CEGI.L vs. VWRD.L

Last updated Apr 2, 2026

Compare and contrast key facts about REX Crypto Equity Income & Growth UCITS ETF Distributing (CEGI.L) and Vanguard FTSE All-World UCITS ETF (VWRD.L).

CEGI.L and VWRD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CEGI.L is an actively managed fund by REX. It was launched on Jun 30, 2025. VWRD.L is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World Index. It was launched on Jul 23, 2019.

Performance

CEGI.L vs. VWRD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX Crypto Equity Income & Growth UCITS ETF Distributing (CEGI.L) and Vanguard FTSE All-World UCITS ETF (VWRD.L). The values are adjusted to include any dividend payments, if applicable.

CEGI.L vs. VWRD.L - Yearly Performance Comparison

	2026 (YTD)	2025
CEGI.L REX Crypto Equity Income & Growth UCITS ETF Distributing	-6.29%	18.20%
VWRD.L Vanguard FTSE All-World UCITS ETF	-1.38%	11.39%

Returns By Period

In the year-to-date period, CEGI.L achieves a -6.29% return, which is significantly lower than VWRD.L's -1.38% return.

CEGI.L

• 1D: 5.17%
• 1M: -4.74%
• YTD: -6.29%
• 6M: -13.96%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VWRD.L

• 1D: 2.93%
• 1M: -3.97%
• YTD: -1.38%
• 6M: 2.06%
• 1Y: 22.03%
• 3Y*: 17.54%
• 5Y*: 9.72%
• 10Y*: 11.63%

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

CEGI.L vs. VWRD.L - Expense Ratio Comparison

CEGI.L has a 0.65% expense ratio, which is higher than VWRD.L's 0.22% expense ratio.

CEGI.L

REX Crypto Equity Income & Growth UCITS ETF Distributing

VWRD.L

Vanguard FTSE All-World UCITS ETF

Return for Risk

CEGI.L vs. VWRD.L — Risk / Return Rank

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

VWRD.L

VWRD.L Risk / Return Rank: 79
VWRD.L Sharpe Ratio Rank: 76
VWRD.L Sortino Ratio Rank: 76
VWRD.L Omega Ratio Rank: 75
VWRD.L Calmar Ratio Rank: 82
VWRD.L Martin Ratio Rank: 83

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.

CEGI.L vs. VWRD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX Crypto Equity Income & Growth UCITS ETF Distributing (CEGI.L) and Vanguard FTSE All-World UCITS ETF (VWRD.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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CEGI.L	VWRD.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.42	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.64	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.74	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.76	-0.33

Correlation

The correlation between CEGI.L and VWRD.L is 0.65, 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.

Dividends

CEGI.L vs. VWRD.L - Dividend Comparison

CEGI.L's dividend yield for the trailing twelve months is around 14.50%, more than VWRD.L's 1.40% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CEGI.L REX Crypto Equity Income & Growth UCITS ETF Distributing	14.50%	9.50%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VWRD.L Vanguard FTSE All-World UCITS ETF	1.40%	1.38%	1.52%	1.69%	2.05%	1.48%	1.47%	1.88%	2.29%	1.82%	2.04%	2.07%

Drawdowns

CEGI.L vs. VWRD.L - Drawdown Comparison

The maximum CEGI.L drawdown since its inception was -27.98%, smaller than the maximum VWRD.L drawdown of -33.83%. Use the drawdown chart below to compare losses from any high point for CEGI.L and VWRD.L.

Drawdown Indicators

	CEGI.L	VWRD.L	Difference
Max Drawdown Largest peak-to-trough decline	-27.98%	-33.83%	+5.85%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.45%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.02%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.83%	—
Current Drawdown Current decline from peak	-24.25%	-5.54%	-18.71%
Average Drawdown Average peak-to-trough decline	-10.43%	-4.66%	-5.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.21%	—

Volatility

Volatility by Period

	CEGI.L	VWRD.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.74%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.21%	—
Volatility (1Y) Calculated over the trailing 1-year period	33.90%	15.45%	+18.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.90%	15.22%	+18.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.90%	15.64%	+18.26%