ITH.L vs. VWRL.L
ITH.L (Ithaca Energy plc) is a stock, while VWRL.L (Vanguard FTSE All-World UCITS ETF Distributing) is Global Equities fund tracking the FTSE All-World Index. Over the past 3 years, ITH.L returned 15.41%/yr vs 16.68%/yr for VWRL.L. At a 0.10 correlation, their price movements are largely independent.
Performance
ITH.L vs. VWRL.L - Performance Comparison
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Different Trading Currencies
ITH.L is traded in GBp, while VWRL.L is traded in GBP. To make them comparable, the VWRL.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, ITH.L achieves a 45.89% return, which is significantly higher than VWRL.L's 10.22% return.
ITH.L
- 1D
- 2.28%
- 1M
- 4.95%
- 6M
- 44.15%
- YTD
- 45.89%
- 1Y
- 45.99%
- 3Y*
- 15.41%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -0.21%
VWRL.L
- 1D
- 0.36%
- 1M
- -2.66%
- 6M
- 8.73%
- YTD
- 10.22%
- 1Y
- 21.47%
- 3Y*
- 16.68%
- 5Y*
- 11.24%
- 10Y*
- 12.00%
- ALL TIME*
- 13.05%
ITH.L vs. VWRL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ITH.L Ithaca Energy plc | 45.89% | 50.37% | -23.28% | -21.05% | -25.33% |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 10.22% | 13.99% | 19.60% | 15.61% | -1.98% |
Correlation
The correlation between ITH.L and VWRL.L is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2022 | 0.10 |
The correlation between ITH.L and VWRL.L shifts across timeframes, from -0.17 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ITH.L vs. VWRL.L — Risk / Return Rank
ITH.L
VWRL.L
ITH.L vs. VWRL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ithaca Energy plc (ITH.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ITH.L | VWRL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.37 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | 3.02 | -1.72 |
| Martin ratioReturn relative to average drawdown | 2.53 | 11.58 | -9.05 |
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Drawdowns
ITH.L vs. VWRL.L - Drawdown Comparison
The maximum ITH.L drawdown since its inception was -60.62%, which is greater than VWRL.L's maximum drawdown of -24.99%. Use the drawdown chart below to compare losses from any high point for ITH.L and VWRL.L.
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Drawdown Indicators
| ITH.L | VWRL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.62% | -24.99% | -35.63% |
Max Drawdown (1Y)Largest decline over 1 year | -35.22% | -7.08% | -28.14% |
Max Drawdown (3Y)Largest decline over 3 years | -47.71% | -17.47% | -30.24% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.47% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.99% | — |
Current DrawdownCurrent decline from peak | -15.34% | -2.71% | -12.63% |
Average DrawdownAverage peak-to-trough decline | -35.19% | -3.30% | -31.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.10% | 1.85% | +16.25% |
Volatility
ITH.L vs. VWRL.L - Volatility Comparison
Ithaca Energy plc (ITH.L) has a higher volatility of 11.65% compared to Vanguard FTSE All-World UCITS ETF Distributing (VWRL.L) at 3.12%. This indicates that ITH.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.
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Volatility by Period
| ITH.L | VWRL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.65% | 3.12% | +8.53% |
Volatility (6M)Calculated over the trailing 6-month period | 36.37% | 8.39% | +27.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.10% | 10.87% | +38.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.14% | 12.93% | +31.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.14% | 14.21% | +29.93% |
Dividends
ITH.L vs. VWRL.L - Dividend Comparison
ITH.L's dividend yield for the trailing twelve months is around 0.09%, less than VWRL.L's 1.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITH.L Ithaca Energy plc | 0.09% | 0.14% | 0.25% | 0.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 1.29% | 1.39% | 1.49% | 1.72% | 2.03% | 1.45% | 1.58% | 1.95% | 2.22% | 1.90% | 1.95% | 2.00% |
Frequently Asked Questions
ITH.L and VWRL.L have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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