PortfoliosLab logoPortfoliosLab logo
IWDG.L vs. VRPS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWDG.L vs. VRPS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core MSCI World UCITS ETF (IWDG.L) and Invesco Variable Rate Preferred Shares UCITS ETF (VRPS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IWDG.L is traded in GBp, while VRPS.L is traded in USD. To make them comparable, the VRPS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IWDG.L achieves a 10.68% return, which is significantly higher than VRPS.L's 2.21% return.


IWDG.L

1D
-0.04%
1M
0.48%
6M
8.40%
YTD
10.68%
1Y
23.67%
3Y*
19.20%
5Y*
11.85%
10Y*

VRPS.L

1D
0.48%
1M
-0.19%
6M
0.92%
YTD
2.21%
1Y
4.95%
3Y*
7.37%
5Y*
3.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWDG.L vs. VRPS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IWDG.L
iShares Core MSCI World UCITS ETF
10.68%18.71%21.37%23.13%-17.43%24.30%11.80%24.91%-13.33%
VRPS.L
Invesco Variable Rate Preferred Shares UCITS ETF
2.21%-1.25%12.75%3.81%1.00%4.61%1.13%13.26%-4.61%

Correlation

The correlation between IWDG.L and VRPS.L is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

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

-0.00

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2018

0.06

The correlation between IWDG.L and VRPS.L shifts across timeframes, from -0.05 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IWDG.L vs. VRPS.L — Risk / Return Rank

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

IWDG.L
IWDG.L Risk / Return Rank: 8080
Overall Rank
IWDG.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IWDG.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
IWDG.L Omega Ratio Rank: 7878
Omega Ratio Rank
IWDG.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
IWDG.L Martin Ratio Rank: 8383
Martin Ratio Rank

VRPS.L
VRPS.L Risk / Return Rank: 5959
Overall Rank
VRPS.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VRPS.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
VRPS.L Omega Ratio Rank: 6464
Omega Ratio Rank
VRPS.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
VRPS.L Martin Ratio Rank: 6767
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.

IWDG.L vs. VRPS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF (IWDG.L) and Invesco Variable Rate Preferred Shares UCITS ETF (VRPS.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.


IWDG.LVRPS.LDifference
Sharpe ratioReturn per unit of total volatility

+1.28

Sortino ratioReturn per unit of downside risk

+1.91

Omega ratioGain probability vs. loss probability

1.37

1.13

+0.24

Calmar ratioReturn relative to maximum drawdown

3.09

1.04

+2.05

Martin ratioReturn relative to average drawdown

12.99

2.84

+10.15

IWDG.L vs. VRPS.L - Sharpe Ratio Comparison

The current IWDG.L Sharpe Ratio is 2.00, which is higher than the VRPS.L Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of IWDG.L and VRPS.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.


Loading charts...

Drawdowns

IWDG.L vs. VRPS.L - Drawdown Comparison

The maximum IWDG.L drawdown since its inception was -34.20%, which is greater than VRPS.L's maximum drawdown of -27.14%. Use the drawdown chart below to compare losses from any high point for IWDG.L and VRPS.L.


Loading charts...

Drawdown Indicators


IWDG.LVRPS.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.20%

-27.14%

-7.06%

Max Drawdown (1Y)

Largest decline over 1 year

-7.64%

-4.75%

-2.89%

Max Drawdown (3Y)

Largest decline over 3 years

-17.57%

-9.37%

-8.20%

Max Drawdown (5Y)

Largest decline over 5 years

-22.82%

-15.84%

-6.98%

Current Drawdown

Current decline from peak

-0.04%

-2.27%

+2.23%

Average Drawdown

Average peak-to-trough decline

-4.57%

-4.63%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

1.74%

+0.08%

Volatility

IWDG.L vs. VRPS.L - Volatility Comparison

iShares Core MSCI World UCITS ETF (IWDG.L) has a higher volatility of 2.59% compared to Invesco Variable Rate Preferred Shares UCITS ETF (VRPS.L) at 1.96%. This indicates that IWDG.L's price experiences larger fluctuations and is considered to be riskier than VRPS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IWDG.LVRPS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

1.96%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

9.17%

5.23%

+3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

11.80%

6.86%

+4.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.89%

8.75%

+6.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.89%

12.29%

+3.60%

IWDG.L vs. VRPS.L - Expense Ratio Comparison

IWDG.L has a 0.30% expense ratio, which is lower than VRPS.L's 0.50% expense ratio.


Dividends

IWDG.L vs. VRPS.L - Dividend Comparison

IWDG.L's dividend yield for the trailing twelve months is around 1.39%, less than VRPS.L's 5.13% yield.


PositionTTM202520242023202220212020201920182017
IWDG.L
iShares Core MSCI World UCITS ETF
1.39%1.11%1.24%1.42%1.74%1.19%1.35%1.83%2.14%0.61%
VRPS.L
Invesco Variable Rate Preferred Shares UCITS ETF
5.13%4.99%4.98%4.97%4.60%3.72%3.97%4.33%0.70%0.00%

Frequently Asked Questions


IWDG.L and VRPS.L have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IWDG.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IWDG.L is cheaper with a 0.30% expense ratio, compared with 0.50% for VRPS.L.

IWDG.L tracks MSCI World Index, while VRPS.L tracks Invesco Variable Rate Preferred Shares UCITS ETF. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.30% for IWDG.L and 0.50% for VRPS.L.

Portfolio Optimizer

Find the right allocation for IWDG.L and VRPS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer