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IVV.AX vs. VWRD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IVV.AX vs. VWRD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in iShares S&P 500 ETF (IVV.AX) and Vanguard FTSE All-World UCITS ETF (VWRD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IVV.AX is traded in AUD, while VWRD.L is traded in USD. To make them comparable, the VWRD.L values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IVV.AX achieves a 2.58% return, which is significantly lower than VWRD.L's 4.45% return. Over the past 10 years, IVV.AX has outperformed VWRD.L with an annualized return of 106.91%, while VWRD.L has yielded a comparatively lower 13.41% annualized return.


IVV.AX

1D
0.91%
1M
2.32%
YTD
2.58%
6M
1.61%
1Y
15.01%
3Y*
19.27%
5Y*
97.58%
10Y*
106.91%

VWRD.L

1D
2.43%
1M
2.50%
YTD
4.45%
6M
5.68%
1Y
16.47%
3Y*
18.18%
5Y*
12.91%
10Y*
13.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVV.AX vs. VWRD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IVV.AX
iShares S&P 500 ETF
2.58%9.09%37.73%25.77%1,140.23%2,933.38%11.30%40.40%3.21%10.85%
VWRD.L
Vanguard FTSE All-World UCITS ETF
4.45%13.50%29.49%22.40%-12.78%25.47%5.93%26.26%-0.02%14.87%

Correlation

The correlation between IVV.AX and VWRD.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.34

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

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since May 22, 2012

0.35

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Return for Risk

IVV.AX vs. VWRD.L — Risk / Return Rank

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

IVV.AX
IVV.AX Risk / Return Rank: 3636
Overall Rank
IVV.AX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IVV.AX Sortino Ratio Rank: 4040
Sortino Ratio Rank
IVV.AX Omega Ratio Rank: 4343
Omega Ratio Rank
IVV.AX Calmar Ratio Rank: 2727
Calmar Ratio Rank
IVV.AX Martin Ratio Rank: 2626
Martin Ratio Rank

VWRD.L
VWRD.L Risk / Return Rank: 7272
Overall Rank
VWRD.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VWRD.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
VWRD.L Omega Ratio Rank: 7272
Omega Ratio Rank
VWRD.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
VWRD.L Martin Ratio Rank: 7373
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.

IVV.AX vs. VWRD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 ETF (IVV.AX) and Vanguard FTSE All-World UCITS ETF (VWRD.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.


IVV.AXVWRD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.25

1.27

-0.02

Calmar ratioReturn relative to maximum drawdown

1.20

1.68

-0.48

Martin ratioReturn relative to average drawdown

3.21

5.23

-2.01

IVV.AX vs. VWRD.L - Sharpe Ratio Comparison

The current IVV.AX Sharpe Ratio is 1.36, which is comparable to the VWRD.L Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of IVV.AX and VWRD.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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Drawdowns

IVV.AX vs. VWRD.L - Drawdown Comparison

The maximum IVV.AX drawdown since its inception was -38.37%, which is greater than VWRD.L's maximum drawdown of -24.12%. Use the drawdown chart below to compare losses from any high point for IVV.AX and VWRD.L.


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Drawdown Indicators


IVV.AXVWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.37%

-24.12%

-14.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.60%

-9.81%

-1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-17.38%

-14.43%

-2.95%

Max Drawdown (5Y)

Largest decline over 5 years

-17.38%

-19.93%

+2.55%

Max Drawdown (10Y)

Largest decline over 10 years

-23.89%

-24.12%

+0.23%

Current Drawdown

Current decline from peak

-1.02%

-0.13%

-0.89%

Average Drawdown

Average peak-to-trough decline

-9.54%

-3.57%

-5.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

3.16%

+1.25%

Volatility

IVV.AX vs. VWRD.L - Volatility Comparison

The current volatility for iShares S&P 500 ETF (IVV.AX) is 2.41%, while Vanguard FTSE All-World UCITS ETF (VWRD.L) has a volatility of 3.71%. This indicates that IVV.AX experiences smaller price fluctuations and is considered to be less risky than VWRD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IVV.AXVWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.41%

3.71%

-1.30%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

9.14%

-1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

10.20%

11.57%

-1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

583.29%

13.98%

+569.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

772.05%

14.33%

+757.72%

IVV.AX vs. VWRD.L - Expense Ratio Comparison

IVV.AX has a 0.04% expense ratio, which is lower than VWRD.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

IVV.AX vs. VWRD.L - Dividend Comparison

IVV.AX's dividend yield for the trailing twelve months is around 0.69%, less than VWRD.L's 1.25% yield.


PositionTTM20252024202320222021202020192018201720162015
IVV.AX
iShares S&P 500 ETF
0.69%0.73%1.59%1.67%101.74%79.67%5.54%8.14%0.00%0.00%0.00%33.20%
VWRD.L
Vanguard FTSE All-World UCITS ETF
1.25%1.38%1.52%1.69%2.05%1.48%1.47%1.88%2.29%1.82%2.04%2.07%

Frequently Asked Questions


IVV.AX and VWRD.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IVV.AX is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IVV.AX is cheaper with a 0.04% expense ratio, compared with 0.22% for VWRD.L.

IVV.AX is categorized as S&P 500, while VWRD.L is Global Equities. IVV.AX tracks S&P 500 Net TR Index (AUD), while VWRD.L tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.04% for IVV.AX and 0.22% for VWRD.L.

Portfolio Optimizer

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