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

Correlation

The correlation between FDNI and VWRA.L is 0.58, 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.


Performance

FDNI vs. VWRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dow Jones International Internet ETF (FDNI) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FDNI:

1.02

VWRA.L:

0.74

Sortino Ratio

FDNI:

1.69

VWRA.L:

1.05

Omega Ratio

FDNI:

1.21

VWRA.L:

1.15

Calmar Ratio

FDNI:

0.58

VWRA.L:

0.71

Martin Ratio

FDNI:

4.41

VWRA.L:

3.15

Ulcer Index

FDNI:

7.87%

VWRA.L:

3.65%

Daily Std Dev

FDNI:

31.54%

VWRA.L:

16.06%

Max Drawdown

FDNI:

-71.08%

VWRA.L:

-33.62%

Current Drawdown

FDNI:

-40.63%

VWRA.L:

-0.63%

Returns By Period

In the year-to-date period, FDNI achieves a 20.59% return, which is significantly higher than VWRA.L's 4.21% return.


FDNI

YTD

20.59%

1M

14.19%

6M

16.89%

1Y

31.97%

5Y*

3.57%

10Y*

N/A

VWRA.L

YTD

4.21%

1M

8.65%

6M

3.35%

1Y

11.92%

5Y*

14.81%

10Y*

N/A

*Annualized

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FDNI vs. VWRA.L - Expense Ratio Comparison

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


Risk-Adjusted Performance

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

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

FDNI
The Risk-Adjusted Performance Rank of FDNI is 7979
Overall Rank
The Sharpe Ratio Rank of FDNI is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of FDNI is 8686
Sortino Ratio Rank
The Omega Ratio Rank of FDNI is 8282
Omega Ratio Rank
The Calmar Ratio Rank of FDNI is 6060
Calmar Ratio Rank
The Martin Ratio Rank of FDNI is 8282
Martin Ratio Rank

VWRA.L
The Risk-Adjusted Performance Rank of VWRA.L is 6969
Overall Rank
The Sharpe Ratio Rank of VWRA.L is 7070
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 7575
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.

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

This table presents a comparison of risk-adjusted performance metrics for First Trust Dow Jones International Internet ETF (FDNI) 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.


The current FDNI Sharpe Ratio is 1.02, which is higher than the VWRA.L Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of FDNI and VWRA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

FDNI vs. VWRA.L - Dividend Comparison

FDNI's dividend yield for the trailing twelve months is around 0.88%, while VWRA.L has not paid dividends to shareholders.


TTM202420232022202120202019
FDNI
First Trust Dow Jones International Internet ETF
0.88%1.07%0.40%0.00%0.00%0.16%3.12%
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FDNI vs. VWRA.L - Drawdown Comparison

The maximum FDNI drawdown since its inception was -71.08%, which is greater than VWRA.L's maximum drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for FDNI and VWRA.L. For additional features, visit the drawdowns tool.


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Volatility

FDNI vs. VWRA.L - Volatility Comparison

First Trust Dow Jones International Internet ETF (FDNI) has a higher volatility of 6.65% compared to Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) at 4.33%. This indicates that FDNI'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.


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