BSE.NS vs. VWRL.L
Compare and contrast key facts about BSE Limited (BSE.NS) 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: BSE.NS or VWRL.L.
Key characteristics
| BSE.NS | VWRL.L | |
|---|---|---|
| YTD Return | 31.40% | 11.24% |
| 1Y Return | 127.47% | 15.57% |
| 3Y Return (Ann) | 97.26% | 7.93% |
| 5Y Return (Ann) | 79.75% | 10.38% |
| Sharpe Ratio | 2.82 | 1.61 |
| Daily Std Dev | 51.50% | 10.00% |
| Max Drawdown | -71.15% | -24.98% |
| Current Drawdown | -9.08% | -1.67% |
Correlation
The correlation between BSE.NS and VWRL.L is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BSE.NS vs. VWRL.L - Performance Comparison
In the year-to-date period, BSE.NS achieves a 31.40% return, which is significantly higher than VWRL.L's 11.24% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
BSE.NS vs. VWRL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BSE Limited (BSE.NS) 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
BSE.NS vs. VWRL.L - Dividend Comparison
BSE.NS's dividend yield for the trailing twelve months is around 0.52%, less than VWRL.L's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSE.NS BSE Limited | 0.52% | 0.54% | 2.48% | 1.09% | 2.75% | 4.99% | 9.36% | 3.08% | 0.00% | 0.00% | 0.00% | 0.00% |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 1.20% | 1.73% | 2.04% | 1.45% | 1.58% | 1.95% | 2.23% | 1.90% | 1.85% | 1.98% | 2.14% | 1.95% |
Drawdowns
BSE.NS vs. VWRL.L - Drawdown Comparison
The maximum BSE.NS drawdown since its inception was -71.15%, 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 BSE.NS and VWRL.L. For additional features, visit the drawdowns tool.
Volatility
BSE.NS vs. VWRL.L - Volatility Comparison
BSE Limited (BSE.NS) has a higher volatility of 7.80% compared to Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) at 3.52%. This indicates that BSE.NS'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.