IWFM.L vs. VWRP.L
Compare and contrast key facts about iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWFM.L) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L).
IWFM.L and VWRP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWFM.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Growth NR USD. It was launched on Oct 3, 2014. VWRP.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. Both IWFM.L and VWRP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IWFM.L or VWRP.L.
Key characteristics
| IWFM.L | VWRP.L | |
|---|---|---|
| YTD Return | 32.00% | 18.96% |
| 1Y Return | 36.30% | 24.37% |
| 3Y Return (Ann) | 7.65% | 7.82% |
| 5Y Return (Ann) | 13.22% | 11.47% |
| Sharpe Ratio | 2.25 | 2.42 |
| Sortino Ratio | 2.95 | 3.38 |
| Omega Ratio | 1.43 | 1.46 |
| Calmar Ratio | 2.81 | 3.87 |
| Martin Ratio | 10.54 | 17.04 |
| Ulcer Index | 3.41% | 1.38% |
| Daily Std Dev | 15.90% | 9.71% |
| Max Drawdown | -22.58% | -25.10% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between IWFM.L and VWRP.L is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IWFM.L vs. VWRP.L - Performance Comparison
In the year-to-date period, IWFM.L achieves a 32.00% return, which is significantly higher than VWRP.L's 18.96% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IWFM.L vs. VWRP.L - Expense Ratio Comparison
IWFM.L has a 0.30% expense ratio, which is higher than VWRP.L's 0.22% expense ratio.
Risk-Adjusted Performance
IWFM.L vs. VWRP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWFM.L) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.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.
Dividends
IWFM.L vs. VWRP.L - Dividend Comparison
Neither IWFM.L nor VWRP.L has paid dividends to shareholders.
Drawdowns
IWFM.L vs. VWRP.L - Drawdown Comparison
The maximum IWFM.L drawdown since its inception was -22.58%, smaller than the maximum VWRP.L drawdown of -25.10%. Use the drawdown chart below to compare losses from any high point for IWFM.L and VWRP.L. For additional features, visit the drawdowns tool.
Volatility
IWFM.L vs. VWRP.L - Volatility Comparison
The current volatility for iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IWFM.L) is 2.68%, while Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) has a volatility of 2.88%. This indicates that IWFM.L experiences smaller price fluctuations and is considered to be less risky than VWRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.