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IVDA vs. VWRA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IVDA and VWRA.L is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

IVDA vs. VWRA.L

Last updated May 31, 2025

Compare and contrast key facts about Iveda Solutions Inc (IVDA) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L).

VWRA.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 23, 2019.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IVDA or VWRA.L.

Performance

IVDA vs. VWRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Iveda Solutions Inc (IVDA) 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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Key characteristics

Sharpe Ratio

IVDA:

-0.38

VWRA.L:

0.84

Sortino Ratio

IVDA:

0.27

VWRA.L:

1.27

Omega Ratio

IVDA:

1.03

VWRA.L:

1.18

Calmar Ratio

IVDA:

-0.61

VWRA.L:

0.88

Martin Ratio

IVDA:

-1.07

VWRA.L:

3.95

Ulcer Index

IVDA:

57.02%

VWRA.L:

3.64%

Daily Std Dev

IVDA:

159.27%

VWRA.L:

16.09%

Max Drawdown

IVDA:

-99.47%

VWRA.L:

-33.62%

Current Drawdown

IVDA:

-99.12%

VWRA.L:

-0.59%

Returns By Period

In the year-to-date period, IVDA achieves a -56.48% return, which is significantly lower than VWRA.L's 4.62% return.

IVDA

YTD

-56.48%

1M

0.00%

6M

18.13%

1Y

-60.54%

3Y*

-43.63%

5Y*

-40.80%

10Y*

-28.26%

VWRA.L

YTD

4.62%

1M

6.24%

6M

2.68%

1Y

13.64%

3Y*

12.25%

5Y*

13.43%

10Y*

N/A

*Annualized

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Iveda Solutions Inc

Vanguard FTSE All-World UCITS ETF USD Accumulating

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

IVDA vs. VWRA.L — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IVDA
The Risk-Adjusted Performance Rank of IVDA is 3030
Overall Rank
The Sharpe Ratio Rank of IVDA is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of IVDA is 4444
Sortino Ratio Rank
The Omega Ratio Rank of IVDA is 4343
Omega Ratio Rank
The Calmar Ratio Rank of IVDA is 1212
Calmar Ratio Rank
The Martin Ratio Rank of IVDA is 2323
Martin Ratio Rank
VWRA.L
The Risk-Adjusted Performance Rank of VWRA.L is 7474
Overall Rank
The Sharpe Ratio Rank of VWRA.L is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of VWRA.L is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VWRA.L is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VWRA.L is 7676
Calmar Ratio Rank
The Martin Ratio Rank of VWRA.L is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IVDA vs. VWRA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Iveda Solutions Inc (IVDA) 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.

The current IVDA Sharpe Ratio is -0.38, which is lower than the VWRA.L Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of IVDA and VWRA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

IVDA vs. VWRA.L - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

IVDA vs. VWRA.L - Drawdown Comparison

The maximum IVDA drawdown since its inception was -99.47%, which is greater than VWRA.L's maximum drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for IVDA and VWRA.L.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

IVDA vs. VWRA.L - Volatility Comparison

Iveda Solutions Inc (IVDA) has a higher volatility of 22.03% compared to Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) at 3.53%. This indicates that IVDA's price experiences larger fluctuations and is considered to be riskier than VWRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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