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FFND vs. VWRD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFND vs. VWRD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Future Fund Active ETF (FFND) and Vanguard FTSE All-World UCITS ETF (VWRD.L). The values are adjusted to include any dividend payments, if applicable.

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FFND vs. VWRD.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FFND
The Future Fund Active ETF
-4.12%19.38%24.05%40.05%-39.84%-4.81%
VWRD.L
Vanguard FTSE All-World UCITS ETF
-4.18%22.38%17.65%22.31%-18.19%3.16%

Returns By Period

The year-to-date returns for both stocks are quite close, with FFND having a -4.12% return and VWRD.L slightly lower at -4.18%.


FFND

1D
3.05%
1M
-6.16%
YTD
-4.12%
6M
-2.85%
1Y
16.56%
3Y*
19.16%
5Y*
10Y*

VWRD.L

1D
0.51%
1M
-7.78%
YTD
-4.18%
6M
-0.13%
1Y
20.04%
3Y*
16.42%
5Y*
9.08%
10Y*
11.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFND vs. VWRD.L - Expense Ratio Comparison

FFND has a 1.00% expense ratio, which is higher than VWRD.L's 0.22% expense ratio.


Return for Risk

FFND vs. VWRD.L — Risk / Return Rank

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

FFND
FFND Risk / Return Rank: 5656
Overall Rank
FFND Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
FFND Sortino Ratio Rank: 5555
Sortino Ratio Rank
FFND Omega Ratio Rank: 5757
Omega Ratio Rank
FFND Calmar Ratio Rank: 5353
Calmar Ratio Rank
FFND Martin Ratio Rank: 6060
Martin Ratio Rank

VWRD.L
VWRD.L Risk / Return Rank: 7373
Overall Rank
VWRD.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VWRD.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
VWRD.L Omega Ratio Rank: 7575
Omega Ratio Rank
VWRD.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
VWRD.L Martin Ratio Rank: 7575
Martin Ratio Rank
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.

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

This table presents a comparison of risk-adjusted performance metrics for The Future Fund Active ETF (FFND) 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.


FFNDVWRD.LDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.31

-0.38

Sortino ratio

Return per unit of downside risk

1.43

1.83

-0.40

Omega ratio

Gain probability vs. loss probability

1.21

1.27

-0.06

Calmar ratio

Return relative to maximum drawdown

1.33

1.62

-0.29

Martin ratio

Return relative to average drawdown

5.77

7.50

-1.74

FFND vs. VWRD.L - Sharpe Ratio Comparison

The current FFND Sharpe Ratio is 0.94, which is comparable to the VWRD.L Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of FFND and VWRD.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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Sharpe Ratios by Period


FFNDVWRD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.31

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.75

-0.63

Correlation

The correlation between FFND and VWRD.L is 0.56, 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

FFND vs. VWRD.L - Dividend Comparison

FFND's dividend yield for the trailing twelve months is around 0.68%, less than VWRD.L's 1.44% yield.


TTM20252024202320222021202020192018201720162015
FFND
The Future Fund Active ETF
0.68%0.65%0.00%0.00%0.00%0.03%0.00%0.00%0.00%0.00%0.00%0.00%
VWRD.L
Vanguard FTSE All-World UCITS ETF
1.44%1.38%1.52%1.69%2.05%1.48%1.47%1.88%2.29%1.82%2.04%2.07%

Drawdowns

FFND vs. VWRD.L - Drawdown Comparison

The maximum FFND drawdown since its inception was -47.84%, which is greater than VWRD.L's maximum drawdown of -33.83%. Use the drawdown chart below to compare losses from any high point for FFND and VWRD.L.


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Drawdown Indicators


FFNDVWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-47.84%

-33.83%

-14.01%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-11.45%

-0.78%

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

-7.80%

-8.23%

+0.43%

Average Drawdown

Average peak-to-trough decline

-19.45%

-4.66%

-14.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

2.47%

+0.35%

Volatility

FFND vs. VWRD.L - Volatility Comparison

The Future Fund Active ETF (FFND) has a higher volatility of 5.94% compared to Vanguard FTSE All-World UCITS ETF (VWRD.L) at 5.27%. This indicates that FFND's price experiences larger fluctuations and is considered to be riskier than VWRD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFNDVWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.94%

5.27%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

9.75%

8.74%

+1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

17.74%

15.22%

+2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.35%

15.16%

+10.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.35%

15.62%

+9.73%