BNKR.L vs. VWRL.L

Last updated Jun 5, 2026

BNKR.L (Bankers Investment Trust) is a stock, while VWRL.L (Vanguard FTSE All-World UCITS ETF Distributing) is Global Equities fund tracking the FTSE All-World Index. Over the past 10 years, BNKR.L returned 12.52%/yr vs 13.48%/yr for VWRL.L. A 0.71 correlation means they provide meaningful diversification when combined.

Performance

BNKR.L vs. VWRL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Bankers Investment Trust (BNKR.L) and Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

BNKR.L is traded in GBp, while VWRL.L is traded in GBP. To make them comparable, the VWRL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BNKR.L achieves a 13.76% return, which is significantly higher than VWRL.L's 11.87% return. Over the past 10 years, BNKR.L has underperformed VWRL.L with an annualized return of 12.52%, while VWRL.L has yielded a comparatively higher 13.48% annualized return.

BNKR.L

• 1D: -0.53%
• 1M: 5.19%
• YTD: 13.76%
• 6M: 13.59%
• 1Y: 31.61%
• 3Y*: 17.54%
• 5Y*: 8.06%
• 10Y*: 12.52%

VWRL.L

• 1D: -0.06%
• 1M: 3.77%
• YTD: 11.87%
• 6M: 11.82%
• 1Y: 29.76%
• 3Y*: 17.97%
• 5Y*: 12.45%
• 10Y*: 13.48%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BNKR.L vs. VWRL.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BNKR.L Bankers Investment Trust	13.76%	18.48%	15.77%	6.07%	-17.78%	13.55%	13.52%	29.88%	-9.05%	28.91%
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing	11.87%	13.99%	19.59%	15.61%	-8.44%	20.04%	12.13%	22.03%	-4.70%	13.22%

Correlation

The correlation between BNKR.L and VWRL.L is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (10Y) Calculated over the trailing 10-year period	0.74
Correlation (All Time) Calculated using the full available price history since May 24, 2012	0.71

The correlation between BNKR.L and VWRL.L shifts across timeframes, from 0.71 (all time) to 0.83 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

BNKR.L vs. VWRL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BNKR.L

BNKR.L Risk / Return Rank: 91
BNKR.L Sharpe Ratio Rank: 92
BNKR.L Sortino Ratio Rank: 92
BNKR.L Omega Ratio Rank: 91
BNKR.L Calmar Ratio Rank: 87
BNKR.L Martin Ratio Rank: 93

VWRL.L

VWRL.L Risk / Return Rank: 86
VWRL.L Sharpe Ratio Rank: 87
VWRL.L Sortino Ratio Rank: 88
VWRL.L Omega Ratio Rank: 89
VWRL.L Calmar Ratio Rank: 81
VWRL.L Martin Ratio Rank: 84

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BNKR.L vs. VWRL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bankers Investment Trust (BNKR.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.

	BNKR.L	VWRL.L	Difference
Sharpe ratio: Return per unit of total volatility	2.49	2.88	-0.39
Sortino ratio: Return per unit of downside risk	3.49	3.96	-0.48
Omega ratio: Gain probability vs. loss probability	1.46	1.55	-0.09
Calmar ratio: Return relative to maximum drawdown	3.80	4.20	-0.39
Martin ratio: Return relative to average drawdown	15.23	17.09	-1.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BNKR.L vs. VWRL.L - Sharpe Ratio Comparison

The current BNKR.L Sharpe Ratio is 2.49, which is comparable to the VWRL.L Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of BNKR.L and VWRL.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BNKR.L	VWRL.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.49	2.88	-0.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.97	-0.44
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	0.94	-0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.10	0.95	-0.85

Drawdowns

BNKR.L vs. VWRL.L - Drawdown Comparison

The maximum BNKR.L drawdown since its inception was -90.76%, 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 BNKR.L and VWRL.L.

Drawdown Indicators

	BNKR.L	VWRL.L	Difference
Max Drawdown Largest peak-to-trough decline	-90.76%	-24.98%	-65.78%
Max Drawdown (1Y) Largest decline over 1 year	-8.27%	-7.08%	-1.19%
Max Drawdown (3Y) Largest decline over 3 years	-20.09%	-17.48%	-2.61%
Max Drawdown (5Y) Largest decline over 5 years	-24.46%	-17.48%	-6.98%
Max Drawdown (10Y) Largest decline over 10 years	-32.52%	-24.98%	-7.54%
Current Drawdown Current decline from peak	-38.24%	-0.48%	-37.76%
Average Drawdown Average peak-to-trough decline	-27.21%	-3.30%	-23.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.07%	1.74%	+0.33%

Volatility

BNKR.L vs. VWRL.L - Volatility Comparison

Bankers Investment Trust (BNKR.L) has a higher volatility of 3.64% compared to Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) at 2.97%. This indicates that BNKR.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.

Volatility by Period

	BNKR.L	VWRL.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.64%	2.97%	+0.67%
Volatility (6M) Calculated over the trailing 6-month period	9.42%	7.64%	+1.78%
Volatility (1Y) Calculated over the trailing 1-year period	12.64%	10.34%	+2.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.35%	12.86%	+2.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.09%	14.25%	+2.84%

Dividends

BNKR.L vs. VWRL.L - Dividend Comparison

BNKR.L's dividend yield for the trailing twelve months is around 1.84%, more than VWRL.L's 1.24% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BNKR.L Bankers Investment Trust	1.84%	2.05%	2.91%	2.44%	2.26%	1.76%	1.94%	2.07%	2.49%	2.09%	2.34%	2.48%
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing	1.24%	1.39%	1.49%	1.72%	2.03%	1.45%	1.58%	1.95%	2.22%	1.90%	1.85%	2.00%

Frequently Asked Questions

Can I hold both BNKR.L and VWRL.L in my portfolio?

BNKR.L and VWRL.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.