FFND vs. VWRD.L
Compare and contrast key facts about The Future Fund Active ETF (FFND) and Vanguard FTSE All-World UCITS ETF (VWRD.L).
FFND 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. FFND is an actively managed fund by The Future Fund. It was launched on Aug 23, 2021. 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
FFND vs. VWRD.L - Performance Comparison
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FFND vs. VWRD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
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%
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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
FFND
VWRD.L
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.
| FFND | VWRD.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.31 | -0.38 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.83 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.27 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.62 | -0.29 |
Martin ratioReturn relative to average drawdown | 5.77 | 7.50 | -1.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FFND | VWRD.L | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| FFND | VWRD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.80% | -8.23% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -19.45% | -4.66% | -14.79% |
Ulcer IndexDepth 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
| FFND | VWRD.L | Difference | |
|---|---|---|---|
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% |