL.AS.
Performance
BHP.L vs. VWRL.AS - Performance Comparison
Returns By Period
In the year-to-date period, BHP.L achieves a -18.11% return, which is significantly lower than VWRL.AS's 23.29% return. Over the past 10 years, BHP.L has outperformed VWRL.AS with an annualized return of 11.89%, while VWRL.AS has yielded a comparatively lower 10.79% annualized return.
BHP.L
-18.11%
-6.08%
-11.10%
-9.81%
14.70%
11.89%
VWRL.AS
23.29%
2.11%
9.96%
29.01%
11.62%
10.79%
Key characteristics
| BHP.L | VWRL.AS | |
|---|---|---|
| Sharpe Ratio | -0.43 | 2.69 |
| Sortino Ratio | -0.47 | 3.57 |
| Omega Ratio | 0.95 | 1.55 |
| Calmar Ratio | -0.39 | 3.51 |
| Martin Ratio | -0.71 | 17.14 |
| Ulcer Index | 13.78% | 1.65% |
| Daily Std Dev | 22.89% | 10.49% |
| Max Drawdown | -73.16% | -33.27% |
| Current Drawdown | -18.43% | -1.31% |
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Correlation
The correlation between BHP.L and VWRL.AS is 0.55, 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.
Risk-Adjusted Performance
BHP.L vs. VWRL.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BHP Group Limited (BHP.L) 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.
Dividends
BHP.L vs. VWRL.AS - Dividend Comparison
BHP.L's dividend yield for the trailing twelve months is around 7.11%, more than VWRL.AS's 1.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BHP.L BHP Group Limited | 7.11% | 6.32% | 12.65% | 13.68% | 6.23% | 13.23% | 7.14% | 5.45% | 1.66% | 10.83% | 5.27% | 4.06% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 1.45% | 1.74% | 2.10% | 1.43% | 1.56% | 1.89% | 2.24% | 1.93% | 1.95% | 2.03% | 2.06% | 1.57% |
Drawdowns
BHP.L vs. VWRL.AS - Drawdown Comparison
The maximum BHP.L drawdown since its inception was -73.16%, 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 BHP.L and VWRL.AS. For additional features, visit the drawdowns tool.
Volatility
BHP.L vs. VWRL.AS - Volatility Comparison
BHP Group Limited (BHP.L) has a higher volatility of 8.82% compared to Vanguard FTSE All-World UCITS ETF (VWRL.AS) at 3.14%. This indicates that BHP.L's price experiences larger fluctuations and is considered to be riskier than VWRL.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.