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EUAD vs. VWRA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EUAD and VWRA.L is 0.36, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

EUAD vs. VWRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Select STOXX Europe Aerospace & Defense ETF (EUAD) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
34.23%
-5.71%
EUAD
VWRA.L

Key characteristics

Daily Std Dev

EUAD:

32.29%

VWRA.L:

15.94%

Max Drawdown

EUAD:

-17.83%

VWRA.L:

-33.62%

Current Drawdown

EUAD:

-6.38%

VWRA.L:

-9.81%

Returns By Period

In the year-to-date period, EUAD achieves a 39.27% return, which is significantly higher than VWRA.L's -5.43% return.


EUAD

YTD

39.27%

1M

-5.22%

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VWRA.L

YTD

-5.43%

1M

-5.71%

6M

-6.41%

1Y

7.28%

5Y*

12.62%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EUAD vs. VWRA.L - Expense Ratio Comparison

EUAD has a 0.50% expense ratio, which is higher than VWRA.L's 0.22% expense ratio.


EUAD
Select STOXX Europe Aerospace & Defense ETF
Expense ratio chart for EUAD: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EUAD: 0.50%
Expense ratio chart for VWRA.L: current value is 0.22%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VWRA.L: 0.22%

Risk-Adjusted Performance

EUAD vs. VWRA.L — Risk-Adjusted Performance Rank

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

EUAD

VWRA.L
The Risk-Adjusted Performance Rank of VWRA.L is 6767
Overall Rank
The Sharpe Ratio Rank of VWRA.L is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VWRA.L is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VWRA.L is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VWRA.L is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VWRA.L is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EUAD vs. VWRA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Select STOXX Europe Aerospace & Defense ETF (EUAD) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.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.


Sharpe ratio
No data


Chart placeholderNot enough data

Dividends

EUAD vs. VWRA.L - Dividend Comparison

EUAD's dividend yield for the trailing twelve months is around 0.07%, while VWRA.L has not paid dividends to shareholders.


TTM2024
EUAD
Select STOXX Europe Aerospace & Defense ETF
0.07%0.09%
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating
0.00%0.00%

Drawdowns

EUAD vs. VWRA.L - Drawdown Comparison

The maximum EUAD drawdown since its inception was -17.83%, smaller than the maximum VWRA.L drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for EUAD and VWRA.L. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.38%
-9.81%
EUAD
VWRA.L

Volatility

EUAD vs. VWRA.L - Volatility Comparison

Select STOXX Europe Aerospace & Defense ETF (EUAD) has a higher volatility of 14.85% compared to Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) at 10.83%. This indicates that EUAD's price experiences larger fluctuations and is considered to be riskier than VWRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchApril
14.85%
10.83%
EUAD
VWRA.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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