ETH-USD vs. VWRL.L
ETH-USD (Ethereum) is a cryptocurrency, 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, ETH-USD returned 61.34%/yr vs 12.64%/yr for VWRL.L. At a 0.14 correlation, their price movements are largely independent.
Performance
ETH-USD vs. VWRL.L - Performance Comparison
Loading charts...
Different Trading Currencies
ETH-USD is traded in USD, while VWRL.L is traded in GBP. To make them comparable, the VWRL.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ETH-USD achieves a -43.98% return, which is significantly lower than VWRL.L's 9.58% return. Over the past 10 years, ETH-USD has outperformed VWRL.L with an annualized return of 61.34%, while VWRL.L has yielded a comparatively lower 12.64% annualized return.
ETH-USD
- 1D
- -1.64%
- 1M
- -28.55%
- YTD
- -43.98%
- 6M
- -46.81%
- 1Y
- -33.81%
- 3Y*
- -3.34%
- 5Y*
- -8.64%
- 10Y*
- 61.34%
VWRL.L
- 1D
- 0.00%
- 1M
- 0.31%
- YTD
- 9.58%
- 6M
- 10.87%
- 1Y
- 25.94%
- 3Y*
- 20.13%
- 5Y*
- 10.81%
- 10Y*
- 12.64%
ETH-USD vs. VWRL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -43.98% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 9.41% | 22.59% | 17.61% | 21.71% | -18.22% | 18.96% | 15.56% | 26.94% | -10.10% | 23.98% |
Correlation
The correlation between ETH-USD and VWRL.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2015 | 0.14 |
The correlation between ETH-USD and VWRL.L shifts across timeframes, from 0.14 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ETH-USD vs. VWRL.L — Risk / Return Rank
ETH-USD
VWRL.L
ETH-USD vs. VWRL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) 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.
| ETH-USD | VWRL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.67 | ||
| Sortino ratioReturn per unit of downside risk | -3.55 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.39 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 2.84 | -3.34 |
| Martin ratioReturn relative to average drawdown | -0.88 | 12.31 | -13.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ETH-USD | VWRL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | 2.17 | -2.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | 0.72 | -0.84 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.81 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.79 | -0.04 |
Drawdowns
ETH-USD vs. VWRL.L - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than VWRL.L's maximum drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for ETH-USD and VWRL.L.
Loading charts...
Drawdown Indicators
| ETH-USD | VWRL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -33.11% | -60.90% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -9.11% | -58.42% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -16.28% | -51.25% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -26.74% | -52.61% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -33.11% | -60.90% |
Current DrawdownCurrent decline from peak | -65.60% | -2.59% | -63.01% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -4.53% | -46.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.58% | 2.10% | +42.48% |
Volatility
ETH-USD vs. VWRL.L - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 16.88% compared to Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) at 3.54%. This indicates that ETH-USD'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.
Loading charts...
Volatility by Period
| ETH-USD | VWRL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.88% | 3.54% | +13.34% |
Volatility (6M)Calculated over the trailing 6-month period | 46.80% | 9.29% | +37.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.55% | 11.92% | +44.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.65% | 15.08% | +44.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.04% | 15.56% | +62.48% |
Frequently Asked Questions
ETH-USD and VWRL.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for ETH-USD and VWRL.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer