IDWR.L vs. VWRL.L
Compare and contrast key facts about iShares MSCI World UCITS (IDWR.L) and Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L).
IDWR.L and VWRL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDWR.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 28, 2005. VWRL.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on May 22, 2012. Both IDWR.L and VWRL.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: IDWR.L or VWRL.L.
Key characteristics
| IDWR.L | VWRL.L | |
|---|---|---|
| YTD Return | 20.01% | 18.61% |
| 1Y Return | 31.40% | 24.66% |
| 3Y Return (Ann) | 6.85% | 8.05% |
| 5Y Return (Ann) | 12.21% | 11.97% |
| 10Y Return (Ann) | 9.86% | 12.17% |
| Sharpe Ratio | 2.55 | 2.52 |
| Sortino Ratio | 3.54 | 3.48 |
| Omega Ratio | 1.46 | 1.48 |
| Calmar Ratio | 3.73 | 3.94 |
| Martin Ratio | 16.40 | 17.82 |
| Ulcer Index | 1.74% | 1.35% |
| Daily Std Dev | 11.37% | 9.53% |
| Max Drawdown | -56.74% | -24.98% |
| Current Drawdown | -0.73% | 0.00% |
Correlation
The correlation between IDWR.L and VWRL.L is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IDWR.L vs. VWRL.L - Performance Comparison
In the year-to-date period, IDWR.L achieves a 20.01% return, which is significantly higher than VWRL.L's 18.61% return. Over the past 10 years, IDWR.L has underperformed VWRL.L with an annualized return of 9.86%, while VWRL.L has yielded a comparatively higher 12.17% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IDWR.L vs. VWRL.L - Expense Ratio Comparison
IDWR.L has a 0.50% expense ratio, which is higher than VWRL.L's 0.22% expense ratio.
Risk-Adjusted Performance
IDWR.L vs. VWRL.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World UCITS (IDWR.L) and Vanguard FTSE All-World UCITS ETF Distributing (VWRL.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
IDWR.L vs. VWRL.L - Dividend Comparison
IDWR.L's dividend yield for the trailing twelve months is around 1.07%, less than VWRL.L's 1.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDWR.L iShares MSCI World UCITS | 1.07% | 1.29% | 1.46% | 1.05% | 1.14% | 1.61% | 1.87% | 1.58% | 1.77% | 1.83% | 1.69% | 1.70% |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 1.13% | 1.73% | 2.04% | 1.45% | 1.58% | 1.95% | 2.23% | 1.90% | 1.85% | 1.98% | 2.14% | 1.95% |
Drawdowns
IDWR.L vs. VWRL.L - Drawdown Comparison
The maximum IDWR.L drawdown since its inception was -56.74%, which is greater than VWRL.L's maximum drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for IDWR.L and VWRL.L. For additional features, visit the drawdowns tool.
Volatility
IDWR.L vs. VWRL.L - Volatility Comparison
iShares MSCI World UCITS (IDWR.L) has a higher volatility of 3.14% compared to Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) at 2.87%. This indicates that IDWR.L's price experiences larger fluctuations and is considered to be riskier than VWRL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.