IGF vs. VWRP.L
IGF (iShares Global Infrastructure ETF) and VWRP.L (Vanguard FTSE All-World UCITS ETF (USD) Accumulating) are both exchange-traded funds - IGF is a Industrials Equities fund tracking the S&P Global Infrastructure Index, while VWRP.L is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 5 years, IGF returned 9.75%/yr vs 10.82%/yr for VWRP.L. A 0.51 correlation means they provide meaningful diversification when combined. IGF charges 0.39%/yr vs 0.22%/yr for VWRP.L.
Performance
IGF vs. VWRP.L - Performance Comparison
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Different Trading Currencies
IGF is traded in USD, while VWRP.L is traded in GBP. To make them comparable, the VWRP.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IGF achieves a 7.07% return, which is significantly lower than VWRP.L's 9.61% return.
IGF
- 1D
- -0.73%
- 1M
- -1.91%
- YTD
- 7.07%
- 6M
- 8.23%
- 1Y
- 13.89%
- 3Y*
- 15.43%
- 5Y*
- 9.75%
- 10Y*
- 8.26%
VWRP.L
- 1D
- 0.00%
- 1M
- 0.35%
- YTD
- 9.61%
- 6M
- 10.91%
- 1Y
- 26.00%
- 3Y*
- 20.14%
- 5Y*
- 10.82%
- 10Y*
- —
IGF vs. VWRP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IGF iShares Global Infrastructure ETF | 7.07% | 21.31% | 14.81% | 6.14% | -1.26% | 11.57% | -6.50% | 5.63% |
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | 9.37% | 22.54% | 17.61% | 21.74% | -18.20% | 18.91% | 15.71% | 8.28% |
Correlation
The correlation between IGF and VWRP.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2019 | 0.51 |
The correlation between IGF and VWRP.L shifts across timeframes, from 0.37 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.
IGF vs. VWRP.L - Sectors Allocation Comparison
Sectors
IGF
VWRP.L
Utilities
Industrials
Energy
Real Estate
Basic Materials
-
Communication Services
-
Consumer Cyclical
-
Consumer Defensive
-
Financial Services
-
Healthcare
-
Technology
-
Utilities
IGF
VWRP.L
Industrials
IGF
VWRP.L
Energy
IGF
VWRP.L
Real Estate
IGF
VWRP.L
Basic Materials
IGF
-
VWRP.L
Communication Services
IGF
-
VWRP.L
Consumer Cyclical
IGF
-
VWRP.L
Consumer Defensive
IGF
-
VWRP.L
Financial Services
IGF
-
VWRP.L
Healthcare
IGF
-
VWRP.L
Technology
IGF
-
VWRP.L
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Return for Risk
IGF vs. VWRP.L — Risk / Return Rank
IGF
VWRP.L
IGF vs. VWRP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure ETF (IGF) 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.
| IGF | VWRP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.39 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 2.85 | -0.48 |
| Martin ratioReturn relative to average drawdown | 7.08 | 12.37 | -5.30 |
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
| IGF | VWRP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 2.17 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.72 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.78 | -0.54 |
Drawdowns
IGF vs. VWRP.L - Drawdown Comparison
The maximum IGF drawdown since its inception was -58.33%, which is greater than VWRP.L's maximum drawdown of -33.23%. Use the drawdown chart below to compare losses from any high point for IGF and VWRP.L.
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Drawdown Indicators
| IGF | VWRP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.33% | -33.23% | -25.10% |
Max Drawdown (1Y)Largest decline over 1 year | -5.87% | -9.07% | +3.20% |
Max Drawdown (3Y)Largest decline over 3 years | -14.28% | -16.33% | +2.05% |
Max Drawdown (5Y)Largest decline over 5 years | -20.83% | -26.82% | +5.99% |
Max Drawdown (10Y)Largest decline over 10 years | -42.11% | — | — |
Current DrawdownCurrent decline from peak | -5.29% | -2.59% | -2.70% |
Average DrawdownAverage peak-to-trough decline | -11.87% | -5.40% | -6.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 2.10% | -0.13% |
Volatility
IGF vs. VWRP.L - Volatility Comparison
iShares Global Infrastructure ETF (IGF) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) have volatilities of 3.61% and 3.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IGF | VWRP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | 3.55% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 8.68% | 9.30% | -0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.56% | 11.94% | -1.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.00% | 15.07% | -1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.84% | 16.95% | -0.11% |
IGF vs. VWRP.L - Expense Ratio Comparison
IGF has a 0.39% expense ratio, which is higher than VWRP.L's 0.22% expense ratio.
Dividends
IGF vs. VWRP.L - Dividend Comparison
IGF's dividend yield for the trailing twelve months is around 3.01%, while VWRP.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGF iShares Global Infrastructure ETF | 3.01% | 3.23% | 3.21% | 3.36% | 2.67% | 2.42% | 2.33% | 3.27% | 3.52% | 2.95% | 2.98% | 3.25% |
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IGF and VWRP.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWRP.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWRP.L is cheaper with a 0.22% expense ratio, compared with 0.39% for IGF.
IGF is categorized as Industrials Equities, while VWRP.L is Global Equities. IGF tracks S&P Global Infrastructure Index, while VWRP.L tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.39% for IGF and 0.22% for VWRP.L.
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