IDTP.L vs. VWRA.L
Compare and contrast key facts about iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L).
IDTP.L and VWRA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDTP.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Gbl Infl Linked US TIPS TR USD. It was launched on Dec 8, 2006. VWRA.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 23, 2019. Both IDTP.L and VWRA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDTP.L or VWRA.L.
Performance
IDTP.L vs. VWRA.L - Performance Comparison
Returns By Period
In the year-to-date period, IDTP.L achieves a 2.50% return, which is significantly lower than VWRA.L's 17.04% return.
IDTP.L
2.50%
-1.50%
2.62%
5.94%
1.87%
2.13%
VWRA.L
17.04%
-0.97%
6.71%
25.37%
10.81%
N/A
Key characteristics
| IDTP.L | VWRA.L | |
|---|---|---|
| Sharpe Ratio | 1.02 | 2.22 |
| Sortino Ratio | 1.60 | 3.14 |
| Omega Ratio | 1.20 | 1.40 |
| Calmar Ratio | 0.46 | 3.27 |
| Martin Ratio | 4.39 | 14.37 |
| Ulcer Index | 1.34% | 1.72% |
| Daily Std Dev | 5.75% | 11.09% |
| Max Drawdown | -15.12% | -33.62% |
| Current Drawdown | -7.76% | -2.31% |
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IDTP.L vs. VWRA.L - Expense Ratio Comparison
IDTP.L has a 0.12% expense ratio, which is lower than VWRA.L's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between IDTP.L and VWRA.L is 0.10, 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.
Risk-Adjusted Performance
IDTP.L vs. VWRA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) 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.
Dividends
IDTP.L vs. VWRA.L - Dividend Comparison
Neither IDTP.L nor VWRA.L has paid dividends to shareholders.
Drawdowns
IDTP.L vs. VWRA.L - Drawdown Comparison
The maximum IDTP.L drawdown since its inception was -15.12%, smaller than the maximum VWRA.L drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for IDTP.L and VWRA.L. For additional features, visit the drawdowns tool.
Volatility
IDTP.L vs. VWRA.L - Volatility Comparison
The current volatility for iShares $ TIPS UCITS ETF USD (Acc) (IDTP.L) is 1.85%, while Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) has a volatility of 3.33%. This indicates that IDTP.L experiences smaller price fluctuations and is considered to be less risky than VWRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.