IE00BFPM9N11.EUFUND vs. VWRP.L

Last updated Jun 5, 2026

IE00BFPM9N11.EUFUND (Vanguard Global Stock Index Fund Institutional Plus EUR Acc) and VWRP.L (Vanguard FTSE All-World UCITS ETF (USD) Accumulating) are both Global Equities funds from Vanguard. Over the past 5 years, IE00BFPM9N11.EUFUND returned 12.74%/yr vs 12.32%/yr for VWRP.L. A 0.67 correlation means they provide meaningful diversification when combined. IE00BFPM9N11.EUFUND charges 0.11%/yr vs 0.22%/yr for VWRP.L.

Performance

IE00BFPM9N11.EUFUND vs. VWRP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

IE00BFPM9N11.EUFUND is traded in EUR, while VWRP.L is traded in GBP. To make them comparable, the VWRP.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IE00BFPM9N11.EUFUND achieves a 11.37% return, which is significantly lower than VWRP.L's 12.92% return.

IE00BFPM9N11.EUFUND

• 1D: -0.37%
• 1M: 4.66%
• YTD: 11.37%
• 6M: 11.06%
• 1Y: 23.74%
• 3Y*: 17.53%
• 5Y*: 12.74%
• 10Y*: 12.73%

VWRP.L

• 1D: -0.12%
• 1M: 5.12%
• YTD: 12.92%
• 6M: 13.53%
• 1Y: 26.51%
• 3Y*: 17.81%
• 5Y*: 12.32%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IE00BFPM9N11.EUFUND vs. VWRP.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
IE00BFPM9N11.EUFUND Vanguard Global Stock Index Fund Institutional Plus EUR Acc	11.37%	6.73%	26.59%	19.63%	-12.79%	31.07%	6.32%	7.04%
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating	12.94%	8.00%	25.37%	18.09%	-13.13%	27.81%	6.17%	7.65%

Correlation

The correlation between IE00BFPM9N11.EUFUND and VWRP.L is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.72
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (5Y) Calculated over the trailing 5-year period	0.65
Correlation (All Time) Calculated using the full available price history since Jul 26, 2019	0.67

The correlation between IE00BFPM9N11.EUFUND and VWRP.L has been stable across timeframes, ranging from 0.65 to 0.72 - a consistent structural relationship.

Return for Risk

IE00BFPM9N11.EUFUND vs. VWRP.L — Risk / Return Rank

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

IE00BFPM9N11.EUFUND

IE00BFPM9N11.EUFUND Risk / Return Rank: 66
IE00BFPM9N11.EUFUND Sharpe Ratio Rank: 61
IE00BFPM9N11.EUFUND Sortino Ratio Rank: 53
IE00BFPM9N11.EUFUND Omega Ratio Rank: 60
IE00BFPM9N11.EUFUND Calmar Ratio Rank: 78
IE00BFPM9N11.EUFUND Martin Ratio Rank: 80

VWRP.L

VWRP.L Risk / Return Rank: 86
VWRP.L Sharpe Ratio Rank: 87
VWRP.L Sortino Ratio Rank: 88
VWRP.L Omega Ratio Rank: 89
VWRP.L Calmar Ratio Rank: 81
VWRP.L Martin Ratio Rank: 84

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.

IE00BFPM9N11.EUFUND vs. VWRP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.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.

	IE00BFPM9N11.EUFUND	VWRP.L	Difference
Sharpe ratio: Return per unit of total volatility	2.29	2.38	-0.10
Sortino ratio: Return per unit of downside risk	3.04	3.34	-0.30
Omega ratio: Gain probability vs. loss probability	1.43	1.45	-0.02
Calmar ratio: Return relative to maximum drawdown	3.51	3.95	-0.44
Martin ratio: Return relative to average drawdown	14.67	16.55	-1.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IE00BFPM9N11.EUFUND vs. VWRP.L - Sharpe Ratio Comparison

The current IE00BFPM9N11.EUFUND Sharpe Ratio is 2.29, which is comparable to the VWRP.L Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of IE00BFPM9N11.EUFUND and VWRP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IE00BFPM9N11.EUFUND	VWRP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.29	2.38	-0.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.90	0.90	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.83	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	0.80	+0.01

Drawdowns

IE00BFPM9N11.EUFUND vs. VWRP.L - Drawdown Comparison

The maximum IE00BFPM9N11.EUFUND drawdown since its inception was -33.75%, roughly equal to the maximum VWRP.L drawdown of -32.57%. Use the drawdown chart below to compare losses from any high point for IE00BFPM9N11.EUFUND and VWRP.L.

Drawdown Indicators

	IE00BFPM9N11.EUFUND	VWRP.L	Difference
Max Drawdown Largest peak-to-trough decline	-33.75%	-32.57%	-1.18%
Max Drawdown (1Y) Largest decline over 1 year	-6.59%	-6.69%	+0.10%
Max Drawdown (3Y) Largest decline over 3 years	-20.29%	-19.97%	-0.32%
Max Drawdown (5Y) Largest decline over 5 years	-20.29%	-19.97%	-0.32%
Max Drawdown (10Y) Largest decline over 10 years	-33.75%	—	—
Current Drawdown Current decline from peak	-0.37%	-0.64%	+0.27%
Average Drawdown Average peak-to-trough decline	-4.35%	-4.61%	+0.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.57%	1.60%	-0.03%

Volatility

IE00BFPM9N11.EUFUND vs. VWRP.L - Volatility Comparison

The current volatility for Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND) is 2.24%, while Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) has a volatility of 2.79%. This indicates that IE00BFPM9N11.EUFUND experiences smaller price fluctuations and is considered to be less risky than VWRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IE00BFPM9N11.EUFUND	VWRP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.24%	2.79%	-0.55%
Volatility (6M) Calculated over the trailing 6-month period	7.43%	7.98%	-0.55%
Volatility (1Y) Calculated over the trailing 1-year period	10.12%	11.08%	-0.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.92%	13.66%	+0.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.12%	15.97%	-0.85%

IE00BFPM9N11.EUFUND vs. VWRP.L - Expense Ratio Comparison

IE00BFPM9N11.EUFUND has a 0.11% expense ratio, which is lower than VWRP.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%.

Dividends

IE00BFPM9N11.EUFUND vs. VWRP.L - Dividend Comparison

Neither IE00BFPM9N11.EUFUND nor VWRP.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both IE00BFPM9N11.EUFUND and VWRP.L in my portfolio?

IE00BFPM9N11.EUFUND and VWRP.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.