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IUAA.L vs. VWRA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUAA.L vs. VWRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares US Aggregate Bond UCITS ETF USD Acc (IUAA.L) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUAA.L achieves a -0.10% return, which is significantly lower than VWRA.L's 11.59% return.


IUAA.L

1D
0.33%
1M
0.12%
YTD
-0.10%
6M
0.49%
1Y
4.66%
3Y*
3.74%
5Y*
-0.05%
10Y*

VWRA.L

1D
-0.08%
1M
4.27%
YTD
11.59%
6M
13.04%
1Y
28.67%
3Y*
21.09%
5Y*
11.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUAA.L vs. VWRA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IUAA.L
iShares US Aggregate Bond UCITS ETF USD Acc
-0.10%7.27%1.28%4.87%-12.82%-2.02%7.08%2.43%
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating
11.59%22.45%17.65%22.28%-18.11%18.46%16.19%7.33%

Correlation

The correlation between IUAA.L and VWRA.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Jul 29, 2019

0.11

Over the past year, IUAA.L and VWRA.L have become more correlated (0.38) than their long-term average of 0.11, meaning their price movements have been converging.

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Return for Risk

IUAA.L vs. VWRA.L — Risk / Return Rank

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

IUAA.L
IUAA.L Risk / Return Rank: 3333
Overall Rank
IUAA.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IUAA.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
IUAA.L Omega Ratio Rank: 3232
Omega Ratio Rank
IUAA.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
IUAA.L Martin Ratio Rank: 3333
Martin Ratio Rank

VWRA.L
VWRA.L Risk / Return Rank: 7272
Overall Rank
VWRA.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VWRA.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
VWRA.L Omega Ratio Rank: 7272
Omega Ratio Rank
VWRA.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
VWRA.L Martin Ratio Rank: 7474
Martin Ratio Rank
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.

IUAA.L vs. VWRA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US Aggregate Bond UCITS ETF USD Acc (IUAA.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.


IUAA.LVWRA.LDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.65

Omega ratioGain probability vs. loss probability

1.21

1.43

-0.22

Calmar ratioReturn relative to maximum drawdown

1.53

3.25

-1.72

Martin ratioReturn relative to average drawdown

4.92

13.63

-8.72

IUAA.L vs. VWRA.L - Sharpe Ratio Comparison

The current IUAA.L Sharpe Ratio is 1.19, which is lower than the VWRA.L Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of IUAA.L and VWRA.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.


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Sharpe Ratios by Period


IUAA.LVWRA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

2.31

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.73

-0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.78

-0.50

Drawdowns

IUAA.L vs. VWRA.L - Drawdown Comparison

The maximum IUAA.L drawdown since its inception was -19.02%, smaller than the maximum VWRA.L drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for IUAA.L and VWRA.L.


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Drawdown Indicators


IUAA.LVWRA.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.02%

-33.62%

+14.60%

Max Drawdown (1Y)

Largest decline over 1 year

-3.03%

-8.78%

+5.75%

Max Drawdown (3Y)

Largest decline over 3 years

-5.90%

-16.26%

+10.36%

Max Drawdown (5Y)

Largest decline over 5 years

-18.11%

-26.06%

+7.95%

Current Drawdown

Current decline from peak

-3.38%

-0.75%

-2.63%

Average Drawdown

Average peak-to-trough decline

-5.58%

-5.39%

-0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

2.10%

-1.15%

Volatility

IUAA.L vs. VWRA.L - Volatility Comparison

The current volatility for iShares US Aggregate Bond UCITS ETF USD Acc (IUAA.L) is 1.61%, while Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) has a volatility of 3.87%. This indicates that IUAA.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.


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Volatility by Period


IUAA.LVWRA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

3.87%

-2.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.95%

9.78%

-6.83%

Volatility (1Y)

Calculated over the trailing 1-year period

3.91%

12.36%

-8.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.99%

15.36%

-9.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.30%

17.28%

-11.98%

IUAA.L vs. VWRA.L - Expense Ratio Comparison

IUAA.L has a 0.25% expense ratio, which is higher than VWRA.L's 0.22% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IUAA.L vs. VWRA.L - Dividend Comparison

Neither IUAA.L nor VWRA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IUAA.L and VWRA.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VWRA.L is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWRA.L is cheaper with a 0.22% expense ratio, compared with 0.25% for IUAA.L.

IUAA.L is categorized as Total Bond Market, while VWRA.L is Global Equities. IUAA.L tracks Bloomberg US Aggregate Bond Index, while VWRA.L tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for IUAA.L and 0.22% for VWRA.L.

Portfolio Optimizer

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